# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0001752724-23-064964
**Filing Date:** 2023-3
**Character Count:** 152544
**Document Hash:** 1a022f1a393b80704ed0cd80f534c21c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-064964.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-064964

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LEGG MASON PARTNERS INCOME TRUST
- **CENTRAL INDEX KEY:** 0000764624
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04254
- **FILM NUMBER:** 23758151

**BUSINESS ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 1-877-721-1926

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

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

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

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

## Series and Classes Contracts Data

### Western Asset Short Duration High Income Fund (Series ID: S000008975)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $391534718.41

**Total Liabilities:** $6972642.01

**Net Assets:** $384562076.40

**Delayed Delivery Securities:** $1180000.00

**Cash Not Reported:** $3248284.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 56.98000000 | **1-Year:** 2587.48000000 | **5-Year:** 5949.98000000 | **10-Year:** 286.22000000 | **30-Year:** 0.00000000

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

- **3-Month:** 270.40000000 | **1-Year:** 40678.40000000 | **5-Year:** 57561.55000000 | **10-Year:** 490.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071124 | 2.06%                | -0.28%               | 3.18%                |
| Class ID C000024385 | 2.03%                | -0.31%               | 3.14%                |
| Class ID C000081534 | 2.04%                | -0.28%               | 3.15%                |
| Class ID C000024386 | 1.89%                | -0.01%               | 3.22%                |
| Class ID C000024383 | 1.87%                | -0.03%               | 3.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-137506.72              | $5334746.10                                |
| Month 2  | $-220879.49              | $-2543048.39                               |
| Month 3  | $-1235278.30             | $11009367.50                               |

**Designated Index Information**

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

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc                                                        | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1915525 | PA      | $1911387.47   | 0.50%             | 2029-03-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                    | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    340000 | PA      | $322209.19    | 0.08%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                         | MEG Energy Corp                                                              | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   2690000 | PA      | $2762724.15   | 0.72%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                 | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1033458.00   | 0.27%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp                                                                 | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    733105 | PA      | $730539.60    | 0.19%             | 2028-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                       | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $164030.00    | 0.04%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                           | TransDigm Inc                                                                | CUSIP: 89364MBW3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    497436 | PA      | $497097.64    | 0.13%             | 2025-12-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                                      | Cathedral Lake VI Ltd                                                        | CUSIP: 14919MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $229228.66    | 0.06%             | 2034-04-25      | Floating      | 12.03%                | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                  | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1097784.25   | 0.29%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                             | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    984000 | PA      | $1005648.00   | 0.26%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2060000 | PA      | $1995289.57   | 0.52%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                    | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1150453.45   | 0.30%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd         | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3870000 | PA      | $3700668.15   | 0.96%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EG ACQUISITION CORP-A                                   | EG ACQUISITION CORP-A -CW28                                                  | CUSIP: 26846A118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15540 | NS      | $2797.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Loan Trust 2020-A                                  | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337044 | PA      | $313467.30    | 0.08%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                               | Hunter Douglas Inc                                                           | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   2905400 | PA      | $2679330.83   | 0.70%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                      | Forestar Group Inc                                                           | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $901339.07    | 0.23%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TWO HARBORS INV CORP                                    | Two Harbors Investment Corp                                                  | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |    990000 | PA      | $889119.00    | 0.23%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Global Tel Link Corp                                    | Global Tel*Link Corp                                                         | CUSIP: 37959JAB7<br>LEI: 549300YI0BNF11FDQE44 | Long             | LON              | CORP              | US        |   1283088 | PA      | $1128912.23   | 0.29%             | 2025-11-29      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SASU                                                   | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1932480.00   | 0.50%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC  | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    830000 | PA      | $729362.50    | 0.19%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACTIV LLC                                              | Pactiv LLC                                                                   | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |    370000 | PA      | $361553.50    | 0.09%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                    | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $945000.00    | 0.25%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                | Great Outdoors Group LLC                                                     | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    588056 | PA      | $579823.46    | 0.15%             | 2028-03-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| One Call Corporation                                    | One Call Corp                                                                | CUSIP: 000000000<br>LEI: 549300WUCCV86ZQHG041 | Long             | LON              | CORP              | US        |   2167000 | PA      | $1821634.38   | 0.47%             | 2027-04-22      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| XPO INC                                                 | XPO Inc                                                                      | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1278946.90   | 0.33%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                | Granite US Holdings Corp                                                     | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1586820.00   | 0.41%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP                                                         | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    888750 | PA      | $724775.63    | 0.19%             | 2028-04-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                   | Canpack SA / Canpack US LLC                                                  | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $774775.00    | 0.20%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                                       | Harriman Park CLO LTD                                                        | CUSIP: 413718AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $449820.32    | 0.12%             | 2034-04-20      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares LV CLO Ltd                                                              | CUSIP: 04018BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1183799.00   | 0.31%             | 2034-07-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Pulsar Funding I, Ltd.                                  | Pulsar Funding I LLC                                                         | CUSIP: 74585PAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $454479.76    | 0.12%             | 2033-01-20      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1470000 | PA      | $1264310.25   | 0.33%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                  | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1220000 | PA      | $1093426.83   | 0.28%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                | Teva Pharmaceutical Finance Netherlands III BV                               | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4890000 | PA      | $4547700.00   | 1.18%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2600267.08   | 0.68%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamonds Holding Units                  | Arctic Canadian Diamonds Holding Units                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       871 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WWEX Uni Topco Holdings LLC                             | Worldwide Express Inc                                                        | CUSIP: 00435UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1633500 | PA      | $1552592.75   | 0.40%             | 2028-07-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2017-3 Ltd                                                          | CUSIP: 92916PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $286661.38    | 0.07%             | 2034-04-20      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                           | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $621558.00    | 0.16%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                     | SkyMiles IP Ltd                                                              | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1700500 | PA      | $1761513.94   | 0.46%             | 2027-10-20      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                    | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1670697.68   | 0.43%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPX Flow, Inc.                                          | SPX FLOW Inc                                                                 | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1246121 | PA      | $1202282.13   | 0.31%             | 2029-04-05      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Commscope Inc                                           | CommScope Inc                                                                | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1931527 | PA      | $1896517.98   | 0.49%             | 2026-04-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                                | Holly Energy Partners LP / Holly Energy Finance Corp                         | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1366027.50   | 0.36%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AFC GAMMA INC                                           | AFC Gamma Inc                                                                | CUSIP: 00109KAA3<br>LEI: 5493005G0MGS3E0E7218 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $820033.80    | 0.21%             | 2027-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                 | Greenwood Park CLO Ltd                                                       | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $636125.00    | 0.17%             | 2031-04-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                     | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1996672.00   | 0.52%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                               | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1092443.75   | 0.28%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| PERMIAN PRODUCTION                                      | PERMIAN PRODUCTION                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37916 | NS      | $24645.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                    | PCI Gaming Authority                                                         | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    500000 | PA      | $500585.00    | 0.13%             | 2026-05-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | Eyecare Partners LLC                                                         | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   1665609 | PA      | $1399636.51   | 0.36%             | 2027-02-18      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| GILBERT PARK CLO LTD                                    | Gilbert Park CLO Ltd                                                         | CUSIP: 375415AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $232529.24    | 0.06%             | 2030-10-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                               | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2734574.70   | 0.71%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                          | Alinea CLO 2018-1 Ltd                                                        | CUSIP: 016269AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $967466.94    | 0.25%             | 2031-07-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC                                     | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   1945200 | PA      | $1922100.75   | 0.50%             | 2029-02-15      | Floating      | 8.16%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                  | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    837900 | PA      | $795678.22    | 0.21%             | 2028-08-18      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                         | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058720.00   | 0.54%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANA INTL/ANA HOLD                                       | Anagram International Inc / Anagram Holdings LLC                             | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143378 | PA      | $115383.60    | 0.03%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Stacr Remic Trust 2020-DNA1                                      | CUSIP: 35565HBD6<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $278842.40    | 0.07%             | 2050-01-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2020-1 Ltd                                                        | CUSIP: 13876MAE5<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $474026.80    | 0.12%             | 2034-07-15      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                               | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $186693.22    | 0.05%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                                | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $925340.40    | 0.24%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baldwin Risk Partners LLC                               | Baldwin Risk Partners LLC                                                    | CUSIP: 05825HAD6<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |   1078070 | PA      | $1067968.17   | 0.28%             | 2027-10-14      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                                 | Allen Media LLC / Allen Media Co-Issuer Inc                                  | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730000 | PA      | $701743.72    | 0.18%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXXI Ltd                                                    | CUSIP: 09631DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    160000 | PA      | $143191.05    | 0.04%             | 2034-04-19      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                        | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1260000 | PA      | $554147.41    | 0.14%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $585000.00    | 0.15%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA5                                      | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121664 | PA      | $120424.75    | 0.03%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS BEAZER HOMES USA                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $8861.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS                                | ARCTIC CANADIAN DIAMONDS                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    938553 | PA      | $819690.61    | 0.21%             | 2027-12-31      | Floating      | 17.50%                | No            |                  3 | On Loan: No      |
| Terrier Media Buyer Inc                                 | CMG Media Corp                                                               | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    685754 | PA      | $652254.84    | 0.17%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS NOVA CHEMICALS CORP                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-45533.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                          | Bain Capital Credit CLO 2021-4 Ltd                                           | CUSIP: 05685AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $379513.39    | 0.10%             | 2034-10-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Air Canada                                              | Air Canada                                                                   | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |   1880550 | PA      | $1885580.47   | 0.49%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc                                      | CP Atlas Buyer Inc                                                           | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    544139 | PA      | $490179.78    | 0.13%             | 2027-11-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA5                                      | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $754348.01    | 0.20%             | 2034-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                        | Sculptor CLO XXVI Ltd                                                        | CUSIP: 81125HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $480090.44    | 0.12%             | 2034-07-20      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| DOMAN BUILDING MATERIALS                                | Doman Building Materials Group Ltd                                           | CUSIP: 13874XAD5<br>LEI: 529900HEUBRUITK08D78 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $391445.27    | 0.10%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                  | Bausch Health Americas Inc                                                   | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59600.00     | 0.02%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                               | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95600.00     | 0.02%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                   | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    356000 | PA      | $337548.52    | 0.09%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                         | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    530000 | PA      | $442650.70    | 0.12%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $819860.00    | 0.21%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                         | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    420000 | PA      | $405674.83    | 0.11%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                 | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1847687.50   | 0.48%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                              | Sprint LLC                                                                   | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1032737.12   | 0.27%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                            | TruGreen LP                                                                  | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    210000 | PA      | $151200.00    | 0.04%             | 2028-11-02      | Floating      | 13.18%                | No            |                  3 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                    | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387436.00    | 0.10%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hornblower Sub LLC (American Queen Sub LLC)             | Hornblower Sub LLC                                                           | CUSIP: 44055EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2354692 | PA      | $1596787.13   | 0.42%             | 2025-04-27      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                            | Acrisure LLC                                                                 | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    797450 | PA      | $770787.26    | 0.20%             | 2027-02-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                     | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    852000 | PA      | $830636.72    | 0.22%             | 2024-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                     | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2225553.27   | 0.58%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                          | Avis Budget Rental Car Funding AESOP LLC                                     | CUSIP: 05377RDR2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $421033.19    | 0.11%             | 2026-03-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | USD/AUD FORWARD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8645.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitehorse Ltd                                          | Whitehorse XII Ltd                                                           | CUSIP: 96525YAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $234052.23    | 0.06%             | 2031-10-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                    | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1268379.60   | 0.33%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                 | AMC Entertainment Holdings Inc                                               | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $815500.00    | 0.21%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                 | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1353667.52   | 0.35%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1157425.00   | 0.30%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                          | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $1512927.00   | 0.39%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                               | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $872728.00    | 0.23%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Equinox Holdings Inc                                    | Equinox Holdings Inc                                                         | CUSIP: 29446CAR5<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |    663000 | PA      | $533715.00    | 0.14%             | 2024-03-08      | Floating      | 13.73%                | No            |                  3 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                         | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1864522.24   | 0.48%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                              | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1201140.00   | 0.31%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                               | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $785920.00    | 0.20%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | Dcert Buyer Inc                                                              | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1818575 | PA      | $1800252.86   | 0.47%             | 2026-10-16      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | Midocean Credit Clo VII                                                      | CUSIP: 59801WAJ5<br>LEI: 5493004MLF21SFT7F415 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $438977.75    | 0.11%             | 2029-07-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| INTERGEN NV                                             | InterGen NV                                                                  | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    930000 | PA      | $930550.56    | 0.24%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BERRY PETROLEUM CO LLC                                  | Berry Petroleum Co LLC                                                       | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $2336641.56   | 0.61%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite VII Ltd                                                            | CUSIP: 55952XAG4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1117461.08   | 0.29%             | 2028-01-15      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                | Mohegan Tribal Gaming Authority                                              | CUSIP: 608328BJ8<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1290064.60   | 0.34%             | 2027-12-15      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2016-2 Ltd                                                  | CUSIP: 095765AE3<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $609237.17    | 0.16%             | 2032-08-20      | Floating      | 12.47%                | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                 | AMC Entertainment Holdings Inc                                               | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    610000 | PA      | $305000.00    | 0.08%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                 | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $262624.65    | 0.07%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                    | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221680.80    | 0.06%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                            | EUR/USD FORWARD                                                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $628.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                                   | B Riley Financial Inc                                                        | CUSIP: 05580M793<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26000 | NS      | $565500.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                                | Summit Materials LLC / Summit Materials Finance Corp                         | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $620532.00    | 0.16%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                        | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $786394.93    | 0.20%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture XVII CLO Ltd                                                         | CUSIP: 92329YAS5<br>LEI: 549300SNYYGJ2M6QEK53 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $670743.04    | 0.17%             | 2027-04-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                  | Chesapeake Energy Corp                                                       | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291165.28    | 0.08%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                    | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120016.50    | 0.03%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACCELERATE360 HOLD LLC                                  | Accelerate360 Holdings LLC                                                   | CUSIP: 00456LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1527514.50   | 0.40%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                            | NMI Holdings Inc                                                             | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1204785.75   | 0.31%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                              | Sotera Health Holdings LLC                                                   | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    820000 | PA      | $791816.60    | 0.21%             | 2026-12-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                   | Mountain View CLO IX Ltd                                                     | CUSIP: 62432BAU7<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $592265.74    | 0.15%             | 2031-07-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $634920.00    | 0.17%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                           | CUSIP: 92676XAC1<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1660000 | PA      | $1517674.46   | 0.39%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                    | Gannett Holdings LLC                                                         | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $914230.75    | 0.24%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                     | Hudbay Minerals Inc                                                          | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   1420000 | PA      | $1310120.40   | 0.34%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                     | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    850000 | PA      | $812232.57    | 0.21%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                  | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2480000 | PA      | $2635000.00   | 0.69%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                        | UFC Holdings LLC                                                             | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    376367 | PA      | $374955.87    | 0.10%             | 2026-04-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                | Apollo Commercial Real Estate Finance Inc                                    | CUSIP: 03762UAC9<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $606568.75    | 0.16%             | 2023-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                 | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1171323.06   | 0.30%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                     | Medline Borrower LP                                                          | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2927875 | PA      | $2848368.55   | 0.74%             | 2028-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MKS CLO Ltd                                             | MKS CLO 2017-2 Ltd                                                           | CUSIP: 12662CAG2<br>LEI: 549300JCIKT6NT8T1275 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $531272.08    | 0.14%             | 2031-01-20      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                    | RLJ Lodging Trust LP                                                         | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1738062.72   | 0.45%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                 | Jazz Financing Lux Sarl                                                      | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    538319 | PA      | $538402.11    | 0.14%             | 2028-05-05      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                  | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    864600 | PA      | $819026.93    | 0.21%             | 2027-07-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                        | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $851725.00    | 0.22%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                        | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717100.00    | 0.19%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                         | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $965203.20    | 0.25%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp                                   | Verscend Holding Corp                                                        | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    696465 | PA      | $696649.20    | 0.18%             | 2025-08-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                    | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433661.80    | 0.11%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                         | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    380000 | PA      | $289275.00    | 0.08%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings LLC                             | RVR Dealership Holdings LLC                                                  | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207983 | PA      | $188570.50    | 0.05%             | 2028-02-08      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC                                                 | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    596939 | PA      | $578923.17    | 0.15%             | 2027-04-09      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                             | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    124419 | PA      | $42697.63     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC  | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1630000 | PA      | $1627571.30   | 0.42%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS XEROX CORPORATION                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $36292.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails CLO V                                                           | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $467289.02    | 0.12%             | 2031-10-13      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS KB HOME                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-136529.63   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                    | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2651981.85   | 0.69%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture XVII CLO Ltd                                                         | CUSIP: 92330CAD3<br>LEI: 549300SNYYGJ2M6QEK53 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $535243.87    | 0.14%             | 2027-04-15      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                  | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2120590.63   | 0.55%             | 2024-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                   | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3823000 | PA      | $3710909.64   | 0.96%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Series 2015-2R                                                          | CUSIP: 12649QBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260492 | PA      | $1724779.44   | 0.45%             | 2036-08-27      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                 | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1130000 | PA      | $1125728.60   | 0.29%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                          | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    860000 | PA      | $896248.04    | 0.23%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA5                                      | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310653 | PA      | $313636.29    | 0.08%             | 2050-10-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| KCAD HOLDINGS I LIMITED                                 | KCAD HOLDINGS I LIMITED                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 282728964 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ABERCROMBIE & FITCH MANA                                | Abercrombie & Fitch Management Co                                            | CUSIP: 003000AA4<br>LEI: 5493003QMCFDA98NPT74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404476.00    | 0.11%             | 2025-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                             | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    640000 | PA      | $384771.20    | 0.10%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                              | Morgan Stanley ABS Capital I Inc Trust 2005-NC2                              | CUSIP: 61744CPK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597716 | PA      | $587828.97    | 0.15%             | 2035-03-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                | Five Point Operating Co LP / Five Point Capital Corp                         | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1620355.34   | 0.42%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                          | Ammc Clo 20 Ltd                                                              | CUSIP: 00177CAA8<br>LEI: 549300LDRXVT7PCHV066 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $854499.82    | 0.22%             | 2029-04-17      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                        | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    630000 | PA      | $674991.45    | 0.18%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/CAD FORWARD                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-480.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                 | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    784000 | PA      | $766030.19    | 0.20%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                 | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1363395.00   | 0.35%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS FORD MOTOR COMPANY                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $115461.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Precision Medicine Group LLC                            | Precision Medicine Group LLC                                                 | CUSIP: 74028HAE5<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |    775624 | PA      | $758172.91    | 0.20%             | 2027-11-18      | Floating      | 7.73%                 | No            |                  3 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                 | United Airlines 2020-1 Class B Pass Through Trust                            | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376220 | PA      | $366989.78    | 0.10%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY LATIN AMERICA                                   | Liberty Latin America Ltd                                                    | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $119762.50    | 0.03%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                               | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3320000 | PA      | $3321586.20   | 0.86%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2020-1 Ltd                                           | CUSIP: 05766CAE6<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $935445.58    | 0.24%             | 2032-01-20      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                  | Par Pharmaceutical Inc                                                       | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1794534.82   | 0.47%             | 2027-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                      | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1051534.20   | 0.27%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                         | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1142130.60   | 0.30%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1985975.25   | 0.52%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                  | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1233913.60   | 0.32%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                                | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc       | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2150426.90   | 0.56%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                                | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $877544.55    | 0.23%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                  | GSAA Home Equity Trust 2006-5                                                | CUSIP: 362334GT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750671 | PA      | $937428.04    | 0.24%             | 2036-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS OCCIDENTAL PETROLEUM COR                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $8301.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                  | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    370000 | PA      | $355200.00    | 0.09%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-3 Ltd                                        | CUSIP: 69690CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $826516.49    | 0.21%             | 2031-04-15      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP                                           | Vericast Corp                                                                | CUSIP: 92348BAA1<br>LEI: 549300J73P7FL8TVF308 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1294125.00   | 0.34%             | 2026-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                   | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229457.25    | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                     | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    830000 | PA      | $769385.10    | 0.20%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                 | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    520000 | PA      | $488836.40    | 0.13%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP                                                         | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    990000 | PA      | $590638.95    | 0.15%             | 2029-04-27      | Floating      | 12.56%                | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                               | CUSIP: 98313RAC0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2090000 | PA      | $2011646.57   | 0.52%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    450000 | PA      | $482018.36    | 0.13%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | Eyecare Partners LLC                                                         | CUSIP: 30233PAL4<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    820000 | PA      | $699050.00    | 0.18%             | 2028-11-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                              | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1423483.50   | 0.37%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc                                       | Rent-A-Center Inc/TX                                                         | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   1021800 | PA      | $997532.25    | 0.26%             | 2028-02-17      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                         | Mercer International Inc                                                     | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    430000 | PA      | $368421.85    | 0.10%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                               | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $680095.20    | 0.18%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                       | US Renal Care Inc                                                            | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $648450.00    | 0.17%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                     | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2949936.00   | 0.77%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                            | Thermostat Purchaser III Inc                                                 | CUSIP: 88366MAD6<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |    353081 | PA      | $333220.51    | 0.09%             | 2028-08-31      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                | Adtalem Global Education Inc                                                 | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    782000 | PA      | $728765.35    | 0.19%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                      | THL Credit Wind River 2017-3 Clo Ltd                                         | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $807022.29    | 0.21%             | 2035-04-15      | Floating      | 11.84%                | No            |                  2 | On Loan: No      |
| U.S. Renal Care Inc                                     | US Renal Care Inc                                                            | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   1900011 | PA      | $1145260.14   | 0.30%             | 2026-06-26      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                        | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1168710.00   | 0.30%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                              | Mileage Plus Holdings LLC                                                    | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    729000 | PA      | $761305.64    | 0.20%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                     | Apex Credit CLO 2022-1 Ltd                                                   | CUSIP: 03753YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $232071.80    | 0.06%             | 2033-04-22      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                             | Caesars Entertainment Inc                                                    | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1500540.00   | 0.39%             | 2030-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                          | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2660812.20   | 0.69%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2380000 | PA      | $2492645.40   | 0.65%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Berry Corp                                              | Berry Corp                                                                   | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $3330.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                         | MVW 2021-1W LLC                                                              | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545768 | PA      | $494560.35    | 0.13%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| SUGAR HSP GMNG PROP/FIN                                 | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp      | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $506997.01    | 0.13%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                                   | B Riley Financial Inc                                                        | CUSIP: 05580M835<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22225 | NS      | $492061.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO ESCROW SUB LLC                                      | XPO Escrow Sub LLC                                                           | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1522705.40   | 0.40%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2107350.00   | 0.55%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                   | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $789838.05    | 0.21%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc                                                                 | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   2494800 | PA      | $2405074.52   | 0.63%             | 2028-10-08      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| UST Global Inc                                          | UST Global Inc                                                               | CUSIP: 90355HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2197800 | PA      | $2182008.81   | 0.57%             | 2028-11-20      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Spencer Spirit IH LLC                                   | Spencer Spirit IH LLC                                                        | CUSIP: 84823UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1157198 | PA      | $1144324.63   | 0.30%             | 2026-06-19      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                               | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3814456 | PA      | $3485263.79   | 0.91%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    953791 | PA      | $295500.12    | 0.08%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp                                                    | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    980000 | PA      | $958930.00    | 0.25%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                                   | Earthstone Energy Holdings LLC                                               | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    510000 | PA      | $497953.80    | 0.13%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATT/FIN CO                                   | Sizzling Platter LLC / Sizzling Platter Finance Corp                         | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $722396.48    | 0.19%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                              | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1329715.50   | 0.35%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                       | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2156847.00   | 0.56%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                 | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    470000 | PA      | $478173.30    | 0.12%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Saranac CLO LTD                                         | Saranac CLO III Ltd                                                          | CUSIP: 803169AW1<br>LEI: 5493000LWP4BVD5LGS13 | Long             | ABS-CBDO         | CORP              | JE        |   1140000 | PA      | $1013175.55   | 0.26%             | 2030-06-22      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2020-3 Ltd                                                          | CUSIP: 92918NAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $478206.98    | 0.12%             | 2034-10-20      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                        | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $820398.00    | 0.21%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Truck Hero Inc                                          | Realtruck Group Inc                                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    599325 | PA      | $540959.73    | 0.14%             | 2028-01-31      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                            | CUSIP: 36162JAC0<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2820055.67   | 0.73%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                     | Sunnova Energy Corp                                                          | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2298608.25   | 0.60%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 19 Ltd                                                         | CUSIP: 05876AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1350000 | PA      | $1222428.92   | 0.32%             | 2035-04-20      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                   | Jane Street Group LLC                                                        | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1078434 | PA      | $1076497.78   | 0.28%             | 2028-01-26      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                  | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1878377.05   | 0.49%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC                                                 | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    340000 | PA      | $321725.00    | 0.08%             | 2028-04-07      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| IIP OPERATING PARTNER                                   | IIP Operating Partnership LP                                                 | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1290584.21   | 0.34%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LRS Holdings LLC                                        | LRS Holdings LLC                                                             | CUSIP: 000000000<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   1386000 | PA      | $1365210.00   | 0.36%             | 2028-08-31      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2187500.00   | 0.57%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                       | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $487500.00    | 0.13%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                             | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2366014.00   | 0.62%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1986862.50   | 0.52%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                       | Rent-A-Center Inc/TX                                                         | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    390000 | PA      | $331971.90    | 0.09%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                 | Greenwood Park CLO Ltd                                                       | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $400547.97    | 0.10%             | 2031-04-15      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                       | Magenta Buyer LLC                                                            | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    543125 | PA      | $478142.81    | 0.12%             | 2028-07-27      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                           | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2003421.05   | 0.52%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                          | LSTAR Securities Investment Ltd                                              | CUSIP: 50221KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $900000.00    | 0.23%             | 2028-01-01      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                    | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1211461.33   | 0.32%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                           | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $630828.45    | 0.16%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                            | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    237000 | PA      | $223207.82    | 0.06%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                         | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246053.93    | 0.06%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                     | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $935142.20    | 0.24%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                           | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2480000 | PA      | $2632768.00   | 0.68%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                 | NMG Holding Co Inc / Neiman Marcus Group LLC                                 | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $516409.66    | 0.13%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                      | CA Magnum Holdings                                                           | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    840000 | PA      | $783300.00    | 0.20%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                                 | NextEra Energy Partners LP                                                   | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    410000 | PA      | $392165.00    | 0.10%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                          | Structured Asset Securities Corp Trust 2005-SC1                              | CUSIP: 86359DTG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1291955 | PA      | $1054688.57   | 0.27%             | 2031-05-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                         | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    690000 | PA      | $661537.50    | 0.17%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2015-A                                                      | CUSIP: 00900LAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $960768.43    | 0.25%             | 2034-10-17      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                                     | Great Lakes CLO 2014-1 Ltd                                                   | CUSIP: 390556AQ1<br>LEI: 254900GKX01S4T3NFH46 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $889088.51    | 0.23%             | 2029-10-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | Credit Suisse Mortgage Capital Certificates 2019-ICE4                        | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996012.80    | 0.26%             | 2036-05-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                  | Hayward Industries Inc                                                       | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |   1432950 | PA      | $1417724.91   | 0.37%             | 2028-05-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN NEWS COMPANY                                   | American News Co LLC                                                         | CUSIP: 02862PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1151247 | PA      | $1293713.82   | 0.34%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CB Poly US Holdings Inc                                 | CB Poly US Holdings Inc                                                      | CUSIP: 12511PAB7<br>LEI: 254900TSH6NNRZ0GUN05 | Long             | LON              | CORP              | US        |   1615950 | PA      | $1555351.88   | 0.40%             | 2029-05-18      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| 19th Holdings Golf, LLC                                 | 19th Holdings Golf LLC                                                       | CUSIP: 68250XAB7<br>LEI: 549300INS30LLUJP0S18 | Long             | LON              | CORP              | US        |   2935250 | PA      | $2781149.38   | 0.72%             | 2029-02-07      | Floating      | 7.46%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                             | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1820408 | PA      | $653582.16    | 0.17%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                        | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1118982.20   | 0.29%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                     | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $2151012.50   | 0.56%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                        | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487562.50    | 0.13%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                   | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $492966.65    | 0.13%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                | Northern Oil and Gas Inc                                                     | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1625786.45   | 0.42%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                          | Ameriquest Mort Sec Inc Asset Bk Pass Thr Cert Ser 2002-C                    | CUSIP: 03072SDF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968972 | PA      | $943128.89    | 0.25%             | 2032-11-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    420000 | PA      | $383512.50    | 0.10%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card                           | Mercury Financial Credit Card Master Trust                                   | CUSIP: 58940BAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $488461.05    | 0.13%             | 2026-09-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2127237.13   | 0.55%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                | Consensus Cloud Solutions Inc                                                | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1724171.35   | 0.45%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pecf Uss Intermediate Holding Iii Corporation           | PECF USS Intermediate Holding III Corp                                       | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |   1702800 | PA      | $1463667.28   | 0.38%             | 2028-12-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd                                      | Cook Park CLO Ltd                                                            | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $619213.24    | 0.16%             | 2030-04-17      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1039839.60   | 0.27%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                        | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1820000 | PA      | $838827.70    | 0.22%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                              | Sprint LLC                                                                   | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304791.90    | 0.08%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                             | Global Medical Response Inc                                                  | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |   1193909 | PA      | $887969.54    | 0.23%             | 2025-10-02      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| United AirLines Inc                                     | United Airlines Inc                                                          | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1847100 | PA      | $1850544.84   | 0.48%             | 2028-04-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                 | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $140584.50    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                        | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3442738.95   | 0.90%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Pacific Bells LLC                                       | Pacific Bells LLC                                                            | CUSIP: 69403HAL4<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |   1376243 | PA      | $1312020.89   | 0.34%             | 2028-11-10      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                             | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1960000 | PA      | $2011538.20   | 0.52%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Western Asset Premier Institutional Government Reserves | Western Asset Premier Institutional Government Reserves                      | CUSIP: 52470G494<br>LEI: 549300WB3XRN9YTWFB76 | Long             | STIV             | RF                | US        |  19055631 | NS      | $19055630.69  | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermostat Purchaser III Inc                            | Thermostat Purchaser III Inc                                                 | CUSIP: 88366MAC8<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |   2274158 | PA      | $2146236.54   | 0.56%             | 2028-08-31      | Floating      | 9.23%                 | No            |                  3 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1863028.80   | 0.48%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS GOODYEAR TIRE & RUBBER                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-39375.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                 | Halsey Point CLO I Ltd                                                       | CUSIP: 40638CAA7<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |    920000 | PA      | $889977.89    | 0.23%             | 2033-01-20      | Floating      | 12.51%                | No            |                  2 | On Loan: No      |
| Cardinal Parent Inc                                     | Cardinal Parent Inc                                                          | CUSIP: 14153EAC9<br>LEI: 5493009YXQNPN3HQQH84 | Long             | LON              | CORP              | US        |    641818 | PA      | $571750.82    | 0.15%             | 2027-11-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $379853.16    | 0.10%             | 2026-01-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                        | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1417673.64   | 0.37%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                           | Goldentree Loan Management US Clo 3 Ltd                                      | CUSIP: 38138BAN0<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240534.22    | 0.06%             | 2030-04-20      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| DS Parent Inc                                           | DS Parent Inc                                                                | CUSIP: 23344YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1622000 | PA      | $1572934.50   | 0.41%             | 2028-12-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                   | Nabors Industries Ltd                                                        | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1330000 | PA      | $1295592.90   | 0.34%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                    | Alta Equipment Group Inc                                                     | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1577041.20   | 0.41%             | 2026-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                          | Bavarian Sky UK 5 PLC                                                        | CUSIP: 44928XBJ2<br>LEI: 213800MAPH9PBACGJG35 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $353227.71    | 0.09%             | 2034-10-20      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                 | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4860000 | PA      | $4525267.50   | 1.18%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                             | Academy Ltd                                                                  | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    440000 | PA      | $428557.80    | 0.11%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    837000 | PA      | $846638.06    | 0.22%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                     | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3972297.00   | 1.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                             | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1875356.04   | 0.49%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                       | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    210000 | PA      | $194933.98    | 0.05%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                           | Urban One Inc                                                                | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    600000 | PA      | $546501.00    | 0.14%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                              | Akumin Inc                                                                   | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1016939.90   | 0.26%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                            | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $702767.62    | 0.18%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                        | StoneX Group Inc                                                             | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493121.30    | 0.13%             | 2025-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1128978.46   | 0.29%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $911285.00    | 0.24%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                       | Magenta Buyer LLC                                                            | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2090000 | PA      | $1678970.15   | 0.44%             | 2029-07-27      | Floating      | 13.08%                | No            |                  2 | On Loan: No      |
| Knight Health Holdings LLC                              | Knight Health Holdings LLC                                                   | CUSIP: 49902TAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950400 | PA      | $562318.42    | 0.15%             | 2028-12-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                            | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2682504.80   | 0.70%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                                   | Carnival Holdings Bermuda Ltd                                                | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1222066.75   | 0.32%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1515157.60   | 0.39%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                              | Air Canada                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1389535.74   | 0.36%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                                       | ROCC Holdings LLC                                                            | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2395400.00   | 0.62%             | 2026-08-15      | Fixed         | 9.25%                 | 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       |   1150000 | PA      | $943437.00    | 0.25%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO                                   | Neptune Energy Bondco PLC                                                    | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $711860.40    | 0.19%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC                                                       | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2043600 | PA      | $2009880.60   | 0.52%             | 2027-03-30      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XII Ltd                                                            | CUSIP: 55953GCG8<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $266874.96    | 0.07%             | 2031-10-15      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Seasoned Credit Risk Transfer Trust Series 2020-1                            | CUSIP: 35563PPH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $824937.02    | 0.21%             | 2059-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp           | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $768131.70    | 0.20%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                 | DraftKings Holdings Inc                                                      | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $703800.00    | 0.18%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                  | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1259710.20   | 0.33%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                          | Banc of America Funding 2015-R4 Trust                                        | CUSIP: 05990RAD3<br>LEI: 549300R847L762RQF071 | Long             | ABS-MBS          | CORP              | US        |    602038 | PA      | $586946.15    | 0.15%             | 2037-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd                                     | NCLH TL A Extended 2025                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $836000.00    | 0.22%             | 2025-01-02      | None          | 6.93%                 | No            |                  3 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc                                                          | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |    750000 | PA      | $617625.00    | 0.16%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                 | Legacy LifePoint Health LLC                                                  | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $732300.00    | 0.19%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                          | VOC Escrow Ltd                                                               | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $88082.50     | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                                | Triton Water Holdings Inc                                                    | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $898212.95    | 0.23%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                  | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc   | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1856062 | PA      | $1724272.32   | 0.45%             | 2025-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 64 CLO Ltd                                                            | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463750.00    | 0.12%             | 2031-04-18      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                   | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $387582.00    | 0.10%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                    | CUSIP: 58547DAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1565000 | PA      | $1473056.25   | 0.38%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                             | Stratus CLO 2022-2 Ltd                                                       | CUSIP: 86317UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1406141.75   | 0.37%             | 2030-07-20      | Floating      | 12.29%                | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | Dcert Buyer Inc                                                              | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1450000 | PA      | $1335508.00   | 0.35%             | 2029-02-19      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares XXXVII CLO Ltd                                                          | CUSIP: 04015NAL8<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |    987500 | PA      | $907977.06    | 0.24%             | 2030-10-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-17

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer