# EDGAR Filing Document

**Accession Number:** 0001819559
**File Stem:** 0001752724-25-203532
**Filing Date:** 2025-8
**Character Count:** 186053
**Document Hash:** 618d9bb4a43b6d04941486109310e1fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203532.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203532

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23598
- **FILM NUMBER:** 251253226

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1172842729.32

**Total Liabilities:** $401564785.97

**Net Assets:** $771277943.35

**Delayed Delivery Securities:** $12219980.80

**Cash Not Reported:** $15119207.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11186.11000000 | **1-Year:** 8087.08000000 | **5-Year:** 20437.87000000 | **10-Year:** 22553.56000000 | **30-Year:** 3306.36000000

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

- **3-Month:** 2635.81000000 | **1-Year:** 87883.53000000 | **5-Year:** 174674.24000000 | **10-Year:** 46851.25000000 | **30-Year:** 1157.04000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -1.47%               | 5.39%                | 1.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4622848.26             | $-15903726.51                              |
| Month 2  | $-1928178.42             | $10087740.96                               |
| Month 3  | $400164.04               | $11692717.17                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  21052000 | PA      | $3401561.63   | 0.44%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-273611.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $524054.97    | 0.07%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2017-ATRM                                           | CUSIP: 04965JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2496149.46   | 0.32%             | 2036-12-15      | Floating      | 7.66%                 | 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        |   2170000 | PA      | $2221537.50   | 0.29%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO XI C Ltd                                                              | CUSIP: 14688TAA4<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |   2070000 | PA      | $2091399.04   | 0.27%             | 2037-10-20      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   8500000 | PA      | $8325612.73   | 1.08%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $3563949.39   | 0.46%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42325.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $306303.30    | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXXIX Ltd                                                              | CUSIP: 559923AE7<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1631763.71   | 0.21%             | 2037-01-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $48502.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QVC INC                                                 | QVC Inc                                                                          | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   9670000 | PA      | $3831736.53   | 0.50%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $6187258.00   | 0.80%             | 2033-10-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   7250000 | PA      | $7965302.40   | 1.03%             | 2050-02-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    337560 | PA      | $263464.43    | 0.03%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   6590000 | PA      | $7007279.46   | 0.91%             | 2041-10-25      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc                                 | ACProducts Holdings Inc                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   4897959 | PA      | $3733175.52   | 0.48%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                 | TEAM PUBLIC CHOICES LLC                                                          | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |   2992500 | PA      | $2987517.49   | 0.39%             | 2027-12-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5719317.00   | 0.74%             | 2050-12-25      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| EASY 2025-RTL1                                          | Easy Street Mortgage Loan Trust 2025-RTL1                                        | CUSIP: 27786FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2990000 | PA      | $3006674.33   | 0.39%             | 2040-05-25      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  13930000 | PA      | $11118647.40  | 1.44%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $830000.00    | 0.11%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9134.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4940.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                            | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   4427428 | PA      | $3984685.20   | 0.52%             | 2030-12-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                    | KIND Trust 2021-KIND                                                             | CUSIP: 482606AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5951129 | PA      | $5877029.31   | 0.76%             | 2038-08-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3502642.50   | 0.45%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                        | Marathon CLO XIII Ltd                                                            | CUSIP: 56579AAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4625000 | PA      | $4634085.81   | 0.60%             | 2032-04-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-267731.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    155445 | PA      | $73717.94     | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9492063.60   | 1.23%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DX0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8610000 | PA      | $9306161.55   | 1.21%             | 2096-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                              | Akumin Inc                                                                       | CUSIP: 01021XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6982000 | PA      | $6259023.95   | 0.81%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3939134 | PA      | $98460.97     | 0.01%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                 | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4790000 | PA      | $1820200.00   | 0.24%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK35                                                                  | CUSIP: 06540CAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9451000 | PA      | $3573541.24   | 0.46%             | 2064-06-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                          | AMMC CLO 23 Ltd                                                                  | CUSIP: 00177JCE3<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505625.00   | 0.20%             | 2038-07-17      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Triton Water Holdings Inc                               | PRIMO BRANDS CORP                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1469602 | PA      | $1476538.65   | 0.19%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       170 | NC      | $546954.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                 | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    560000 | PA      | $517622.00    | 0.07%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2709622.48   | 0.35%             | 2029-03-01      | Fixed         | 9.38%                 | 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        |   9000000 | PA      | $8320752.00   | 1.08%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2020-3 Ltd                                                              | CUSIP: 92918NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2843534.38   | 0.37%             | 2038-01-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                          | TransAlta Corp                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |   2850000 | PA      | $2752318.53   | 0.36%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                              | CUSIP: 39809HAA1<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3017014.50   | 0.39%             | 2031-04-26      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                      | Wind River 2021-4 CLO Ltd                                                        | CUSIP: 97316VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $1206819.78   | 0.16%             | 2035-01-20      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| AMER AIRLN 13-1 A PASS T                                | American Airlines 2013-1 Class A Pass Through Trust                              | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4891136 | PA      | $4886045.42   | 0.63%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                     | Sunnova Energy Corp                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $30967.50     | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                   | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2057680.00   | 0.27%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                    | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |   1100710 | PA      | $1001646.30   | 0.13%             | 2030-06-24      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                  | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6225921.80   | 0.81%             | 2029-10-15      | Fixed         | 7.88%                 | 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        |   6000000 | PA      | $6635918.40   | 0.86%             | 2051-01-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                      | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1880550.00   | 0.24%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LBE8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2923626.99   | 0.38%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1579651.11   | 0.20%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16152.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11913.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5196753.40   | 0.67%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TWO HARBORS INV CORP                                    | Two Harbors Investment Corp                                                      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2960335.00   | 0.38%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                            | HARBOR FREIGHT TOOLS USA INC                                                     | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   1745603 | PA      | $1711598.67   | 0.22%             | 2031-06-11      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                          | Natixis Commercial Mortgage Securities Trust 2022-RRI                            | CUSIP: 63875JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3743883.75   | 0.49%             | 2035-03-15      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                  | Mozambique International Bond                                                    | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    460000 | PA      | $380557.05    | 0.05%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                       | US Renal Care Inc                                                                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1612318.75   | 0.21%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trus                          | BSREP Commercial Mortgage Trust 2021-DC                                          | CUSIP: 05591UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15903970 | PA      | $3643998.80   | 0.47%             | 2038-08-15      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association               | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15373.47     | 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        |     54275 | PA      | $44300.67     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4873451.88   | 0.63%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                      | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |   4090811 | PA      | $4029448.55   | 0.52%             | 2029-09-30      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993426.40   | 0.26%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1769275.79   | 0.23%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                  | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    786962 | PA      | $5902.22      | 0.00%             | N/A             | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    900000 | PA      | $929250.00    | 0.12%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                      | Wind River 2021-4 CLO Ltd                                                        | CUSIP: 97316VAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2765637.60   | 0.36%             | 2035-01-20      | Floating      | 12.78%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3851193.15   | 0.50%             | 2046-04-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10640000 | PA      | $7388841.60   | 0.96%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009606.00   | 0.13%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                 | Greenwood Park CLO Ltd                                                           | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1570000 | PA      | $1571198.70   | 0.20%             | 2031-04-15      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO                                     | MIDOCEAN CREDIT CLO XVIII LLC                                                    | CUSIP: 59803MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2680000 | PA      | $2693400.00   | 0.35%             | 2035-10-18      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                            | ADTALEM GLOBAL EDUCATION                                                         | CUSIP: 00737RAH3<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |    881154 | PA      | $884278.02    | 0.11%             | 2028-08-12      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    486610 | PA      | $237434.29    | 0.03%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25342.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     21541 | NS      | $650534.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2301995.50   | 0.30%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                       | Triumph Group Inc                                                                | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7528788.00   | 0.98%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |   1210000 | PA      | $1232031.68   | 0.16%             | 2031-09-10      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2604232.50   | 0.34%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1000000 | PA      | $965789.13    | 0.13%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                       | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980905.56   | 0.26%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5350000 | PA      | $5010587.44   | 0.65%             | 2030-10-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Team Services Group LLC                                 | TEAM PUBLIC CHOICES LLC                                                          | CUSIP: 87821EAB9<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    466357 | PA      | $464724.34    | 0.06%             | 2027-12-20      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                | IHEARTCOMMUNICATIONS INC                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |   5671500 | PA      | $4638804.92   | 0.60%             | 2029-05-01      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                  | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    213421 | PA      | $3734.88      | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   4000000 | PA      | $2924782.00   | 0.38%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1910000 | PA      | $1371713.91   | 0.18%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                        | NMEF Funding 2025-A LLC                                                          | CUSIP: 62919VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3420000 | PA      | $3449307.01   | 0.45%             | 2032-07-15      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $2138527.50   | 0.28%             | 2054-07-15      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $901499.12    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Morgan Stanley & Co                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -2201378 | PA      | $-2201378.08  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/CHF FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-38751.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Renew Financial                                         | Renew 2024-1                                                                     | CUSIP: 75973VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    927075 | PA      | $919948.32    | 0.12%             | 2059-11-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1320000 | PA      | $1329253.69   | 0.17%             | 2029-12-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2333890 | PA      | $2253954.60   | 0.29%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   2985019 | PA      | $2996212.57   | 0.39%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                         | Vortex Opco LLC                                                                  | CUSIP: 92905YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4075500 | PA      | $672457.50    | 0.09%             | 2030-04-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4251560.60   | 0.55%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    342715 | PA      | $340130.73    | 0.04%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| DS Parent Inc                                           | DS PARENT INC                                                                    | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |   4950000 | PA      | $4464281.25   | 0.58%             | 2031-01-31      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    420000 | PA      | $440349.53    | 0.06%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit                           | Freddie Mac Multifamily Structured Credit Risk                                   | CUSIP: 35563JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2526901.75   | 0.33%             | 2041-07-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                              | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3462245 | PA      | $3386785.27   | 0.44%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                                  | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1900000 | PA      | $1929254.93   | 0.25%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4288288 | PA      | $3076846.85   | 0.40%             | 2030-03-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007898.00   | 0.26%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-153014.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2020-1 Ltd                                               | CUSIP: 05766CAG1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |   2620000 | PA      | $2639550.44   | 0.34%             | 2035-10-20      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -437 | NC      | $-347622.69   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |   2700000 | PA      | $3208600.19   | 0.42%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2095894.96   | 0.27%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                       | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    534934 | PA      | $38782.74     | 0.01%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3965980.00   | 0.51%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    216271 | PA      | $111268.08    | 0.01%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $853564.82    | 0.11%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15210.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAX3<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2009425.84   | 0.26%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RJET 2023-1 A                                           | RJET 2023-1 A                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4644298.69   | 0.60%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| SPIRIT AIRLINES LLC                                     | SPIRIT AIRLINES LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119540 | NS      | $596504.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOHO Trust 2021-SOHO                                    | Soho Trust 2021-SOHO                                                             | CUSIP: 83410JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4050000 | PA      | $2512326.78   | 0.33%             | 2038-08-10      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                       | Elevation CLO 2021-14 Ltd                                                        | CUSIP: 28623TAJ3<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4487342.64   | 0.58%             | 2038-01-20      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $7311022.80   | 0.95%             | 2033-08-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18642.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3599704.01   | 0.47%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1026105.45  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                           | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $5138900.00   | 0.67%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6700704.08   | 0.87%             | 2031-07-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                    | Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CUSIP: 11942GAD4<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |   3400170 | PA      | $3458295.91   | 0.45%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2018-LUAU                                      | CUSIP: 36256AAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4963252.50   | 0.64%             | 2032-11-15      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo XVI Ltd                                                         | CUSIP: 674914AA4<br>LEI: 254900R3RT6TSDP3UQ20 | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1049501.66   | 0.14%             | 2038-01-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                        | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3146643.00   | 0.41%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                      | CA Magnum Holdings                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   1500000 | PA      | $1492741.20   | 0.19%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4745759.50   | 0.62%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1626055.18   | 0.21%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HISTORIC TW INC                                         | Historic TW Inc                                                                  | CUSIP: 887315AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $12776500.00  | 1.66%             | 2036-01-15      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $5005303.50   | 0.65%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                  | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    550000 | PA      | $446299.98    | 0.06%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9800712.00   | 1.27%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                     | LCM 33 Ltd                                                                       | CUSIP: 50202FAA5<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2593191.60   | 0.34%             | 2034-07-20      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                     | Apex Credit CLO 2020 LTD                                                         | CUSIP: 03756ABL0<br>LEI: 549300WAK1RS0910RU63 | Long             | ABS-CBDO         | CORP              | BM        |   2640000 | PA      | $2633436.70   | 0.34%             | 2035-04-20      | Floating      | 8.59%                 | 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        |   1150000 | PA      | $1145014.98   | 0.15%             | 2037-04-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                                | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73303 | PA      | $72413.59     | 0.01%             | 2046-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3071689.92   | 0.40%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168247 | NS      | $839552.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $827500.00    | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    223925 | PA      | $184646.32    | 0.02%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                          | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYMZ                   | CUSIP: 46654GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $2176980.00   | 0.28%             | 2026-06-15      | Floating      | 11.93%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3745375.00   | 0.49%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-105677.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                     | Elmwood CLO II Ltd                                                               | CUSIP: 29001RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $2407772.48   | 0.31%             | 2034-04-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                | Park-Ohio Industries Inc                                                         | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |   8871000 | PA      | $8671023.71   | 1.12%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-291106.54   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   7616000 | PA      | $5359760.00   | 0.69%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916411.09    | 0.12%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                       | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    434618 | PA      | $8692.36      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                           | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136QAJ8<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6949254.20   | 0.90%             | 2034-10-20      | Floating      | 12.58%                | No            |                  2 | On Loan: No      |
| Michaels Companies Inc (The)                            | Michaels Cos Inc/The                                                             | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   3202999 | PA      | $2692520.79   | 0.35%             | 2028-04-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $37183.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CB Poly US Holdings Inc                                 | CB Poly US Holdings Inc                                                          | CUSIP: 12511PAB7<br>LEI: 254900TSH6NNRZ0GUN05 | Long             | LON              | CORP              | US        |   4862500 | PA      | $4264801.50   | 0.55%             | 2029-05-18      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Hildene Community Funding CLO                           | Hildene Community Funding CDO Ltd                                                | CUSIP: 43133KAC9<br>LEI: 549300845E8YWIPN4S43 | Long             | ABS-CBDO         | CORP              | KY        |    607935 | PA      | $541416.84    | 0.07%             | 2035-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2631777.50   | 0.34%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Global Tel Link Corporation                             | VIAPATH TECHNOLOGIES                                                             | CUSIP: 37959JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4962500 | PA      | $4911336.63   | 0.64%             | 2029-07-31      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXVI Ltd                                                               | CUSIP: 55955CAG7<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2733420.80   | 0.35%             | 2038-01-25      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1418432.33   | 0.18%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  40930000 | PA      | $2145345.10   | 0.28%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                           | Goldentree Loan Management US CLO 1 Ltd                                          | CUSIP: 38136HAS8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1386035.02   | 0.18%             | 2034-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS AMERICAN AIRLINES GROUP INC                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-17867.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    430000 | PA      | $409338.50    | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1483874.92   | 0.19%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA1                                          | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |   2225000 | PA      | $2458236.07   | 0.32%             | 2050-01-25      | Floating      | 9.67%                 | 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        |   8500000 | PA      | $8697752.50   | 1.13%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                           | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   3838513 | PA      | $3693442.95   | 0.48%             | 2046-10-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                          | Natixis Commercial Mortgage Securities Trust 2022-JERI                           | CUSIP: 63875LAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2001813.00   | 0.26%             | 2039-01-15      | Floating      | 11.92%                | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                              | XAI CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4140000 | PA      | $4162645.80   | 0.54%             | 2040-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hayfin US XIV LTD                                       | Hayfin US XIV Ltd                                                                | CUSIP: 42088QAA7<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7059475.50   | 0.92%             | 2034-07-20      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -101 | NC      | $-443843.17   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031596.00   | 0.13%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    234740 | PA      | $220638.35    | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                 | RXO Inc                                                                          | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024427.91   | 0.13%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                                       | MFA Financial Inc                                                                | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |     76957 | NS      | $1810028.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3672056.50   | 0.48%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    850000 | PA      | $884339.51    | 0.11%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                     | Mclaren Finance PLC                                                              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $7523156.25   | 0.98%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2420000 | PA      | $2485194.80   | 0.32%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                           | New Residential Mortgage Loan Trust 2017-2                                       | CUSIP: 64829KBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2819937 | PA      | $2540089.67   | 0.33%             | 2057-03-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6638976.97   | 0.86%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Morgan Stanley & Co                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1380367 | PA      | $-1380367.45  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK35                                                                  | CUSIP: 06540CCJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21846154 | PA      | $7131323.07   | 0.92%             | 2064-06-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    620000 | PA      | $481464.33    | 0.06%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7195000 | PA      | $4150572.46   | 0.54%             | 2054-06-15      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $43984.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO Group Inc (The)                                     | GEO GROUP INC/THE                                                                | CUSIP: 36170EAC1<br>LEI: 54930024XOXET7NQVZ63 | Long             | LON              | CORP              | US        |   4123146 | PA      | $4144401.31   | 0.54%             | 2029-04-04      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1074614.96   | 0.14%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     55179 | PA      | $51937.25     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   5965000 | PA      | $4798853.24   | 0.62%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999029.41    | 0.13%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 95 CLO Ltd                                                                | CUSIP: 262485AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6870000 | PA      | $2935588.10   | 0.38%             | 2034-08-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   2000000 | PA      | $1895997.00   | 0.25%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 11 Ltd                                                                   | CUSIP: 00851RAA8<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2651588.68   | 0.34%             | 2034-04-15      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   3000000 | PA      | $3051000.00   | 0.40%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2920000 | PA      | $2947710.71   | 0.38%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                 | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $3772137.00   | 0.49%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-35872.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                    | Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CUSIP: 000000000<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |   1333400 | PA      | $1356194.47   | 0.18%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                    | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   3500000 | PA      | $275030.00    | 0.04%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2040000 | PA      | $2016954.73   | 0.26%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                     | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83615BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $3916552.50   | 0.51%             | 2034-07-20      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                    | Shelf Drilling Holdings Ltd                                                      | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |   6600000 | PA      | $5292718.20   | 0.69%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                     | VOYAGERPARENTLLC                                                                 | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   2750000 | PA      | $2725552.50   | 0.35%             | 2032-05-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                       | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        64 | NC      | $-73971.49    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Empire Today Ip, LLC                                    | EMPIRE TODAY LLC                                                                 | CUSIP: 000000000<br>LEI: 254900NVZEWAL7SJT856 | Long             | LON              | CORP              | US        |   1799721 | PA      | $584909.17    | 0.08%             | 2029-08-03      | Floating      | 9.54%                 | No            |                  3 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS CAESARS ENTERTAINMENT INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $127825.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2023-1 Ltd                                               | CUSIP: 05765DAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2258437.50   | 0.29%             | 2036-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2076612.00   | 0.27%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | Greywolf CLO V Ltd                                                               | CUSIP: 39808TAE8<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6286936.88   | 0.82%             | 2031-01-27      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                     | PLANVIEW PARENT INC                                                              | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |   4111098 | PA      | $4009861.72   | 0.52%             | 2027-12-17      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2807227.50   | 0.36%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2024-2 Ltd                                               | CUSIP: 05765BAE9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $196874.40    | 0.03%             | 2038-01-20      | Floating      | 12.12%                | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   4250000 | PA      | $4137401.65   | 0.54%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                  | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | CN        |    196741 | NS      | $3021.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                         | SEB Funding LLC                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2030000 | PA      | $2078662.35   | 0.27%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                    | FREMF 2021-KF117 Mortgage Trust                                                  | CUSIP: 30320YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3423590 | PA      | $3135043.76   | 0.41%             | 2031-07-25      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                  | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     70334 | PA      | $1055.01      | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                          | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3691417 | PA      | $2913262.54   | 0.38%             | 2048-07-20      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS MGM RESORTS INTERNATIONAL                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-158264.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1738137.20   | 0.23%             | 2033-03-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  23320000 | PA      | $1239391.69   | 0.16%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7118.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2471.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1000000 | PA      | $728240.19    | 0.09%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-407245.81   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | U.S. TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       246 | NC      | $864962.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SARAT 2013-1A F1R3                                      | SARAT 2013-1A F1R3                                                               | CUSIP: 80349BCB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3177990.80   | 0.41%             | 2033-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   1073814 | PA      | $51006.17     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2023-26 Ltd                                                              | CUSIP: 67351PAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1780000 | PA      | $1749038.32   | 0.23%             | 2037-04-17      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   2500000 | PA      | $1579873.33   | 0.20%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue                          | Multifamily Connecticut Avenue Securities Trust 2019-01                          | CUSIP: 62547NAD1<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2033863.20   | 0.26%             | 2049-10-25      | Floating      | 13.17%                | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                   | NEPTUNE BIDCO US INC                                                             | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   3920000 | PA      | $3702302.80   | 0.48%             | 2028-10-11      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Mach I                                                  | MACH 1 Cayman 2019-1 Ltd                                                         | CUSIP: 55446MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    156569 | PA      | $151209.02    | 0.02%             | 2039-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $3636342.88   | 0.47%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                           | MAGENTA SECURITY HOLDING                                                         | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    377438 | PA      | $317153.77    | 0.04%             | 2028-07-27      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| ACCELERATE360 HOLD LLC                                  | Mcclatchy Media Co LLC                                                           | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7525802 | PA      | $8118458.47   | 1.05%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS TRANSOCEAN INC                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $100996.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2750000 | PA      | $2546087.50   | 0.33%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                         | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6153277.00   | 0.80%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6820561.51   | 0.88%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                   | USD CALL VERSUS CHF PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   4535000 | NC      | $32.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                 | Gatwick Airport Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $4095616.30   | 0.53%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Knight Health Holdings LLC                              | Knight Health Holdings LLC                                                       | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |    964498 | PA      | $398578.77    | 0.05%             | 2028-12-23      | Floating      | 9.69%                 | 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        |  37640075 | NS      | $37640074.90  | 4.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XXI Ltd                                                             | CUSIP: 87167CAW9<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2686835.20   | 0.35%             | 2032-07-15      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4364586.90   | 0.57%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC                                                     | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1918130.00   | 0.25%             | 2028-04-07      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| National Collegiate Commutatio                          | National Collegiate VI 2007-4 Class A-3L Commutation Trust                       | CUSIP: 63546VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27730208 | PA      | $2757796.89   | 0.36%             | 2038-03-29      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     23280 | PA      | $22622.48     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3186675.00   | 0.41%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2160799.50   | 0.28%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999963.88    | 0.13%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITRIX SYSTEMS INC                                      | Citrix Systems Inc                                                               | CUSIP: 177376AE0<br>LEI: HCTKJGUQOPZ5NBK7NP58 | Long             | DBT              | CORP              | US        |   8164000 | PA      | $7579498.42   | 0.98%             | 2027-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7032298.00   | 0.91%             | N/A             | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                        | SEDGWICK CMS INC                                                                 | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1562274 | PA      | $1569656.13   | 0.20%             | 2031-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION               | TRS JPEIFNTR INDEX                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $96252.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4651950.00   | 0.60%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                          | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $1279999.60   | 0.17%             | 2033-07-05      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                             | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   1083355 | PA      | $1091480.16   | 0.14%             | 2025-12-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7781776.80   | 1.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-236961.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS TRANSOCEAN INC                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $185119.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $942624.90    | 0.12%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     59046 | PA      | $52772.63     | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    115818 | PA      | $93770.40     | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | STACR Trust 2018-HRP1                                                            | CUSIP: 3137G0VB2<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |   4685566 | PA      | $5673981.81   | 0.74%             | 2043-05-25      | Floating      | 16.17%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     78204 | PA      | $53836.93     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CARBON REVOLUTION LTD                                   | Carbon Revolution Ltd                                                            | CUSIP: 14115DAA2<br>LEI: 894500NF581BXOY0Z956 | Long             | DBT              | CORP              | AU        |   3115757 | PA      | $3057336.56   | 0.40%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 18 Ltd                                                                        | CUSIP: 749737AA0<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |   7190000 | PA      | $7243124.75   | 0.94%             | 2034-10-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/CHF FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-78922.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   6198500 | PA      | $6389723.73   | 0.83%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Morgan Stanley & Co                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -2284788 | PA      | $-2284787.56  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2957392.20   | 0.38%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    440000 | PA      | $466950.00    | 0.06%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2024-2 Ltd                                               | CUSIP: 05765BAA7<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |   1630000 | PA      | $1651232.87   | 0.21%             | 2038-01-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $77108.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $362679.11    | 0.05%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                   | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-681049.43   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2994685.80   | 0.39%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2035982.00   | 0.26%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                             | Point Broadband Funding LLC                                                      | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005010.00   | 0.26%             | 2055-07-20      | Fixed         | 8.16%                 | No            |                  3 | 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        |       -22 | NC      | $-24388.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2015-C                                          | CUSIP: 78448R106<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |      7570 | PA      | $2030275.37   | 0.26%             | 2046-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1602000 | PA      | $1605394.64   | 0.21%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   3500000 | PA      | $3095570.31   | 0.40%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                 | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     77758 | NS      | $1754998.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    940000 | PA      | $896196.08    | 0.12%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4092187.50   | 0.53%             | 2026-12-01      | Fixed         | 5.25%                 | 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        |      1267 | NC      | $2021116.43   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    186534 | PA      | $86987.29     | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                    | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4456571.50   | 0.58%             | 2061-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   9921000 | PA      | $11175897.37  | 1.45%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                             | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1315228 | PA      | $876937.07    | 0.11%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3293 | PA      | $3885.74      | 0.00%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                    | STARLIGHT PARENT LLC                                                             | CUSIP: 000000000<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3430735.00   | 0.44%             | 2032-04-16      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Morgan Stanley & Co                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1735101 | PA      | $-1735101.16  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3183258 | PA      | $2907477.53   | 0.38%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1567500.00   | 0.20%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR                                         | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90016LAA4<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |   3200000 | PA      | $3204293.66   | 0.42%             | 2026-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XLVI Ltd                                                              | CUSIP: 03769YAE0<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $2841205.15   | 0.37%             | 2036-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                          | AGL CLO 16 Ltd                                                                   | CUSIP: 00120LAL2<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $379053.50    | 0.05%             | 2035-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo X                                                               | CUSIP: 67516BAE1<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3763966.88   | 0.49%             | 2034-10-15      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2077494.00   | 0.27%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                             | AUTOKINITON US HOLDINGS                                                          | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   3841500 | PA      | $3717861.32   | 0.48%             | 2028-04-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2094500.00   | 0.27%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2000000 | PA      | $893470.00    | 0.12%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2483425.00   | 0.32%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                   | LD Holdings Group LLC                                                            | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4924900.00   | 0.64%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE                          | Multifamily Connecticut Avenue Securities Trust 2020-01                          | CUSIP: 62548QAF8<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2614198.00   | 0.34%             | 2050-03-25      | Floating      | 11.92%                | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1439715.42   | 0.19%             | 2037-10-24      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |   6700000 | PA      | $7930377.95   | 1.03%             | 2034-01-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Nassau LTD                                              | Nassau 2021-I Ltd                                                                | CUSIP: 631704AP8<br>LEI: 5493000NDRKPTT45F149 | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2796119.73   | 0.36%             | 2034-08-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952000.00   | 0.25%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                                       | Riserva Clo Ltd                                                                  | CUSIP: 76761TAJ4<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2351236.00   | 0.30%             | 2034-01-18      | Floating      | 13.04%                | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                           | CAFL 2024-RTL1 Issuer LLC                                                        | CUSIP: 12770DAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4570000 | PA      | $4629793.88   | 0.60%             | 2031-11-28      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Greystone Select Holdings LLC                           | Greystone Select Financial LLC                                                   | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3337963 | PA      | $3321273.14   | 0.43%             | 2028-06-16      | Floating      | 9.53%                 | No            |                  3 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                                | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |   2200000 | PA      | $2019349.20   | 0.26%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $1021250.00   | 0.13%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41386.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $2693254.50   | 0.35%             | 2054-07-15      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3308431.75   | 0.43%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    720000 | PA      | $724848.54    | 0.09%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                         | NATGASOLINE LLC                                                                  | CUSIP: 000000000<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   2484375 | PA      | $2475058.59   | 0.32%             | 2030-03-29      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                              | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2350000 | PA      | $2288312.50   | 0.30%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    550000 | PA      | $363535.52    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XXVIII Ltd                                                          | CUSIP: 87168DAC0<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |   6045000 | PA      | $2086102.30   | 0.27%             | 2050-10-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                 | Halsey Point CLO I Ltd                                                           | CUSIP: 40638CAN9<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |   2930000 | PA      | $2867597.15   | 0.37%             | 2037-10-20      | Floating      | 15.00%                | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       | 227000000 | PA      | $5481132.76   | 0.71%             | 2028-05-10      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Plastics Management LLC                                 | Plastics Management LLC                                                          | CUSIP: 72759JAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4818261 | PA      | $4846731.78   | 0.63%             | 2027-08-03      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895358.15    | 0.12%             | 2033-10-15      | Fixed         | 4.00%                 | 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        |    644436 | PA      | $779768.10    | 0.10%             | 2030-12-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Trust 2019-FTR1                                                | CUSIP: 35564PAC2<br>LEI: 549300MHCI0CUXMJQS62 | Long             | ABS-MBS          | CORP              | US        |   3460000 | PA      | $4122613.53   | 0.53%             | 2048-01-25      | Floating      | 12.77%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2567182.80   | 0.33%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2623067.08   | 0.34%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7024078.10   | 0.91%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                   | USD CALL VERSUS CHF PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -4535000 | NC      | $-1.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9380328 | PA      | $3378663.61   | 0.44%             | 2057-08-25      | Variable      | 2.14%                 | 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        |   1049186 | PA      | $1050011.26   | 0.14%             | 2033-03-21      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                         | CATAWBA NATION GAMING AUTHORITY                                                  | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $3041250.00   | 0.39%             | 2032-03-28      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                  | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   3200000 | PA      | $2596654.40   | 0.34%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XLIV Ltd                                                              | CUSIP: 03770KAH0<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $483195.00    | 0.06%             | 2037-10-26      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3854161.20   | 0.50%             | 2034-04-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716228.34    | 0.09%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-172822.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    700000 | PA      | $641994.37    | 0.08%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Morgan Stanley & Co                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1835557 | PA      | $-1835556.80  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3759882.00   | 0.49%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2000000 | PA      | $2012756.00   | 0.26%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6794009.60   | 0.88%             | 2034-07-25      | Floating      | 11.40%                | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5121361.80   | 0.66%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2931720.60   | 0.38%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4795325.00   | 0.62%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    220732 | PA      | $84429.26     | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $4219224.00   | 0.55%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-ADV                                                                    | CUSIP: 12660WAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7860000 | PA      | $9094.02      | 0.00%             | 2038-07-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Renew Financial                                         | Renew 2024-2                                                                     | CUSIP: 75975DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1115556 | PA      | $1080360.44   | 0.14%             | 2060-11-20      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3482319.40   | 0.45%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS AMERICAN AIRLINES GROUP INC                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-8000.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1655791.85   | 0.21%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | EYECARE PARTNERS LLC                                                             | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   1071298 | PA      | $851237.23    | 0.11%             | 2028-11-30      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                           | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $961611.50    | 0.12%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3215184.51   | 0.42%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| American Money Management Corp                          | AMMC CLO 24 Ltd                                                                  | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1890000 | PA      | $1895315.63   | 0.25%             | 2035-01-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     59069 | PA      | $28258.67     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                                           | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1933360 | PA      | $1363018.94   | 0.18%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                                  | Venture 43 CLO Ltd                                                               | CUSIP: 92290CAG4<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1458750.00   | 0.19%             | 2034-04-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION               | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-953323.94   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   7000000 | PA      | $2437995.00   | 0.32%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3869659.63   | 0.50%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAN8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |  17680000 | PA      | $17790097.78  | 2.31%             | 2041-03-10      | Variable      | 10.33%                | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                 | Hartwick Park CLO Ltd                                                            | CUSIP: 417402AE4<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   2015000 | PA      | $1977289.88   | 0.26%             | 2037-01-20      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3144528.00   | 0.41%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2023354.00   | 0.26%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-MZB                                                                    | CUSIP: 05549GAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2674000 | PA      | $2666583.93   | 0.35%             | 2025-07-15      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2021-INV1                                                              | CUSIP: 12566PCU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 146306931 | PA      | $1439996.71   | 0.19%             | 2051-07-01      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                   | Jamaica Government International Bond                                            | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |  82000000 | PA      | $531973.34    | 0.07%             | 2030-11-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $4925789.76   | 0.64%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    108596 | PA      | $88431.63     | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1781889.00   | 0.23%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3248871.00   | 0.42%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |  10059000 | PA      | $9781061.78   | 1.27%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | Dcert Buyer Inc                                                                  | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4393750.00   | 0.57%             | 2029-02-19      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                | SPIRIT AVIA HOL RESTRICT                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $4875.23      | 0.00%             |  |  |  | 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      | $223654.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                 | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $6852599.60   | 0.89%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023125.00   | 0.13%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC                                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5769624 | PA      | $5466920.63   | 0.71%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                           | Goldentree Loan Management US Clo 6 Ltd                                          | CUSIP: 38137XAL7<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |    820000 | PA      | $787527.43    | 0.10%             | 2035-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                            | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    532774 | PA      | $525847.67    | 0.07%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3794962.66   | 0.49%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009925.00   | 0.13%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                        | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87230XAD8<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3426344.60   | 0.44%             | 2032-10-13      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                           | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2439000 | PA      | $1743397.20   | 0.23%             | 2048-04-10      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| VERICAST CORPORATION                                    | VERICAST CORP                                                                    | CUSIP: 92342KAD1<br>LEI: 549300J73P7FL8TVF308 | Long             | LON              | CORP              | US        |   7334329 | PA      | $7068496.52   | 0.92%             | 2026-06-16      | Floating      | 12.05%                | No            |                  2 | On Loan: No      |
| MIRA Trust                                              | MIRA Trust 2023-MILE                                                             | CUSIP: 55318EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13750000 | PA      | $13889519.19  | 1.80%             | 2038-06-10      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                                 | Allen Media LLC / Allen Media Co-Issuer Inc                                      | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7160000 | PA      | $2720800.00   | 0.35%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                         | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   3928299 | PA      | $3944169.29   | 0.51%             | 2031-07-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $32199.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    378474 | PA      | $191535.88    | 0.02%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1060292.00   | 0.14%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                         | Allen Media LLC                                                                  | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |   4702845 | PA      | $3035686.61   | 0.39%             | 2027-02-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    590000 | PA      | $520989.81    | 0.07%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $508774.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                       | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    571519 | PA      | $11430.37     | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  12780000 | PA      | $12163758.62  | 1.58%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2098928.00   | 0.27%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   7589000 | PA      | $7398168.52   | 0.96%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4228925.00   | 0.55%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL XII Ltd                                                      | CUSIP: 34963GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2919741.90   | 0.38%             | 2034-10-15      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1209000 | PA      | $207193.70    | 0.03%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   6500000 | PA      | $6545292.00   | 0.85%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19578.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4499557.30   | 0.58%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer