# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0000940400-26-011298
**Filing Date:** 2026-3
**Character Count:** 265152
**Document Hash:** faca385d232505e4bc441da09b3004fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011298.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011298

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04254
- **FILM NUMBER:** 26791848

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** One Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-30

**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:** $352785015.81

**Total Liabilities:** $11758266.21

**Net Assets:** $341026749.60

**Delayed Delivery Securities:** $2746011.57

**Stand-by Commitments:** $304312.50

**Cash Not Reported:** $6465019.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 250.53000000 | **1-Year:** 8812.36000000 | **5-Year:** 28882.36000000 | **10-Year:** 13887.60000000 | **30-Year:** 634.46000000

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

- **3-Month:** 444.38000000 | **1-Year:** 23774.02000000 | **5-Year:** 47991.29000000 | **10-Year:** 9457.08000000 | **30-Year:** 432.54000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024372 | 0.53%                | 0.01%                | 0.74%                |
| Class ID C000024374 | 0.47%                | -0.05%               | 0.67%                |
| Class ID C000024375 | 0.56%                | 0.04%                | 0.76%                |
| Class ID C000081533 | 0.49%                | -0.03%               | 0.69%                |
| Class ID C000118995 | 0.76%                | -0.15%               | 0.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-151627.33              | $-78506.39                                 |
| Month 2  | $-679925.76              | $-858492.49                                |
| Month 3  | $-578856.55              | $1157593.45                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ICE FUTURES EUROPE                                                          | LONG GILT                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        12 | NC      | $12046.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                              | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $53830.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                             | QazaqGaz NC JSC                                                                  | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    480000 | PA      | $477956.31    | 0.14%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987000 | PA      | $988738.30    | 0.29%             | 2039-02-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XP3F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453907 | PA      | $465555.42    | 0.14%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     98392 | PA      | $84205.99     | 0.02%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                        | DYNAMO US BIDCO INC                                                              | CUSIP: 26806DAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967774 | PA      | $970498.79    | 0.28%             | 2031-09-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340250.13    | 0.10%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $682850.33    | 0.20%             | 2041-12-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE ESCROW CL                                                     | CREDIT SUISSE ESCROW CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5380000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                         | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    239403 | PA      | $218814.34    | 0.06%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                                                  | Abry Liquid Credit CLO 2025-2 Ltd                                                | CUSIP: 003943AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $583685.15    | 0.17%             | 2039-01-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc      | GC FERRY ACQUISITION I                                                           | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    597917 | PA      | $594087.00    | 0.17%             | 2032-08-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1004935.05   | 0.29%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                         | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    490000 | PA      | $521812.76    | 0.15%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                     | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    310000 | PA      | $328591.20    | 0.10%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | TALEN ENERGY SUPPLY LLC                                                          | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    280000 | PA      | $280420.00    | 0.08%             | 2032-11-25      | Floating      | 5.67%                 | 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      | $752886.30    | 0.22%             | 2030-07-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                        | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    810000 | PA      | $820921.52    | 0.24%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440998.97    | 0.13%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                     | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $163049.12    | 0.05%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147603 | PA      | $128018.65    | 0.04%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                              | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7682.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                                     | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    910000 | PA      | $1017889.60   | 0.30%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                | AGL CLO 44 Ltd                                                                   | CUSIP: 00122AAA8<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $677847.71    | 0.20%             | 2037-10-22      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2025-COPT                                           | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170921.54    | 0.05%             | 2042-08-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | AMMC CLO 30 Ltd                                                                  | CUSIP: 03165UAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $470470.00    | 0.14%             | 2039-04-15      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| First Eagle Holdings Inc-f/k/a Arnhold and S. Bleicroeder Holdings Inc      | GC FERRY ACQUISITION I                                                           | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    102083 | PA      | $101429.50    | 0.03%             | 2032-08-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                        | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $741118.65    | 0.22%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                | FOCUS FINANCIAL PARTNERS LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    821333 | PA      | $817600.08    | 0.24%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                    | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1321000 | PA      | $1189075.96   | 0.35%             | 2056-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                            | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191793.03    | 0.06%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1374308.83   | 0.40%             | 2045-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS CDX.NA.IG.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $345022.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust 2015-UBS8                                         | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417745 | PA      | $407588.38    | 0.12%             | 2048-12-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $807838.92    | 0.24%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                              | OPAL US LLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1057350 | PA      | $1058565.95   | 0.31%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                                    | Super Micro Computer Inc                                                         | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |    219000 | PA      | $200680.65    | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                           | Magnetite XXII Ltd                                                               | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001740.20   | 0.29%             | 2036-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                   | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    875000 | PA      | $901810.00    | 0.26%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                         | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196983.45    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    480000 | PA      | $478943.18    | 0.14%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                                         | Apex Credit CLO 2021-II LLC                                                      | CUSIP: 03755QAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290671.15    | 0.09%             | 2034-10-20      | Floating      | 7.42%                 | 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      | $1167227.45   | 0.34%             | 2035-12-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                       | EUR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   4420000 | NC      | $111167.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                     | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445706.80    | 0.13%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      6237 | PA      | $6213.76      | 0.00%             | 2032-04-01      | Floating      | 6.92%                 | 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        |    917078 | PA      | $820457.25    | 0.24%             | 2036-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                    | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  14652000 | PA      | $2488835.17   | 0.73%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $387814.71    | 0.11%             | 2040-02-18      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                              | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAD7<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |    757951 | PA      | $766722.53    | 0.22%             | 2065-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                                          | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |   2866216 | PA      | $2980864.89   | 0.87%             | 2029-09-30      | Floating      | 9.64%                 | No            |                  3 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                    | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $360920.00    | 0.11%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                                                 | Columbia Cent CLO 35 Ltd                                                         | CUSIP: 19739RAJ7<br>LEI: 2549006YWAD6BJI1C841 | Long             | ABS-CBDO         | CORP              | KY        |    560000 | PA      | $563941.00    | 0.17%             | 2036-07-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                    | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $516680.33    | 0.15%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2065.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                         | Arbor Realty SR Inc                                                              | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302195.39    | 0.09%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dwight 2025-FL1 Issuer LLC                                                  | Dwight 2025-FL1 Issuer LLC                                                       | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1104886.20   | 0.32%             | 2042-06-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    310000 | PA      | $345295.34    | 0.10%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                       | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    810000 | PA      | $824236.56    | 0.24%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                   | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    520000 | PA      | $523431.48    | 0.15%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                     | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328145.46    | 0.10%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DS Parent Inc                                                               | DS PARENT INC                                                                    | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |    939662 | PA      | $849219.31    | 0.25%             | 2031-01-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    540000 | PA      | $553334.63    | 0.16%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2019-BNK22                                                                  | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $628215.46    | 0.18%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                | Cloudera Inc                                                                     | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    623662 | PA      | $538428.87    | 0.16%             | 2028-10-08      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS CAESARS ENTERTAINMENT INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $59441.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                       | Jamaica Government International Bond                                            | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        | 110000000 | PA      | $740579.37    | 0.22%             | 2030-11-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                                                  | Akumin Inc                                                                       | CUSIP: 01021XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1062909.00   | 0.31%             | 2027-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFG9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $665991.88    | 0.20%             | 2033-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                            | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $962421.66    | 0.28%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HP PHRG Borrower LLC                                                        | PHRG INTERMEDIATE LLC                                                            | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    358200 | PA      | $351483.75    | 0.10%             | 2032-02-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                         | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    560000 | PA      | $503206.20    | 0.15%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                                     | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $478359.06    | 0.14%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp                                                 | CUSIP: 86359DEX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090654 | PA      | $999410.56    | 0.29%             | 2035-04-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                                              | Popular ABS Mortgage Pass-Through Trust 2005-2                                   | CUSIP: 73316PCL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250354 | PA      | $1090477.78   | 0.32%             | 2035-04-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                                        | Peace Park CLO Ltd                                                               | CUSIP: 70470NAJ2<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $452989.51    | 0.13%             | 2038-10-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                              | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1579.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                           | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $507816.50    | 0.15%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    270000 | PA      | $271618.65    | 0.08%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit                                               | Freddie Mac Mscr Trust Mn12                                                      | CUSIP: 355913AB0<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $852766.75    | 0.25%             | 2045-11-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                                        | New Mountain CLO 5 Ltd                                                           | CUSIP: 64754WAQ6<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503536.35    | 0.15%             | 2036-07-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1260000 | PA      | $1324679.58   | 0.39%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                                     | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249375.78    | 0.07%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                     | VZ Secured Financing BV                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $240897.06    | 0.07%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                     | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $238352.11    | 0.07%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $891832.48    | 0.26%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2259006.72   | 0.66%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -30 | NC      | $2187.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    380000 | PA      | $415085.95    | 0.12%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                           | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336615.94    | 0.10%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    105659 | PA      | $97086.68     | 0.03%             | 2033-03-15      | Variable      | 3.35%                 | 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        |    409665 | PA      | $365376.23    | 0.11%             | 2036-01-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    460000 | PA      | $466766.66    | 0.14%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                              | STARWOOD PROPERTY MORTGAGE LLC                                                   | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    379050 | PA      | $380945.25    | 0.11%             | 2032-09-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CITRIX SYSTEMS INC                                                          | Citrix Systems Inc                                                               | CUSIP: 177376AE0<br>LEI: HCTKJGUQOPZ5NBK7NP58 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317775.81    | 0.09%             | 2027-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                              | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1041867.52   | 0.31%             | 2039-07-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147789 | PA      | $137196.11    | 0.04%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | PRIME SECURITY SERVICES BOR                                                      | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    545797 | PA      | $545455.57    | 0.16%             | 2030-10-13      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -12 | NC      | $20510.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    990000 | PA      | $990241.86    | 0.29%             | 2040-02-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                       | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    440000 | PA      | $439355.94    | 0.13%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                             | NATGASOLINE LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    500438 | PA      | $502001.37    | 0.15%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Lo                                              | National Collegiate Student Loan Trust 2007-2                                    | CUSIP: 63543LAD7<br>LEI: 635400VQIBXGEB9ZUC59 | Long             | ABS-O            | CORP              | US        |    217640 | PA      | $215219.78    | 0.06%             | 2033-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| KREF HOLDINGS X                                                             | KREF HOLDINGS X LLC                                                              | CUSIP: 48266YAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    893833 | PA      | $894392.03    | 0.26%             | 2032-03-05      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31281AX49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1319 | PA      | $1365.95      | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                     | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $418055.43    | 0.12%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UST Global Inc                                                              | UST GLOBAL INC                                                                   | CUSIP: 90355HAB0<br>LEI: 984500398691E4511Z04 | Long             | LON              | CORP              | US        |    665005 | PA      | $658355.15    | 0.19%             | 2028-11-20      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2023-8                                                | CUSIP: 92540DAC9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    695879 | PA      | $704369.57    | 0.21%             | 2068-12-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                              | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379071.66    | 0.11%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-92307.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS MGM RESORTS INTERNATIONAL                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-80276.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $821379.84    | 0.24%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                        | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $520620.50    | 0.15%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     13867 | PA      | $13698.81     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | 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        |    569324 | PA      | $537650.87    | 0.16%             | 2057-06-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                       | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $584705.52    | 0.17%             | 2029-05-15      | Fixed         | 8.50%                 | 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        |   1076565 | PA      | $1095203.38   | 0.32%             | 2050-03-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                         | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $642887.38    | 0.19%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                | HARBOR FREIGHT TOOLS USA INC                                                     | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   1041384 | PA      | $1030564.47   | 0.30%             | 2031-06-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Company Ltd                                         | ARCTIC CANADIAN DIAMONDS                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1441056 | PA      | $665126.06    | 0.20%             | 2026-06-30      | Floating      | 4.26%                 | No            |                  3 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $190912.89    | 0.06%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US ULTRA BOND                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        35 | NC      | $-94396.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ZF NA CAPITAL                                                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204853.80    | 0.06%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    720893 | PA      | $720294.90    | 0.21%             | 2031-05-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                                              | Golub Capital Partners CLO 53B Ltd                                               | CUSIP: 38178CAE9<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997504.20    | 0.29%             | 2034-07-20      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                                             | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    766438 | PA      | $768193.16    | 0.23%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $875307.83    | 0.26%             | 2041-10-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                              | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                         | CUSIP: 617950AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $390990.29    | 0.11%             | 2071-01-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                     | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $126827.40    | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                             | CATAWBA NATION GAMING AUTHORITY                                                  | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    710000 | PA      | $726418.75    | 0.21%             | 2032-03-29      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                               | CUSIP: 3622ACKB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75036 | PA      | $76662.86     | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                          | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    340000 | PA      | $334628.47    | 0.10%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1372963.93   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Four US CLO                                                         | Capital Four US CLO Ltd                                                          | CUSIP: 14016BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $579112.66    | 0.17%             | 2038-10-18      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                               | HOPPER MERGER SUB INC                                                            | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    740000 | PA      | $735515.60    | 0.22%             | 2033-01-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                     | DIAMOND SPORTS NET LLC                                                           | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |    654648 | PA      | $189147.50    | 0.06%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2021-LBA                                                                | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $970962.63    | 0.28%             | 2036-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296385.45    | 0.09%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                             | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201178.80    | 0.06%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    720000 | PA      | $525449.59    | 0.15%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                       | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    420000 | PA      | $428384.88    | 0.13%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $557401.53    | 0.16%             | 2031-06-01      | Fixed         | 8.62%                 | 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        |   1344049 | PA      | $1264016.48   | 0.37%             | 2035-06-20      | Floating      | 4.69%                 | 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      | $-67.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1240000 | PA      | $1245860.93   | 0.37%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                       | PETCO HEALTH & WELLNESS CO INC                                                   | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    620000 | PA      | $607931.70    | 0.18%             | 2031-01-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    445000 | PA      | $474972.09    | 0.14%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                                    | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255296.25    | 0.07%             | 2032-01-15      | Fixed         | 8.62%                 | 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-O            | CORP              | US        |   3086596 | PA      | $53927.15     | 0.02%             | 2036-02-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    664967 | PA      | $665715.12    | 0.20%             | 2030-10-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                                                    | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |    480000 | PA      | $455484.00    | 0.13%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                     | Dream Finders Homes Inc                                                          | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $527203.04    | 0.15%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                              | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    740000 | PA      | $763499.83    | 0.22%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                   | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    710000 | PA      | $725590.07    | 0.21%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       259 | NC      | $-47948.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - SCRT                                                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3695570 | PA      | $1410108.69   | 0.41%             | 2057-11-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                       | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $304349.16    | 0.09%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                                        | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    465617 | PA      | $49682.85     | 0.01%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE RIDGE RESOURCES                                                     | Granite Ridge Resources Inc                                                      | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $990738.56    | 0.29%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $837962.46    | 0.25%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1364023.33   | 0.40%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                                            | Ocean Trails Clo X                                                               | CUSIP: 67516BAE1<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $748936.73    | 0.22%             | 2034-10-15      | Floating      | 11.50%                | 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        |     18705 | PA      | $18843.68     | 0.01%             | 2045-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                                | DAYFORCE INC                                                                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    900000 | PA      | $876937.50    | 0.26%             | 2032-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAE3<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1054889.43   | 0.31%             | 2068-05-25      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14110.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     50339 | PA      | $49245.76     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | 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        |   4012696 | NS      | $4012696.39   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                                       | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361670.40    | 0.11%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                                      | Mozambique International Bond                                                    | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    210000 | PA      | $183212.95    | 0.05%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                    | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    830000 | PA      | $821920.28    | 0.24%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                                    | SPIRIT AVIA HOL RESTRICT                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       603 | NS      | $180.90       | 0.00%             |  |  |  | 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        |   1589544 | PA      | $1367109.62   | 0.40%             | 2046-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO                                                         | Capital Four US CLO I Ltd                                                        | CUSIP: 14016TAS8<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $673468.59    | 0.20%             | 2035-01-18      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                          | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    570000 | PA      | $559077.35    | 0.16%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                           | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    310000 | PA      | $328225.21    | 0.10%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       498 | NC      | $-209391.88   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Renew Financial                                                             | Renew 2024-1                                                                     | CUSIP: 75973VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573902 | PA      | $579432.75    | 0.17%             | 2059-11-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                          | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1010334.97   | 0.30%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                                              | Greystone CRE Notes 2025 HC-4 LLC                                                | CUSIP: 39809NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $899958.51    | 0.26%             | 2042-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                     | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  68720000 | PA      | $3714608.09   | 1.09%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                 | Ivory Coast Government International Bond                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    310000 | PA      | $331051.36    | 0.10%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                                               | Nomura Resecuritization Trust 2015-8R                                            | CUSIP: 65541AAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1044012 | PA      | $969587.48    | 0.28%             | 2047-11-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2022-3                                                  | CUSIP: 03464TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933097 | PA      | $881514.06    | 0.26%             | 2067-01-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                    | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    710000 | PA      | $731833.21    | 0.21%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC                                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    737170 | PA      | $671351.55    | 0.20%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                            | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $542854.00    | 0.16%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24072.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                                             | Vortex Opco LLC                                                                  | CUSIP: 92905YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1616406 | PA      | $20205.08     | 0.01%             | 2030-04-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                                | WB Commercial Mortgage Trust 2024-HQ                                             | CUSIP: 92943PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $652226.51    | 0.19%             | 2040-03-15      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                        | Vermilion Energy Inc                                                             | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $416701.43    | 0.12%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    329149 | PA      | $208064.72    | 0.06%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                    | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $320517.76    | 0.09%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                    | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1517232.15   | 0.44%             | 2029-10-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                                     | Hartwick Park CLO Ltd                                                            | CUSIP: 417402AE4<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |    270000 | PA      | $270634.07    | 0.08%             | 2037-01-20      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                    | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212165.00    | 0.06%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                            | ENDEAVOR OPERATING CO LLC                                                        | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    666650 | PA      | $667899.97    | 0.20%             | 2032-03-24      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                               | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351913.45    | 0.10%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        16 | NC      | $-9884.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF JORDAN                                                           | Jordan Government International Bond                                             | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    270000 | PA      | $281637.69    | 0.08%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                          | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    630000 | PA      | $638984.84    | 0.19%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $571531.60    | 0.17%             | 2051-01-25      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                   | HIH Trust 2024-61P                                                               | CUSIP: 40444VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985359 | PA      | $996901.73    | 0.29%             | 2041-10-15      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1040000 | PA      | $1118879.84   | 0.33%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc)                    | ASCENSUS HOLDINGS INC                                                            | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1026185 | PA      | $1024470.97   | 0.30%             | 2032-11-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                                     | VERSANT MEDIA GROUP INC                                                          | CUSIP: 000000000<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    520000 | PA      | $520650.00    | 0.15%             | 2031-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                    | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    860000 | PA      | $902050.56    | 0.26%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                              | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1104902.26   | 0.32%             | 2032-08-08      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                                       | Black Diamond CLO 2021-1 Ltd                                                     | CUSIP: 09204WAM6<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $694103.64    | 0.20%             | 2034-11-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2496.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                    | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269565.83    | 0.08%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                                            | SEDGWICK CLAIMS MANAGEMENT SERVICES INC                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    908448 | PA      | $906249.17    | 0.27%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                     | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $688106.75    | 0.20%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                              | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1092241.26   | 0.32%             | 2034-09-15      | Floating      | 5.51%                 | 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        |   1405296 | PA      | $1251756.75   | 0.37%             | 2037-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd                                              | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | CN        |      1860 | NS      | $70.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                      | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    430000 | PA      | $449906.85    | 0.13%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                          | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    690000 | PA      | $705331.80    | 0.21%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | PRIMO BRANDS CORP                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    973452 | PA      | $974873.12    | 0.29%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    785834 | PA      | $786694.62    | 0.23%             | 2031-05-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28875.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        92 | NC      | $-80487.02    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mountain View CLO Ltd                                                       | Mountain View CLO IX Ltd                                                         | CUSIP: 62432BAU7<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $582207.19    | 0.17%             | 2031-07-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                    | RYAN LLC                                                                         | CUSIP: 000000000<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    915306 | PA      | $905580.72    | 0.27%             | 2032-11-05      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                                                     | Allen Media LLC / Allen Media Co-Issuer Inc                                      | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $771900.00    | 0.23%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                       | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203734.00    | 0.06%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                           | LEIA FINCO US LLC                                                                | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    853593 | PA      | $834207.70    | 0.24%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Lo                                              | National Collegiate Student Loan Trust 2005-3                                    | CUSIP: 63543TAJ7<br>LEI: 635400WAVVCUCCIGH375 | Long             | ABS-O            | CORP              | US        |   1135414 | PA      | $933687.73    | 0.27%             | 2037-07-27      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                      | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    333000 | PA      | $336275.39    | 0.10%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                           | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290431.89    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIG Finance 2 Limited                                                       | HYPERION REFINANCE SARL                                                          | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    230734 | PA      | $230997.71    | 0.07%             | 2030-04-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AMWINS GROUP INC                                                                 | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    992481 | PA      | $991841.04    | 0.29%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-12488.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                                    | Puma International Financing SA                                                  | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $549799.54    | 0.16%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                 | OCP CLO 2023-26 Ltd                                                              | CUSIP: 67351PAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    990000 | PA      | $997896.54    | 0.29%             | 2037-04-17      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                             | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    249375 | PA      | $246101.95    | 0.07%             | 2031-07-31      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2020-R01                                     | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $683290.66    | 0.20%             | 2040-01-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                      | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    710000 | PA      | $759896.67    | 0.22%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                        | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $849344.48    | 0.25%             | 2039-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78931 | PA      | $76211.67     | 0.02%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust                                                        | CUSIP: 89171DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1191821.78   | 0.35%             | 2053-10-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     71344 | PA      | $58583.11     | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                               | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    540000 | PA      | $546582.84    | 0.16%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-130316.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    690000 | PA      | $735191.55    | 0.22%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                          | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    560000 | PA      | $562557.52    | 0.16%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                    | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $537841.72    | 0.16%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                                      | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1701900.00   | 0.50%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                      | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     63862 | PA      | $62501.57     | 0.02%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | AMMC CLO 30 Ltd                                                                  | CUSIP: 03165UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    980000 | PA      | $980000.00    | 0.29%             | 2037-01-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                    | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    510000 | PA      | $518705.70    | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                              | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $481469.88    | 0.14%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                        | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1018165.51   | 0.30%             | 2039-01-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                    | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $384842.17    | 0.11%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                                      | AUST 10Y BOND                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        61 | NC      | $2797.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                      | Spirit Contingent TL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584137 | PA      | $116827.42    | 0.03%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                     | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $212519.79    | 0.06%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                     | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $787543.49    | 0.23%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    540586 | PA      | $329577.37    | 0.10%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                      | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    482000 | PA      | $449109.19    | 0.13%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                          | UFC HOLDINGS LLC                                                                 | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    199000 | PA      | $199657.70    | 0.06%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    932637 | PA      | $894939.87    | 0.26%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                           | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1538003.28   | 0.45%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP                                                                         | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1383050 | PA      | $1412011.07   | 0.41%             | 2030-06-28      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    820000 | PA      | $825330.00    | 0.24%             | 2036-05-07      | Fixed         | 6.00%                 | 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      | $-600.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                         | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    300000 | PA      | $174246.63    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | 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        |     35852 | PA      | $34198.27     | 0.01%             | 2035-08-25      | Floating      | 4.43%                 | 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        |   1314417 | PA      | $1356131.04   | 0.40%             | 2034-04-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                     | RED PLANET BORROWER LLC                                                          | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    700000 | PA      | $698414.50    | 0.20%             | 2032-09-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                        | Range Resources Corp                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424319.68    | 0.12%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                      | RR 18 Ltd                                                                        | CUSIP: 749737AJ1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $727439.47    | 0.21%             | 2040-07-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                  | Trust 2401                                                                       | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    390000 | PA      | $383253.00    | 0.11%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                | COTIVITI INC                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    258700 | PA      | $240073.60    | 0.07%             | 2032-03-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                     | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $725169.15    | 0.21%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                    | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $351046.26    | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -10 | NC      | $1052.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Holdings LLC                                                  | SOTERA HEALTH HLDGS LLC                                                          | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    748818 | PA      | $752329.70    | 0.22%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                              | Option One Mortgage Loan Trust 2005-3                                            | CUSIP: 68389FHV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $930803.90    | 0.27%             | 2035-08-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2024-FL16                                                                    | CUSIP: 55287EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975000 | PA      | $979172.51    | 0.29%             | 2039-11-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1573884.00   | 0.46%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $1265349.60   | 0.37%             | 2042-02-25      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                | PYE-BARKER FIRE & SAFETY                                                         | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     50700 | PA      | $50784.42     | 0.01%             | 2032-12-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden 113 CLO Ltd                                                               | CUSIP: 26253EBR8<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $600986.64    | 0.18%             | 2037-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $492256.65    | 0.14%             | 2037-01-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                                          | Blueberry Park CLO Ltd                                                           | CUSIP: 09609QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1430000 | PA      | $1436323.03   | 0.42%             | 2037-10-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                              | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312201.62    | 0.09%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $19206.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    335938 | PA      | $165252.88    | 0.05%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                        | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370359.01    | 0.11%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| WW International Inc                                                        | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     11809 | NS      | $239132.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                      | PROJECT ALPHA INTERMEDIATE HOLDING INC                                           | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    977674 | PA      | $911686.23    | 0.27%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                    | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    470000 | PA      | $503436.66    | 0.15%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER USA LLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210000 | PA      | $210328.65    | 0.06%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                | PYE-BARKER FIRE & SAFETY                                                         | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    339300 | PA      | $339864.93    | 0.10%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    360000 | PA      | $371210.85    | 0.11%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                           | US Renal Care Inc                                                                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    602000 | PA      | $516215.00    | 0.15%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                               | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $978297.27    | 0.29%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $34722.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $1352999.59   | 0.40%             | N/A             | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                    | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2378112.10   | 0.70%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140AUDG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195421 | PA      | $195951.60    | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                              | RIDE 2025-SHRE                                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1175442.14   | 0.34%             | 2047-02-14      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                              | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1566905.85   | 0.46%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                       | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $283020.21    | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                    | Petrobras Global Finance BV                                                      | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $654873.27    | 0.19%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                            | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283745.68    | 0.08%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WW International Inc                                                        | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    903472 | PA      | $804234.54    | 0.24%             | 2030-06-24      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                     | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    560000 | PA      | $574399.56    | 0.17%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $241752.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    309225 | PA      | $310093.92    | 0.09%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                            | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    880424 | PA      | $842270.75    | 0.25%             | 2031-07-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                     | Railworks Holdings LP / Railworks Rally Inc                                      | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $621888.29    | 0.18%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NEWS COMPANY                                                       | American News Co LLC                                                             | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8081277 | PA      | $9051030.18   | 2.65%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112585.44    | 0.03%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAL2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $883647.43    | 0.26%             | 2041-03-10      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                    | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    290000 | PA      | $312366.54    | 0.09%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    283891 | PA      | $161740.53    | 0.05%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                    | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333689.74    | 0.10%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                        | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $458919.98    | 0.13%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-54717.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                                             | Dcert Buyer Inc                                                                  | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    520043 | PA      | $465004.36    | 0.14%             | 2029-02-19      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                                              | Greystone CRE Notes 2024-HC3                                                     | CUSIP: 39808MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    930000 | PA      | $935830.91    | 0.27%             | 2041-03-15      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                     | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $229777.40    | 0.07%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                        | Spirit Airlines, LLC Second DIP New Money Delayed TL                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59510 | PA      | $59323.92     | 0.02%             | 2026-07-14      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                                    | BXMT 2026-FL6 Ltd                                                                | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $620581.25    | 0.18%             | 2043-08-19      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                              | MSWF Commercial Mortgage Trust 2023-1                                            | CUSIP: 55376CAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $852486.02    | 0.25%             | 2056-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Multifamily Trust                                                           | Multifamily Trust 2016-1                                                         | CUSIP: 62547L103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242485 | PA      | $236834.94    | 0.07%             | 2046-04-25      | Variable      | 13.84%                | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                                      | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1165673.82   | 0.34%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                              | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1368509.93   | 0.40%             | 2031-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Relativity Intermediate Holdco LLC                                          | RELATIVITY INTERMEDIATE                                                          | CUSIP: 75944WAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180000 | PA      | $178875.00    | 0.05%             | 2033-01-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5617.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-650157.40   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                            | MercadoLibre Inc                                                                 | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369748.68    | 0.11%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wellesley Park CLO LTD                                                      | Wellesley Park CLO Ltd                                                           | CUSIP: 94949BAA0<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $342975.34    | 0.10%             | 2039-01-24      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38380RSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1232624 | PA      | $98277.59     | 0.03%             | 2061-01-16      | Variable      | 1.11%                 | 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      | $254258.41    | 0.07%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                      | CFC USA 2025 LLC                                                                 | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    890000 | PA      | $852175.00    | 0.25%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  3 | On Loan: No      |
| Jane Street Group LLC                                                       | JANE STREET GROUP LLC                                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    992167 | PA      | $986214.09    | 0.29%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                    | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $237164.84    | 0.07%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152310.00    | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    951998 | PA      | $962360.58    | 0.28%             | 2041-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                       | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $551409.35    | 0.16%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | TRS JPEIFNTR INDEX                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $2253.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1031614.08   | 0.30%             | 2034-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                    | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    453571 | PA      | $367959.58    | 0.11%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                               | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1576050 | PA      | $1728556.48   | 0.51%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                    | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    630000 | PA      | $656697.93    | 0.19%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                                      | CELSIUS HOLDINGS INC                                                             | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    659458 | PA      | $664404.27    | 0.19%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                               | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $514589.00    | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                     | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    820000 | PA      | $828339.40    | 0.24%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    402829 | PA      | $402786.92    | 0.12%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1056097 | PA      | $1062704.69   | 0.31%             | 2034-05-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                               | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9084 | PA      | $9068.52      | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    470000 | PA      | $471509.73    | 0.14%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                    | OHA Credit Funding 11 Ltd                                                        | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |   1680000 | PA      | $1689083.76   | 0.50%             | 2037-07-19      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                                        | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    224746 | PA      | $25291.09     | 0.01%             | 2032-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                     | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $120147.18    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                    | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    380000 | PA      | $396514.04    | 0.12%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                          | Grupo Televisa SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    740000 | PA      | $516274.53    | 0.15%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                             | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $815890.40    | 0.24%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp Trust 2018-LUAU                                      | CUSIP: 36256AAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1032571.40   | 0.30%             | 2032-11-15      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                           | KINGPIN INTERMEDIATE HOLDINGS LLC                                                | CUSIP: 49579GAJ1<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |   1010000 | PA      | $993274.40    | 0.29%             | 2032-09-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                    | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1143755.50   | 0.34%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP                                                                         | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997700 | PA      | $1083337.58   | 0.32%             | 2028-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460000 | PA      | $460296.79    | 0.13%             | 2040-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAC6<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    479847 | PA      | $484525.18    | 0.14%             | 2063-11-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $374235.21    | 0.11%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217043.89    | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                              | Long Beach Mortgage Loan Trust 2005-1                                            | CUSIP: 542514KC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1059895 | PA      | $1050978.19   | 0.31%             | 2035-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                            | Trestles CLO VIII Ltd                                                            | CUSIP: 89533DAL4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |    630000 | PA      | $631095.38    | 0.19%             | 2035-06-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                              | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $851284.27    | 0.25%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $436576.44    | 0.13%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    536000 | PA      | $472350.00    | 0.14%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                           | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    760000 | PA      | $829695.80    | 0.24%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                                                     | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    380000 | PA      | $405247.20    | 0.12%             | 2032-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| A-AP Buyer, Inc.                                                            | A-AP BUYER INC                                                                   | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    309219 | PA      | $310378.71    | 0.09%             | 2031-09-09      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| TRANSALTA CORP                                                              | TransAlta Corp                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $351753.50    | 0.10%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                                           | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1392089.58   | 0.41%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    320000 | PA      | $263629.31    | 0.08%             | 2030-04-01      | Fixed         | 6.12%                 | 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        |    214550 | PA      | $211936.90    | 0.06%             | 2036-07-25      | Floating      | 13.45%                | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                | COTIVITI INC                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    910591 | PA      | $845146.74    | 0.25%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    560000 | PA      | $573686.96    | 0.17%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABCTEC Second Out TL                                                        | ABCTEC Second Out TL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    589639 | PA      | $589638.89    | 0.17%             | 2031-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allwyn Entertainment Financing (Us) LLC                                     | ALLWYN ENTERTAINMENT FINANCING US LLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    741246 | PA      | $716540.00    | 0.21%             | 2031-06-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83220 | PA      | $83601.63     | 0.02%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                            | DP World Ltd/United Arab Emirates                                                | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    480000 | PA      | $465034.44    | 0.14%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                      | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    530000 | PA      | $535447.87    | 0.16%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                            | CIFC Funding 2017-III Ltd                                                        | CUSIP: 12548JAU6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |    790000 | PA      | $797924.65    | 0.23%             | 2037-04-20      | Floating      | 7.37%                 | 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        |   8800738 | PA      | $336535.83    | 0.10%             | 2054-10-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $262878.96    | 0.08%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                        | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165797.35    | 0.05%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                       | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $182476.62    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                      | FIRST BRANDS GROUP LLC                                                           | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146698 | PA      | $22127.24     | 0.01%             | 2026-06-29      | Floating      | 13.69%                | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                                | LEARFIELD COMMUNICATIONS LLC                                                     | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    855689 | PA      | $859539.85    | 0.25%             | 2028-06-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| LRS Holdings LLC                                                            | LRS Holdings LLC                                                                 | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   1256496 | PA      | $1243930.76   | 0.36%             | 2028-08-31      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                           | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    211560 | PA      | $193686.53    | 0.06%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                                       | Carriage Services Inc                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $876918.68    | 0.26%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Knight Health Holdings LLC                                                  | Knight Health Holdings LLC                                                       | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |    624239 | PA      | $206257.96    | 0.06%             | 2028-12-23      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                       | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $325386.55    | 0.10%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                              | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1143436.61   | 0.34%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                         | Ecuador Government International Bond                                            | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    510000 | PA      | $516375.00    | 0.15%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                              | VFH PARENT LLC                                                                   | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   1070000 | PA      | $1070000.00   | 0.31%             | 2031-06-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                                      | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    415000 | PA      | $431624.90    | 0.13%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                           | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1480719.24   | 0.43%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                    | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $861759.47    | 0.25%             | 2056-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                    | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    700000 | PA      | $689279.50    | 0.20%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                            | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1562501 | PA      | $1527040.04   | 0.45%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT FUNDED ROLL UP TL                                                    | SPIRIT FUNDED ROLL UP TL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504527 | PA      | $441461.55    | 0.13%             | 2026-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                                               | Osmose Utilities Services Inc                                                    | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    309193 | PA      | $302140.02    | 0.09%             | 2028-06-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SPENCER SPIRIT IH LLC                                                       | SPENCER SPIRIT IH LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    845776 | PA      | $850009.12    | 0.25%             | 2031-07-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                                           | Jamestown CLO IX Ltd                                                             | CUSIP: 47048JBK8<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $491140.38    | 0.14%             | 2034-07-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Bravo Mortgage Asset Trust                                                  | Bravo Mortgage Asset Trust                                                       | CUSIP: 105667AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890089 | PA      | $1726775.45   | 0.51%             | 2036-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                       | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    456237 | PA      | $456125.07    | 0.13%             | 2028-03-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                    | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $328851.10    | 0.10%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                     | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421494.74    | 0.12%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $332800.05    | 0.10%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                                           | EVERTEC LLC                                                                      | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | US        |    700000 | PA      | $702040.50    | 0.21%             | 2030-10-30      | Floating      | 5.92%                 | 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        |    669570 | PA      | $678483.57    | 0.20%             | 2039-07-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                     | El Salvador Government International Bond                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    530000 | PA      | $608175.00    | 0.18%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                               | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $358650.50    | 0.11%             | 2038-11-05      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                        | BWX Technologies Inc                                                             | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248040.00    | 0.07%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                           | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $353556.00    | 0.10%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                     | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    480000 | PA      | $504206.40    | 0.15%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                            | NMEF Funding 2025-A LLC                                                          | CUSIP: 62919VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $798839.65    | 0.23%             | 2032-07-15      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179VT26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94485 | PA      | $94109.14     | 0.03%             | 2050-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287884.95    | 0.08%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                     | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    710000 | PA      | $730779.84    | 0.21%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sonrava Health Holdings LLC (f/k/a PDS Holdco Inc)                          | SONRAVA HEALTH CO-BORROWER LLC                                                   | CUSIP: 83569KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1734606 | PA      | $107328.77    | 0.03%             | 2028-08-18      | Floating      | 14.25%                | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    200953 | PA      | $200870.06    | 0.06%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                    | EQT Corp                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187238.46    | 0.05%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     99070 | PA      | $98219.82     | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                       | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331770.44    | 0.10%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                            | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    792683 | PA      | $774509.24    | 0.23%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                              | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $1001639.76   | 0.29%             | 2056-12-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Calabrio/Verint                                                             | CALABRIO INC                                                                     | CUSIP: 12804VAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $230937.50    | 0.07%             | 2032-11-26      | Floating      | 7.84%                 | No            |                  3 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1011453.98   | 0.30%             | 2048-03-01      | Fixed         | 5.30%                 | 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        |    150000 | PA      | $179247.57    | 0.05%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    510000 | PA      | $532354.83    | 0.16%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2024-BNK48                                                                  | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $677273.64    | 0.20%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                                                               | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890527 | PA      | $692384.74    | 0.20%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $304220.03    | 0.09%             | 2056-02-01      | 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      | $-9852.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1656993.26   | 0.49%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390000 | PA      | $404332.50    | 0.12%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1053253 | PA      | $1052292.54   | 0.31%             | 2034-09-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Hayfin US XV, Ltd.                                                          | Hayfin US XV Ltd                                                                 | CUSIP: 420916AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1680000 | PA      | $1696663.08   | 0.50%             | 2037-04-28      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                                    | Altice France Lux 3 / Altice Holdings 1                                          | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    348000 | PA      | $336552.58    | 0.10%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    498967 | PA      | $410223.55    | 0.12%             | 2031-12-31      | Floating      | 7.92%                 | 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        |    437832 | PA      | $413411.85    | 0.12%             | 2035-03-26      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                    | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    910000 | PA      | $840193.59    | 0.25%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                       | PHOENIX GUARANTOR INC                                                            | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    697387 | PA      | $697230.58    | 0.20%             | 2031-02-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    673279 | PA      | $622153.78    | 0.18%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                        | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425594.05    | 0.12%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                     | TEAM PUBLIC CHOICES LLC                                                          | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    485100 | PA      | $485606.93    | 0.14%             | 2027-12-20      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC Trust 2017-CHOP                                                             | CUSIP: 12651QAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1061822.74   | 0.31%             | 2032-07-15      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                     | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $374619.14    | 0.11%             | 2033-05-01      | Fixed         | 6.75%                 | 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        |  19780216 | PA      | $179501.50    | 0.05%             | 2050-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                    | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    610000 | PA      | $609217.31    | 0.18%             | N/A             | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | MADISON IAQ LLC                                                                  | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    381939 | PA      | $383162.83    | 0.11%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                                    | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    840000 | PA      | $863322.60    | 0.25%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                               | CoreCivic Inc                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    970000 | PA      | $969566.70    | 0.28%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2026-NQM1 Trust                                                              | CUSIP: 67123HAK9<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |    676415 | PA      | $678454.59    | 0.20%             | 2065-11-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                                      | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $274305.15    | 0.08%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                       | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $217475.30    | 0.06%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2080000 | PA      | $1592858.45   | 0.47%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355006.82    | 0.10%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                        | Spirit Airlines, LLC DIP New Money Term Loan 10/25                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239953 | PA      | $239202.66    | 0.07%             | 2040-01-02      | None          | 11.68%                | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                                            | Greywolf CLO IV Ltd                                                              | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $352382.21    | 0.10%             | 2034-04-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                        | STARLIGHT PARENT LLC                                                             | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    880348 | PA      | $818723.19    | 0.24%             | 2032-04-16      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| SFO Commerical Mortgage Trust                                               | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1067653.06   | 0.31%             | 2038-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                      | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $293451.02    | 0.09%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                      | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181061.10    | 0.05%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                    | ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      1455 | NS      | $24361.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1104009 | PA      | $1092873.90   | 0.32%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                              | STARWOOD PROPERTY MORTGAGE LLC                                                   | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    481384 | PA      | $481383.91    | 0.14%             | 2027-11-18      | Floating      | 5.42%                 | No            |                  3 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                    | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    330000 | PA      | $350663.61    | 0.10%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                              | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    800000 | PA      | $821809.59    | 0.24%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                       | KKR Clo 17 Ltd                                                                   | CUSIP: 48251GAC3<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $669225.20    | 0.20%             | 2034-04-15      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                   | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $420535.08    | 0.12%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1446623.05   | 0.42%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $184962.25    | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                         | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1330000 | PA      | $1637134.27   | 0.48%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                    | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230581.33    | 0.07%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                      | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1181363.57   | 0.35%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                            | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156517.20    | 0.05%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                        | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509758.07    | 0.15%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                                       | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $550083.43    | 0.16%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375032 | PA      | $320939.99    | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $523627.26    | 0.15%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    780000 | PA      | $799624.80    | 0.23%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                | Huntington Bank Auto Credit-Linked Notes Series 2025-1                           | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670863 | PA      | $676110.62    | 0.20%             | 2033-03-21      | Floating      | 7.20%                 | 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        |    786507 | PA      | $691839.45    | 0.20%             | 2035-04-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                              | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380028.11    | 0.11%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    570000 | PA      | $590090.79    | 0.17%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                      | AVEANNA HEALTHCARE LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    508725 | PA      | $509218.46    | 0.15%             | 2032-09-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                                      | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    760000 | PA      | $791546.08    | 0.23%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    146792 | PA      | $124553.36    | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                                        | KIND Trust 2021-KIND                                                             | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932343 | PA      | $926989.40    | 0.27%             | 2038-08-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    870000 | PA      | $886202.92    | 0.26%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2025-R1                                               | CUSIP: 92541AAC4<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |    785771 | PA      | $797223.54    | 0.23%             | 2065-05-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                            | Pampa Energia SA                                                                 | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    370000 | PA      | $383122.77    | 0.11%             | 2031-09-10      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                          | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $655196.38    | 0.19%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                  | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245650.16    | 0.07%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $309266.70    | 0.09%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                 | HEXION HOLDINGS CORP                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    501569 | PA      | $492322.81    | 0.14%             | 2029-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                        | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    820000 | PA      | $850649.14    | 0.25%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | MEDLINE BORROWER LP                                                              | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    169397 | PA      | $170001.34    | 0.05%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                               | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    820000 | PA      | $827903.16    | 0.24%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                                         | SPIRIT AIRLINES LLC                                                              | CUSIP: 84863V135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73904 | NS      | $22171.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2023-BNK46                                                                  | CUSIP: 06541DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $927258.63    | 0.27%             | 2056-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                          | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $899373.96    | 0.26%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                              | Galaxy XXII CLO Ltd                                                              | CUSIP: 36320TBT9<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $651103.70    | 0.19%             | 2034-04-16      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                   | GSMPS Mortgage Loan Trust 2006-RP2                                               | CUSIP: 36298XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1079325 | PA      | $940355.66    | 0.28%             | 2036-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                                                       | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $270959.08    | 0.08%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                         | PENINSULA PACIFIC ENTERTAINMENT DEVELOPMENT LLC                                  | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    615651 | PA      | $620268.02    | 0.18%             | 2032-10-01      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                         | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    520000 | PA      | $537435.88    | 0.16%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                    | Uruguay Government International Bond                                            | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   6106987 | PA      | $162611.60    | 0.05%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                      | FIRST BRANDS GROUP LLC                                                           | CUSIP: 31935HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421276 | PA      | $3319.65      | 0.00%             | 2026-06-29      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    310000 | PA      | $297516.30    | 0.09%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                         | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    370000 | PA      | $339566.84    | 0.10%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                      | First Brands Group LLC                                                           | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    262611 | PA      | $1466.68      | 0.00%             | 2027-03-30      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                       | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $79240.00     | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2023-NQM4 Trust                                                              | CUSIP: 55286LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340717 | PA      | $344364.25    | 0.10%             | 2068-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                                        | Provincia de Cordoba                                                             | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    637000 | PA      | $666461.25    | 0.20%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                      | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179209.80    | 0.05%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                              | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $967056.03    | 0.28%             | 2034-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                      | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281921.64    | 0.08%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                        | ALPHA GENERATION LLC                                                             | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    483379 | PA      | $483470.62    | 0.14%             | 2031-09-30      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                                                | Spirit Aviation Holdings Inc                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104017 | NS      | $31205.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                       | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300907.37    | 0.09%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LUXCO3 DUMMY EQUITY                                                         | LUXCO3 DUMMY EQUITY                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29268 | NS      | $559421.78    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                        | Spirit Airlines, LLC Third DIP New Money TL                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117534 | PA      | $117166.70    | 0.03%             | 2026-07-14      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                              | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7852.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    165706 | PA      | $174125.02    | 0.05%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                           | Mountain View Clo XIX Ltd                                                        | CUSIP: 623910AN6<br>LEI: 254900L6WFB2NIQTBG86 | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $485328.48    | 0.14%             | 2038-10-17      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                             | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $194523.36    | 0.06%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP/HARLAND                                                       | Vericast Corp/Harland Clarke/Checks in the Mail/Valassis Comm/Valassis Direct    | CUSIP: 92342NAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524157 | PA      | $643403.27    | 0.19%             | 2030-12-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                         | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92740.41     | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                 | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $697706.47    | 0.20%             | 2042-10-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309583 | PA      | $268579.96    | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                               | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1040794.56   | 0.31%             | 2038-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                            | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    130000 | PA      | $132574.00    | 0.04%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2003-FF4                                      | CUSIP: 32027NDU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313246 | PA      | $313895.77    | 0.09%             | 2033-10-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS TRANSOCEAN INC                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $13099.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                     | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       | 222000000 | PA      | $2435488.84   | 0.71%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC                                              | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      1293 | PA      | $1288.54      | 0.00%             | 2032-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR Securitized Participation Interests Trust 2017-SPI1            | CUSIP: 3137G1CG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620133 | PA      | $454361.67    | 0.13%             | 2047-09-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                    | CLOUD SOFTWARE GRP INC                                                           | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    520000 | PA      | $505915.80    | 0.15%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                 | GLOBAL MEDICAL RESPONSE                                                          | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    220000 | PA      | $221015.30    | 0.06%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236847.56    | 0.07%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                                           | 720 East CLO VII Ltd                                                             | CUSIP: 81789NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    780000 | PA      | $785361.02    | 0.23%             | 2037-04-20      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CALATLANTIC GROUP                                                           | CalAtlantic Group LLC                                                            | CUSIP: 128195AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249225.81    | 0.07%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                         | PENINSULA PACIFIC ENTERTAINMENT DEVELOPMENT LLC                                  | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144349 | PA      | $145431.98    | 0.04%             | 2032-10-01      | Floating      | 0.00%                 | No            |                  3 | 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      | $254896.03    | 0.07%             | 2036-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-53395.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2022-BNK44                                                                  | CUSIP: 06540KBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $796446.31    | 0.23%             | 2032-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                                | DAYFORCE INC                                                                     | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    351218 | PA      | $350998.89    | 0.10%             | 2031-02-26      | Floating      | 5.67%                 | No            |                  3 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $404355.60    | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                             | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    530000 | PA      | $505578.40    | 0.15%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS                                                    | ARCTIC CANADIAN DIAMONDS                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1388 | NS      | $21234.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CD Commercial Mortgage Trust                                                | CD 2017-CD5 Mortgage Trust                                                       | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9875.87      | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                             | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    852109 | PA      | $834410.83    | 0.24%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93253.94     | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                                                | THERMOSTAT PURCHASER III INC                                                     | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |    517594 | PA      | $513290.58    | 0.15%             | 2028-08-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $434473.60    | 0.13%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-54391.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                                     | TEAM PUBLIC CHOICES LLC                                                          | CUSIP: 87821EAB9<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    649767 | PA      | $650462.67    | 0.19%             | 2027-12-20      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503428.55    | 0.15%             | 2034-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                               | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502718.81    | 0.15%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                                                        | Arini US Clo III Ltd                                                             | CUSIP: 03990MAA5<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $467731.91    | 0.14%             | 2039-01-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1725472.81   | 0.51%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                                              | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1071186.36   | 0.31%             | 2050-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                               | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $911902.32    | 0.27%             | 2038-11-05      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                         | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1900000 | PA      | $1368805.60   | 0.40%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                      | First Brands Group LLC                                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67774 | PA      | $378.52       | 0.00%             | 2027-03-30      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                        | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $279936.81    | 0.08%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-25

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer