# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0000940400-26-002069
**Filing Date:** 2026-1
**Character Count:** 214111
**Document Hash:** 8a8ed30c281c3ebc459866f49cba1346
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002069.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000940400-26-002069

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04254
- **FILM NUMBER:** 26557710

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

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

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

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

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

## Series and Classes Contracts Data

### Western Asset Ultra-Short Income Fund (Series ID: S000016624)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000046410 | Class A      | ARMZX           |
| C000046412 | Class C      | LWAIX           |
| C000046413 | Class I      | SBAYX           |
| C000080302 | Class C1     | ARMGX           |
| C000118948 | Class IS     | ARMLX           |

## 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 Ultra-Short Income Fund

- **b. EDGAR series identifier (if any):** S000016624

- **c. LEI of Series:** 549300MFJCCCF04ZU149

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-28

**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:** $423238261.09

**Total Liabilities:** $5284216.76

**Net Assets:** $417954044.33

**Delayed Delivery Securities:** $3131023.98

**Cash Not Reported:** $2447278.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2496.60000000 | **1-Year:** 35306.94000000 | **5-Year:** 34515.11000000 | **10-Year:** 1129.85000000 | **30-Year:** 0.00000000

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

- **3-Month:** 102.67000000 | **1-Year:** 1387.66000000 | **5-Year:** 1606.56000000 | **10-Year:** 28.12000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000046410 | 0.42%                | 0.43%                | 0.31%                |
| Class ID C000046412 | 0.35%                | 0.26%                | 0.35%                |
| Class ID C000046413 | 0.44%                | 0.35%                | 0.44%                |
| Class ID C000080302 | 0.36%                | 0.37%                | 0.25%                |
| Class ID C000118948 | 0.44%                | 0.46%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $62568.51                | $271211.28                                 |
| Month 2  | $120306.32               | $170702.68                                 |
| Month 3  | $8541.12                 | $630499.34                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS & CO. LLC                                  | SWOP IRS USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |  -2820000 | NC      | $-44934.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | SOFR 1 YEAR MIDCURVE                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -88 | NC      | $-550.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital, Inc                                 | BRSP 2021-FL1 Ltd                                                         | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    456237 | PA      | $456008.17    | 0.11%             | 2038-08-19      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                      | Cardinal Health Inc                                                       | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1392325.21   | 0.33%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                   | SLM Student Loan Trust 2005-4                                             | CUSIP: 78442GPL4<br>LEI: 549300L7X3DWAOC00Z83 | Long             | ABS-O            | CORP              | US        |    110019 | PA      | $105792.76    | 0.03%             | 2055-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                     | Flutter Treasury DAC                                                      | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $404254.00    | 0.10%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                            | ZF North America Capital Inc                                              | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198021.38    | 0.05%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                              | Ally Auto Receivables Trust 2022-3                                        | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53864 | PA      | $53917.57     | 0.01%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                  | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84190.32     | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                          | CUSIP: 3133KRQN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75131 | PA      | $79381.56     | 0.02%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                         | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1122001.06   | 0.27%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                   | Taco Bell Funding LLC                                                     | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004015.60   | 0.24%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | 3 MONTH SOFR                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       167 | NC      | $-25400.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| M&T Equipment Notes                                      | M&T Equipment 2023-LEAF1 Notes                                            | CUSIP: 551925AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1290210.65   | 0.31%             | 2030-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                   | Oscar US Funding XIII LLC                                                 | CUSIP: 68785BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    350610 | PA      | $348717.73    | 0.08%             | 2028-09-11      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                  | Oncor Electric Delivery Co LLC                                            | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1159002.51   | 0.28%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                     | Fannie Mae Trust 2003-W8                                                  | CUSIP: 31393CX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35930 | PA      | $35866.27     | 0.01%             | 2042-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                           | SoFi Professional Loan Program 2020-C Trust                               | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276516 | PA      | $260825.88    | 0.06%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32709.48     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                           | Avis Budget Rental Car Funding AESOP LLC                                  | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $926984.10    | 0.22%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                           | Structured Asset Securities Corp                                          | CUSIP: 86359DME4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190953 | PA      | $173728.10    | 0.04%             | 2035-06-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3140X9MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809665 | PA      | $779203.65    | 0.19%             | 2038-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                  | Jane Street Group / JSG Finance Inc                                       | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $506031.84    | 0.12%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | SOFR 1 YEAR MIDCURVE                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       170 | NC      | $2125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                              | Marble Point CLO XXIII Ltd                                                | CUSIP: 56607TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1020000.00   | 0.24%             | 2035-01-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                         | BAT Capital Corp                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1411289.13   | 0.34%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                      | CNH Equipment Trust 2022-B                                                | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371226 | PA      | $370945.63    | 0.09%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                      | United Airlines Inc                                                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2668676.21   | 0.64%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2015-3                                          | CUSIP: 64033TAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010234 | PA      | $2007519.10   | 0.48%             | 2051-02-27      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2021-DNA2                                   | CUSIP: 35564KDB2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |    208190 | PA      | $211398.72    | 0.05%             | 2033-08-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $687283.53    | 0.16%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC Series 2019-UVIL                                                     | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1400775.90   | 0.34%             | 2041-12-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms Inc                                                        | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1762550.13   | 0.42%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                       | Kings Park CLO Ltd                                                        | CUSIP: 496094AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $720180.00    | 0.17%             | 2039-01-21      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | 5 YEAR U.S. TREASURY NOTE WEEK 1                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       119 | NC      | $17664.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                      | Delta Air Lines Inc                                                       | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620617.40    | 0.15%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33443.52     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2020-AFC1 Trust                                                      | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235883 | PA      | $227386.26    | 0.05%             | 2050-02-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1231316.72   | 0.29%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506477.03   | 0.36%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                  | Versant Media Group Inc                                                   | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71966.37     | 0.02%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                           | CMFT Net Lease Master Issuer LLC                                          | CUSIP: 12575AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1024744 | PA      | $948535.98    | 0.23%             | 2051-07-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2020-VIV4                                    | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290000 | PA      | $1201740.78   | 0.29%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                              | Legacy Mortgage Asset Trust 2020-RPL1                                     | CUSIP: 52474HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646922 | PA      | $624053.50    | 0.15%             | 2059-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                             | Voya CLO 2016-1 Ltd                                                       | CUSIP: 92915CAU8<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $360627.23    | 0.09%             | 2031-01-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -85 | NC      | $-22312.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES                                   | Advanced Micro Devices Inc                                                | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1324493.38   | 0.32%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3140FXLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213264 | PA      | $208552.70    | 0.05%             | 2059-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                  | Imperial Brands Finance PLC                                               | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $979360.04    | 0.23%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                           | MetroNet Infrastructure Issuer LLC                                        | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $802348.65    | 0.19%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                         | SpringCastle America Funding LLC                                          | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538014 | PA      | $508250.91    | 0.12%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                         | Whitebox Clo I Ltd                                                        | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400531.96    | 0.10%             | 2036-07-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                  | John Deere Capital Corp                                                   | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1223026.20   | 0.29%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                   | EquipmentShare.com Inc                                                    | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122427.12    | 0.03%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                 | Western Midstream Operating LP                                            | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    640000 | PA      | $675560.90    | 0.16%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206434.00    | 0.05%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US 10YR NOTE (CBT)                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        56 | NC      | $30090.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2015-2                                          | CUSIP: 64033QAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    201800 | PA      | $199526.62    | 0.05%             | 2042-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                     | Cross 2023-H2 Mortgage Trust                                              | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444591 | PA      | $450639.05    | 0.11%             | 2068-11-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                   | 1011778 BC ULC                                                            | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     55062 | PA      | $55075.42     | 0.01%             | 2030-09-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $699450.22    | 0.17%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                        | Chord Energy Corp                                                         | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151343.85    | 0.04%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                              | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120602.10    | 0.03%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                                    | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    920000 | PA      | $917990.10    | 0.22%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                      | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $586343.12    | 0.14%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING C                           | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3        | CUSIP: 16678RBV8<br>LEI: 549300TC8R2SGZ2KM445 | Long             | ABS-MBS          | CORP              | US        |       770 | PA      | $759.47       | 0.00%             | 2035-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                               | Uniti Fiber Abs Issuer LLC                                                | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $465061.29    | 0.11%             | 2056-01-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US 2YR NOTE (CBT)                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -855 | NC      | $-128393.64   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                        | CUSIP: 3617MQCZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67528 | PA      | $58129.37     | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                        | General Motors Co                                                         | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1221613.10   | 0.29%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                      | PFS Financing Corp                                                        | CUSIP: 69335PEW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820000 | PA      | $1829509.14   | 0.44%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                     | Sagard-Halseypoint Clo 8 Ltd                                              | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $411378.95    | 0.10%             | 2038-01-30      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                           | Air Lease Corp                                                            | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2468603.98   | 0.59%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                              | Fortress Credit Bsl X Ltd                                                 | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750896.93    | 0.18%             | 2033-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                          | Yamana Gold Inc                                                           | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1055951.62   | 0.25%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                    | American Airlines Inc                                                     | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $261317.22    | 0.06%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                             | HARBOR FREIGHT TOOLS USA INC                                              | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    375250 | PA      | $370043.41    | 0.09%             | 2031-06-11      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                           | Eli Lilly & Co                                                            | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1877640.16   | 0.45%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | 5 YEAR U.S. TREASURY NOTE                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -144 | NC      | $-10125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                         | Hewlett Packard Enterprise Co                                             | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598696.69    | 0.14%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32               | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123032 | PA      | $122405.51    | 0.03%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1565817 | PA      | $1604268.30   | 0.38%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1689011.66   | 0.40%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                    | ARI Fleet Lease Trust 2025-B                                              | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230000 | PA      | $2243741.71   | 0.54%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                 | eBay Inc                                                                  | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    950000 | PA      | $939316.78    | 0.22%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201862.36    | 0.05%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $444445.26    | 0.11%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO Ltd.                           | Brightwood Capital MM CLO 2023-1 Ltd                                      | CUSIP: 108928AQ5<br>LEI: 254900KA4G802DSTDW29 | Long             | ABS-CBDO         | CORP              | JE        |    710000 | PA      | $710177.50    | 0.17%             | 2035-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                           | HarborView Mortgage Loan Trust 2005-9                                     | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144867 | PA      | $136773.43    | 0.03%             | 2035-06-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -164 | NC      | $-8200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                 | Mars Inc                                                                  | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4072591.77   | 0.97%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    890000 | PA      | $920618.35    | 0.22%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                   | SLM Private Education Loan Trust 2010-C                                   | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |    921553 | PA      | $969644.01    | 0.23%             | 2041-10-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                               | Intel Corp                                                                | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1480033.61   | 0.35%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                           | Residential Asset Securitization Trust 2003-A11                           | CUSIP: 45660NUU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15726 | PA      | $15520.73     | 0.00%             | 2033-11-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                | Block Inc                                                                 | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195418.11    | 0.05%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2021-AFC1 Trust                                                      | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296873 | PA      | $255746.08    | 0.06%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                          | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87739.26     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                            | United States Treasury Bill                                               | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1097972.35   | 0.26%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                | Apple Inc                                                                 | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2688680.65   | 0.64%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        81 | NC      | $22104.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                  | EQUATE Petrochemical Co KSC                                               | CUSIP: 29441WAC9<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |   1620000 | PA      | $1617142.73   | 0.39%             | 2026-11-03      | Fixed         | 4.25%                 | 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        |  13714516 | NS      | $13714516.07  | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Basswood Park CLO Ltd                                    | Basswood Park CLO Ltd                                                     | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800969.44    | 0.19%             | 2034-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA5                                   | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $852617.83    | 0.20%             | 2042-06-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3140XJHZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814059 | PA      | $789645.27    | 0.19%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                 | SPIRIT AVIA HOL RESTRICT                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $18.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                                  | CUSIP: 38382YGG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1719431 | PA      | $1706484.80   | 0.41%             | 2071-09-20      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                   | General Motors Financial Co Inc                                           | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1380359.30   | 0.33%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                           | MVW 2020-1 LLC                                                            | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262976 | PA      | $258086.09    | 0.06%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                        | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1482236.06   | 0.35%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -40 | NC      | $-15000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | 1 MONTH SOFR                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       203 | NC      | $8032.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                                  | HalseyPoint CLO 3 Ltd                                                     | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $430976.49    | 0.10%             | 2037-07-30      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                        | Herc Holdings Inc                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74160.03     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3138LEZV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1165000 | PA      | $1145390.12   | 0.27%             | 2026-09-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                  | Transcontinental Gas Pipe Line Co LLC                                     | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $409627.24    | 0.10%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3434746.78   | 0.82%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                 | OBX 2021-NQM4 Trust                                                       | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705549 | PA      | $613758.51    | 0.15%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                 | CenterPoint Energy Houston Electric LLC                                   | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1384357.23   | 0.33%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                           | World Omni Auto Receivables Trust 2024-B                                  | CUSIP: 98164HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16974 | PA      | $16975.11     | 0.00%             | 2027-09-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                            | CGMS Commercial Mortgage Trust 2017-B1                                    | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $325503.35    | 0.08%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                         | NTT Finance Corp                                                          | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1014113.68   | 0.24%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        80 | NC      | $8000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                              | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1250000 | PA      | $1226771.94   | 0.29%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                              | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1192623.48   | 0.29%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                           | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30769.14     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                       | Viking Cruises Ltd                                                        | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    390000 | PA      | $418618.59    | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                              | Asurion LLC                                                               | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     46908 | PA      | $46904.81     | 0.01%             | 2028-08-21      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2023-V3 Mortgage Trust                                          | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $891515.62    | 0.21%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                           | Deephaven Residential Mortgage Trust 2024-1                               | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162936 | PA      | $164382.66    | 0.04%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                           | Deephaven Residential Mortgage Trust 2022-1                               | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134617 | PA      | $1052685.09   | 0.25%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                                  | CUSIP: 38375BN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83408 | PA      | $83083.86     | 0.02%             | 2063-03-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2021-AFC1 Trust                                                      | CUSIP: 12657LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296873 | PA      | $258506.77    | 0.06%             | 2056-03-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        44 | NC      | $275.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                    | Toronto-Dominion Bank/The                                                 | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3620000 | PA      | $3568432.59   | 0.85%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                     | BlueMountain CLO XXX Ltd                                                  | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |    660000 | PA      | $660502.06    | 0.16%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                          | Venture 38 CLO Ltd                                                        | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |    239067 | PA      | $239309.04    | 0.06%             | 2032-07-30      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                          | Sands China Ltd                                                           | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $321810.65    | 0.08%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                    | QXO Building Products Inc                                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219831.36    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                              | Asurion LLC                                                               | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    529219 | PA      | $529253.55    | 0.13%             | 2027-07-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                         | Altria Group Inc                                                          | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1532810.73   | 0.37%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                     | BAT International Finance PLC                                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1460000 | PA      | $1448447.31   | 0.35%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc) | ASCENSUS HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210000 | PA      | $210085.05    | 0.05%             | 2032-08-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                  | VERSANT MEDIA GROUP INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $149094.00    | 0.04%             | 2030-10-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | SWOP IRS USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |    640000 | NC      | $2551.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                               | Abry Liquid Credit CLO 2025-2 Ltd                                         | CUSIP: 003943AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    630000 | PA      | $630000.00    | 0.15%             | 2038-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                           | Milos CLO Ltd                                                             | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |     77428 | PA      | $77467.52     | 0.02%             | 2030-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                               | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1283109.65   | 0.31%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                              | PRKCM 2021-AFC1 Trust                                                     | CUSIP: 69357TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871261 | PA      | $744149.57    | 0.18%             | 2056-08-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                           | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1259901.86   | 0.30%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                 | Snam SpA                                                                  | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    620000 | PA      | $635644.53    | 0.15%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                  | Fannie Mae Grantor Trust 2002-T19                                         | CUSIP: 31392GVT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    502524 | PA      | $502035.82    | 0.12%             | 2042-03-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                           | Palmer Square Loan Funding 2024-1 Ltd                                     | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1012477 | PA      | $1012984.76   | 0.24%             | 2032-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                 | Angel Oak Mortgage Trust 2021-7                                           | CUSIP: 03464JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238823 | PA      | $210700.90    | 0.05%             | 2066-10-25      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                           | Galaxy 36 CLO Ltd                                                         | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $760395.96    | 0.18%             | 2038-10-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | 3 MONTH SOFR                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        82 | NC      | $-31209.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                                         | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2946445.84   | 0.70%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2021-BNK32                                                           | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $881878.75    | 0.21%             | 2054-04-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                        | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1005274.96   | 0.24%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                  | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557863.41    | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                           | Solventum Corp                                                            | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    694000 | PA      | $703617.76    | 0.17%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2021-DNA3                                   | CUSIP: 35564KEL9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |    654335 | PA      | $666125.14    | 0.16%             | 2033-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                 | Mill City Mortgage Loan Trust 2019-1                                      | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314573 | PA      | $308179.87    | 0.07%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                           | Avis Budget Rental Car Funding AESOP LLC                                  | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $396968.60    | 0.09%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146820.81    | 0.04%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                                                   | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1142685.99   | 0.27%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US 10YR ULTRA                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -13 | NC      | $-10991.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2021-B29 Mortgage Trust                                         | CUSIP: 08163JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12212786 | PA      | $432602.54    | 0.10%             | 2054-09-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3140XMTM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746793 | PA      | $781565.95    | 0.19%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                                    | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    870000 | PA      | $893952.33    | 0.21%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2110000 | PA      | $2078497.70   | 0.50%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575684.45    | 0.14%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                            | New Residential Mortgage Loan Trust 2022-NQM2                             | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752314 | PA      | $719321.85    | 0.17%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                        | Herc Holdings Inc                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73537.24     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                           | Ellington Financial Mortgage Trust 2021-2                                 | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494154 | PA      | $422626.21    | 0.10%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1947233.05   | 0.47%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                 | Santander UK Group Holdings PLC                                           | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1380427.50   | 0.33%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -44 | NC      | $-275.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                               | Federal National Mortgage Association                                     | CUSIP: 3135G1AB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $250570.75    | 0.06%             | 2026-12-11      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                         | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2050295 | PA      | $2062762.97   | 0.49%             | 2054-08-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                  | Federal Home Loan Bank Discount Notes                                     | CUSIP: 313385QF6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7520000 | PA      | $7512605.36   | 1.80%             | 2025-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | Hyundai Capital America                                                   | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1399426.91   | 0.33%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                | CIM Trust 2021-R6                                                         | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587438 | PA      | $535962.48    | 0.13%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                              | Extended Stay America Trust 2025-ESH                                      | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $381117.05    | 0.09%             | 2042-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                 | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                          | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    264823 | PA      | $119170.39    | 0.03%             | 2030-03-12      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                   | Diamondback Energy Inc                                                    | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    820000 | PA      | $831769.76    | 0.20%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                   | Venture Global LNG Inc                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $443222.01    | 0.11%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                 | Engie SA                                                                  | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    890000 | PA      | $920900.36    | 0.22%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | FED FUND 30DAY                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -203 | NC      | $-17303.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA2                                   | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $895181.41    | 0.21%             | 2042-02-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                       | Wendy's Funding LLC                                                       | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    820639 | PA      | $802401.00    | 0.19%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                      | Apex Credit CLO 2021-II LLC                                               | CUSIP: 03755QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    910000 | PA      | $909994.09    | 0.22%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                              | Columbia Cent CLO 32 Ltd                                                  | CUSIP: 19737TBG0<br>LEI: 549300NBGVSLUALOY827 | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1071082.95   | 0.26%             | 2034-07-24      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                            | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1230000 | PA      | $1244325.97   | 0.30%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                  | Millrose Properties Inc                                                   | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50607.30     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                 | OBX 2021-NQM2 Trust                                                       | CUSIP: 670857AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568379 | PA      | $477005.80    | 0.11%             | 2061-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                           | MF1 2021-FL7 Ltd                                                          | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    293399 | PA      | $293589.70    | 0.07%             | 2036-10-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                           | BRAVO Residential Funding Trust 2021-NQM2                                 | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102765 | PA      | $100564.16    | 0.02%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                           | Greystone CRE Notes 2021-FL3 Ltd                                          | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    101082 | PA      | $101278.67    | 0.02%             | 2039-07-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                | IRS USD                                                                   | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-18831.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                           | Ellington Financial Mortgage Trust 2022-1                                 | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267633 | PA      | $239889.12    | 0.06%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                 | Agilent Technologies Inc                                                  | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    880000 | PA      | $882694.87    | 0.21%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $406619.67    | 0.10%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                                  | CUSIP: 38376R5Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182909 | PA      | $182992.55    | 0.04%             | 2067-07-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                             | Parallel 2023-1 Ltd                                                       | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    880000 | PA      | $881740.11    | 0.21%             | 2036-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                        | Mountain View CLO XVI Ltd                                                 | CUSIP: 62432UAN1<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |   1220000 | PA      | $1222184.17   | 0.29%             | 2034-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                                  | CUSIP: 38375BKP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15199 | PA      | $15205.88     | 0.00%             | 2061-02-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2023-R05                              | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $312055.26    | 0.07%             | 2043-06-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                                         | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493495.11    | 0.12%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                        | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1160149.96   | 0.28%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | IRS USD                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-24484.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                           | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1090435.40   | 0.26%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2021-NQM3                                                            | CUSIP: 12660LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370121 | PA      | $326661.62    | 0.08%             | 2066-04-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                  | Transcontinental Gas Pipe Line Co LLC                                     | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1630604.75   | 0.39%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                        | TSMC Arizona Corp                                                         | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1069211.24   | 0.26%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                         | Georgia Power Co                                                          | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1124509.99   | 0.27%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                  | Millrose Properties Inc                                                   | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $163341.28    | 0.04%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                             | Hilton Grand Vacations Trust 2023-1                                       | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    373982 | PA      | $383315.79    | 0.09%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                               | Atlas Senior Loan Fund XXVI Ltd                                           | CUSIP: 04942WAE2<br>LEI: 2138002FK7N1KZ7PEF33 | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $220435.34    | 0.05%             | 2038-10-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                           | 280 Park Avenue 2017-280P Mortgage Trust                                  | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496187.00    | 0.12%             | 2034-09-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                          | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1073263.45   | 0.26%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       180 | NC      | $76500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | IRS USD                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $5353.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                                   | Fifth Third Auto Trust 2023-1                                             | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1358427 | PA      | $1369686.10   | 0.33%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| IndyMac Residential Asset Back                           | Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2005-C          | CUSIP: 456606HV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214379 | PA      | $213584.25    | 0.05%             | 2035-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                            | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816103.70    | 0.20%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2024-DNA1                                   | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $513958.21    | 0.12%             | 2044-02-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Santander Commercial Mortgage                            | Santander Commercial Mortgage Securities LLC                              | CUSIP: 78398LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $1021273.98   | 0.24%             | 2028-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E                           | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                    | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    520000 | PA      | $519960.69    | 0.12%             | 2043-01-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                           | BRAVO Residential Funding Trust 2024-NQM1                                 | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543178 | PA      | $547334.92    | 0.13%             | 2063-12-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                            | ECMC Group Student Loan Trust 2016-1                                      | CUSIP: 26827XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255388 | PA      | $1269235.83   | 0.30%             | 2066-07-26      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                                     | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    890000 | PA      | $898138.04    | 0.21%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                           | Air Lease Corp                                                            | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1119785.57   | 0.27%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                      | NCL Corp Ltd                                                              | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $118497.98    | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                  | Nissan Motor Acceptance Co LLC                                            | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495261.80   | 0.36%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                  | Astrazeneca Finance LLC                                                   | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1352454.63   | 0.32%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                   | American Honda Finance Corp                                               | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490305.98    | 0.12%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                    | Continental Resources Inc/OK                                              | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1342069.77   | 0.32%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                | College Ave Student Loans 2023-A LLC                                      | CUSIP: 193938AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513874 | PA      | $529274.72    | 0.13%             | 2055-05-25      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                          | CUSIP: 31329KUG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1414870 | PA      | $1362025.51   | 0.33%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                               | Driven Brands Funding LLC                                                 | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201206.24    | 0.05%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                 | PM General Purchaser LLC                                                  | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $278576.76    | 0.07%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                 | Occidental Petroleum Corp                                                 | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168033.92    | 0.04%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                               | Atlas Senior Loan Fund XXVI Ltd                                           | CUSIP: 04942WAC6<br>LEI: 2138002FK7N1KZ7PEF33 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $602131.50    | 0.14%             | 2038-10-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                       | BMW US Capital LLC                                                        | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1433345.14   | 0.34%             | 2029-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                           | Freddie Mac Multifamily Structured Pass Through Certificates              | CUSIP: 3137FNXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1184522 | PA      | $1187842.25   | 0.28%             | 2029-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                      | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567777.20    | 0.14%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                 | Mill City Mortgage Trust 2015-2                                           | CUSIP: 599808BG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389188 | PA      | $386629.35    | 0.09%             | 2057-09-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                      | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2660000 | PA      | $2613986.12   | 0.63%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3140XM5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056728 | PA      | $1096450.43   | 0.26%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3140XB4B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433565 | PA      | $418313.49    | 0.10%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                    | GFL Environmental Inc                                                     | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $235499.40    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                 | Occidental Petroleum Corp                                                 | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    940000 | PA      | $933301.00    | 0.22%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                            | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $95025.85     | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                            | DISH DBS Corp                                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $127104.59    | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                    | Sycamore Tree CLO 2025-6 Ltd                                              | CUSIP: 87122HAA0<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851021.62    | 0.20%             | 2038-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                     | Grifols Worldwide Operations USA Inc                                      | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    284934 | PA      | $285200.75    | 0.07%             | 2027-11-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING C                           | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-4        | CUSIP: 16678RCD7<br>LEI: 549300BO65N44G8TZI31 | Long             | ABS-MBS          | CORP              | US        |      3608 | PA      | $3507.67      | 0.00%             | 2035-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                  | Crescent Energy Finance LLC                                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113806.43    | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                             | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    290000 | PA      | $298824.99    | 0.07%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                 | Cooperatieve Rabobank UA                                                  | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $546821.90    | 0.13%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                            | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7830000 | PA      | $7823290.39   | 1.87%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                      | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200613.54    | 0.05%             | 2026-09-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                   | Diamondback Energy Inc                                                    | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1557158.56   | 0.37%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                           | Morgan Stanley Capital I Trust 2017-ASHF                                  | CUSIP: 61691KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67084 | PA      | $66594.81     | 0.02%             | 2034-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Corp Trust 2000-1                                  | CUSIP: 36228FCU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53522 | PA      | $5438.16      | 0.00%             | 2023-03-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                           | STWD 2025-FL4 LLC                                                         | CUSIP: 863922AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1020636.07   | 0.24%             | 2042-11-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                      | Cheniere Energy Inc                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1200080.05   | 0.29%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                     | Targa Resources Corp                                                      | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521834.78    | 0.12%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRP LLC                                                  | TRP 2021 LLC                                                              | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    791200 | PA      | $759801.47    | 0.18%             | 2051-06-19      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                          | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $955195.31    | 0.23%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                  | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    788000 | PA      | $783566.41    | 0.19%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    530000 | PA      | $533554.85    | 0.13%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                           | Ford Credit Floorplan Master Owner Trust A                                | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1955000 | PA      | $1962268.30   | 0.47%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                  | Federal Home Loan Bank Discount Notes                                     | CUSIP: 313385SD9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1210000 | PA      | $1203195.77   | 0.29%             | 2026-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                 | Vertiv Group Corp                                                         | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109152.68    | 0.03%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                              | Paychex Inc                                                               | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    530000 | PA      | $544890.64    | 0.13%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                    | Palmer Square CLO 2021-1 Ltd                                              | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500350.30    | 0.12%             | 2038-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                             | Synopsys Inc                                                              | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912478.35    | 0.22%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                   | Service Experts Issuer 2025-1 LLC                                         | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562462 | PA      | $564819.10    | 0.14%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                 | CTR Partnership LP / CareTrust Capital Corp                               | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $574325.82    | 0.14%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                     | GCAT 2019-NQM2 Trust                                                      | CUSIP: 36167FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460410 | PA      | $455121.56    | 0.11%             | 2060-01-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                   | Navigator 2025-1 Aviation Ltd                                             | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |    407957 | PA      | $406644.00    | 0.10%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                 | OBX 2021-NQM2 Trust                                                       | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563417 | PA      | $470932.18    | 0.11%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                             | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    810000 | PA      | $834878.34    | 0.20%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                            | SFO Commercial Mortgage Trust 2021-555                                    | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $915251.97    | 0.22%             | 2038-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                         | BAT Capital Corp                                                          | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495293.23    | 0.12%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                   | Tesla Auto Lease Trust 2023-B                                             | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1536157.64   | 0.37%             | 2027-08-20      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                            | NYC Commercial Mortgage Trust 2025-28L                                    | CUSIP: 67123JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003367.80   | 0.24%             | 2038-11-05      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                   | Goldman Sachs Bank USA/New York NY                                        | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    930000 | PA      | $933003.51    | 0.22%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                   | Cascade MH Asset Trust 2021-MH1                                           | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173135 | PA      | $158174.07    | 0.04%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                           | Honda Auto Receivables 2024-2 Owner Trust                                 | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49943 | PA      | $49983.27     | 0.01%             | 2026-11-18      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                            | New Residential Mortgage Loan Trust 2015-1                                | CUSIP: 64829CAD0<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |    232208 | PA      | $224823.19    | 0.05%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                           | Structured Adjustable Rate Mortgage Loan Trust                            | CUSIP: 86359BKY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55109 | PA      | $54191.43     | 0.01%             | 2034-03-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15750000 | PA      | $15967485.29  | 3.82%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                            | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $53321.15     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                              | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386561.68    | 0.09%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                               | Humana Inc                                                                | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2692109.52   | 0.64%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                           | SMB Private Education Loan Trust 2024-C                                   | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672620 | PA      | $671796.99    | 0.16%             | 2052-06-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                              | Citibank NA                                                               | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1558429.30   | 0.37%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                            | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2784690.86   | 0.67%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                             | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2298488.39   | 0.55%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                              | Hertz Vehicle Financing III LLC                                           | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104652.91    | 0.03%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2021-C                                          | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    627714 | PA      | $626472.20    | 0.15%             | 2062-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                 | RTX Corp                                                                  | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2760257.60   | 0.66%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                              | OCCU Auto Receivables Trust 2025-1                                        | CUSIP: 67098SAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $758552.55    | 0.18%             | 2034-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                                  | CUSIP: 38380Q5Q1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2819837 | PA      | $2884878.57   | 0.69%             | 2071-06-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                 | Madison Park Funding XXXV Ltd                                             | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    609408 | PA      | $609795.57    | 0.15%             | 2032-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                     | Las Vegas Sands Corp                                                      | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2129341.09   | 0.51%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                        | KREF 2021-FL2 Ltd                                                         | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    632890 | PA      | $631259.40    | 0.15%             | 2039-02-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                           | MF1 2025-FL19 LLC                                                         | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $590723.81    | 0.14%             | 2042-05-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                         | GREYWOLF CLO VI Ltd                                                       | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |   1027000 | PA      | $1029245.33   | 0.25%             | 2031-04-26      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                      | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1937260.99   | 0.46%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                 | CUSIP: 31288QFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3379439 | PA      | $3324111.00   | 0.80%             | 2049-01-01      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                            | Sunrun Atlas Issuer 2019-2 LLC                                            | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484172 | PA      | $466149.39    | 0.11%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                     | SPIRIT DIP NEWMONEY1ST DR                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62807 | PA      | $62728.50     | 0.02%             | 2040-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities                            | Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2005-4 | CUSIP: 00764MGH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349831 | PA      | $342658.70    | 0.08%             | 2035-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270611.13    | 0.06%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                           | SMB Private Education Loan Trust 2021-C                                   | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1546758 | PA      | $1536612.35   | 0.37%             | 2053-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653324 | PA      | $574197.78    | 0.14%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                         | Whitebox CLO III Ltd                                                      | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1101190.09   | 0.26%             | 2035-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                      | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1543895.76   | 0.37%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                  | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1010857.06   | 0.24%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Woodmont Trust                                           | Woodmont 2023-12 Trust                                                    | CUSIP: 979926AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    828447 | PA      | $829350.52    | 0.20%             | 2032-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                  | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407918.16    | 0.10%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                     | Las Vegas Sands Corp                                                      | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1677803.34   | 0.40%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                    | Amrize Finance US LLC                                                     | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1113890.35   | 0.27%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                            | Commonbond Student Loan Trust 2021-A-GS                                   | CUSIP: 20268WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300262 | PA      | $257678.58    | 0.06%             | 2052-03-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                           | SWCH Commercial Mortgage Trust 2025-DATA                                  | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1111631.02   | 0.27%             | 2042-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                            | TransDigm Inc                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237179.91    | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3140XJFG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396487 | PA      | $399603.22    | 0.10%             | 2038-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                 | Virgin Media Bristol LLC                                                  | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    295000 | PA      | $290021.88    | 0.07%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | SWOP IRS USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |  12180000 | NC      | $48560.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMRT                                                     | SMRT 2022-MINI                                                            | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1558059.05   | 0.37%             | 2039-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                           | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371076.42    | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                 | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1865000 | PA      | $1865914.04   | 0.45%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                        | CUSIP: 3137FQX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546775 | PA      | $536641.69    | 0.13%             | 2049-09-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                 | Blue Racer Midstream LLC / Blue Racer Finance Corp                        | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $266024.50    | 0.06%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd                                       | Elmwood CLO 29 Ltd                                                        | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250652.03    | 0.06%             | 2037-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                  | Fannie Mae Grantor Trust 2000-T6                                          | CUSIP: 31358SR78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69613 | PA      | $69527.45     | 0.02%             | 2040-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                        | CUSIP: 3622ACYL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    965231 | PA      | $998227.00    | 0.24%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                 | Canadian Pacific Railway Co                                               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1380000 | PA      | $1349860.65   | 0.32%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1399456.18   | 0.33%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                            | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    940000 | PA      | $982718.95    | 0.24%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                  | Royal Caribbean Cruises Ltd                                               | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1160000 | PA      | $1180821.23   | 0.28%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                  | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $213039.75    | 0.05%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                              | Cencora Inc                                                               | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    770000 | PA      | $779963.99    | 0.19%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1690000 | PA      | $1722641.67   | 0.41%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                      | Bank of Nova Scotia/The                                                   | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $769036.02    | 0.18%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                                  | CUSIP: 38376RRL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    576999 | PA      | $580146.31    | 0.14%             | 2066-03-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                | Towd Point Mortgage Trust 2019-HY1                                        | CUSIP: 89177EAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1503950.67   | 0.36%             | 2048-10-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                           | New Century Home Equity Loan Trust 2004-2                                 | CUSIP: 64352VGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38920 | PA      | $69451.23     | 0.02%             | 2034-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                     | SPIRI DIP NEWMONEY 2ND DR                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15541 | PA      | $13947.63     | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hildene Community Funding CLO                            | Hildene Community Funding CDO Ltd                                         | CUSIP: 43133KAC9<br>LEI: 549300845E8YWIPN4S43 | Long             | ABS-O            | CORP              | KY        |    287178 | PA      | $255687.75    | 0.06%             | 2035-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                              | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    850000 | PA      | $855214.49    | 0.20%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62928.15     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                              | Legacy Mortgage Asset Trust 2021-GS5                                      | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    969437 | PA      | $970922.21    | 0.23%             | 2067-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                  | Delta Air Lines 2020-1 Class AA Pass Through Trust                        | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350515 | PA      | $336730.35    | 0.08%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                                    | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1955491.81   | 0.47%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                             | SETANTA AIRCRAFT LEASING                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    192500 | PA      | $193735.85    | 0.05%             | 2028-11-06      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                       | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1000321.09   | 0.24%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2021-BNK36                                                           | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $350936.55    | 0.08%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                            | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    630000 | PA      | $633184.69    | 0.15%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                   | SLM Private Credit Student Loan Trust 2006-B                              | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |    716890 | PA      | $701277.06    | 0.17%             | 2039-12-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                    | Aon North America Inc                                                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1215629.10   | 0.29%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                            | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    570000 | PA      | $572340.22    | 0.14%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America Inc                                          | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197486.73    | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                              | Legacy Mortgage Asset Trust 2021-GS2                                      | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461398 | PA      | $461766.96    | 0.11%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                  | Fannie Mae Grantor Trust 2004-T3                                          | CUSIP: 31393YV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    237117 | PA      | $238850.48    | 0.06%             | 2043-08-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi                           | GM Financial Consumer Automobile Receivables Trust 2022-4                 | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2162151.37   | 0.52%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    568000 | PA      | $503596.44    | 0.12%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                                  | CUSIP: 38380LF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    812729 | PA      | $811527.90    | 0.19%             | 2069-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                           | CarVal CLO XI C Ltd                                                       | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $831529.77    | 0.20%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                            | UBS AG/London                                                             | CUSIP: 902674ZZ6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1184277.16   | 0.28%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                           | 1261229 BC Ltd                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    570000 | PA      | $589773.30    | 0.14%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                  | Royal Caribbean Cruises Ltd                                               | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    660000 | PA      | $665179.60    | 0.16%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Student Loan Trust 2021-1                                         | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408070 | PA      | $407156.32    | 0.10%             | 2069-12-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                         | Trinitas CLO XVI Ltd                                                      | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |    660000 | PA      | $660099.00    | 0.16%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                  | Connecticut Light and Power Co/The                                        | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460382.11    | 0.11%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                      | PFS Financing Corp                                                        | CUSIP: 69335PFD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1380943.09   | 0.33%             | 2028-01-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2019-AFC1 Trust                                                      | CUSIP: 12596XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138262 | PA      | $134222.10    | 0.03%             | 2049-07-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc                                        | UPBOUND GROUP INC                                                         | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    504215 | PA      | $506106.28    | 0.12%             | 2032-08-13      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                 | Columbia Pipelines Holding Co LLC                                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1724093.37   | 0.41%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                        | Japan Tobacco Inc                                                         | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    970000 | PA      | $988667.37    | 0.24%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                 | Florida Power & Light Co                                                  | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    680000 | PA      | $707664.69    | 0.17%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                  | JAZZ FINANCING LUX SARL                                                   | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    309395 | PA      | $310985.45    | 0.07%             | 2028-05-05      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                 | Warnermedia Holdings Inc                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    196000 | PA      | $194077.24    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                  | John Deere Capital Corp                                                   | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1024108.01   | 0.25%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                      | SPIRIT AIRLINES LLC                                                       | CUSIP: 84863V135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7278 | NS      | $2256.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                           | Enterprise Fleet Financing 2023-1 LLC                                     | CUSIP: 29375CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2528007.50   | 0.60%             | 2029-10-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-VOLT                                    | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1414489 | PA      | $1413856.50   | 0.34%             | 2036-09-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                             | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1313333.05   | 0.31%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                         | Freddie Mac Strips                                                        | CUSIP: 31351DCS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.20        | 0.00%             | 2028-06-01      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                           | CUSIP: 3138EKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190314 | PA      | $192549.40    | 0.05%             | 2037-09-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2025-1                                          | CUSIP: 64035EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2030000 | PA      | $2030634.17   | 0.49%             | 2033-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                 | RTX Corp                                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    610000 | PA      | $612118.05    | 0.15%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                      | Inversiones CMPC SA                                                       | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   1300000 | PA      | $1301186.90   | 0.31%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2019-AFC1 Trust                                                      | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62881 | PA      | $60955.97     | 0.01%             | 2049-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1560000 | PA      | $1602257.28   | 0.38%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                         | Ocean Trails CLO XII Ltd                                                  | CUSIP: 67515DAS7<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |    870000 | PA      | $871110.47    | 0.21%             | 2035-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                | Prosus NV                                                                 | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   1330000 | PA      | $1309264.26   | 0.31%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                            | Allstate Corp/The                                                         | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199720.02    | 0.05%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                 | Columbia Pipelines Holding Co LLC                                         | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1739353.56   | 0.42%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                   | SLM Student Loan Trust 2013-1                                             | CUSIP: 78447MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529364 | PA      | $524843.86    | 0.13%             | 2055-05-26      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                      | Georgia-Pacific LLC                                                       | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1183714.21   | 0.28%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                 | OBX 2021-NQM3 Trust                                                       | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685901 | PA      | $568902.11    | 0.14%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                        | CUSIP: 3617MKP78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60080 | PA      | $51700.10     | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                               | Humana Inc                                                                | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239482.70    | 0.06%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                   | SLM Student Loan Trust 2013-6                                             | CUSIP: 78448CAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533789 | PA      | $533963.15    | 0.13%             | 2028-06-26      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2024-BIO2                                    | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $382082.96    | 0.09%             | 2041-08-13      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Battery Park CLO Ltd.                                    | Battery Park Clo Ltd                                                      | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $320508.80    | 0.08%             | 2036-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                     | Mercedes-Benz Finance North America LLC                                   | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1209541.03   | 0.29%             | 2029-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    830000 | PA      | $819867.09    | 0.20%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva                           | Capital One Prime Auto Receivables Trust 2022-2                           | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69220 | PA      | $69169.94     | 0.02%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2022-AHP                                     | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570000 | PA      | $1568522.94   | 0.38%             | 2039-01-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                 | Western Midstream Operating LP                                            | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1862165.54   | 0.45%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                    | American Airlines 2015-1 Class A Pass Through Trust                       | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1251587 | PA      | $1234029.85   | 0.30%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                        | CUSIP: 3622AANA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19198 | PA      | $17947.72     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                    | Continental Resources Inc/OK                                              | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408682.75    | 0.10%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                          | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1868311.82   | 0.45%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                     | MAD Commercial Mortgage Trust 2025-11MD                                   | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $653880.44    | 0.16%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                        | NEXSTAR MEDIA INC                                                         | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    339150 | PA      | $340240.37    | 0.08%             | 2032-06-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2021-NQM7                                                            | CUSIP: 12662QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346252 | PA      | $311197.53    | 0.07%             | 2066-10-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                         | LPL Holdings Inc                                                          | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1136489.32   | 0.27%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                         | Ocean Trails Clo X                                                        | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $570770.75    | 0.14%             | 2034-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674984.86    | 0.16%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2019-A                          | CUSIP: 63941BAC9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     31449 | PA      | $31450.94     | 0.01%             | 2043-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                    | Black Diamond CLO 2024-1 Ltd                                              | CUSIP: 09204UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1130000 | PA      | $1133643.80   | 0.27%             | 2037-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                    | Quest Diagnostics Inc                                                     | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    570000 | PA      | $577264.43    | 0.14%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                 | Viper Energy Partners LLC                                                 | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303964.50    | 0.07%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2021-A                                          | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1546132.29   | 0.37%             | 2062-04-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                           | Apidos CLO XXX                                                            | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   1230000 | PA      | $1231704.90   | 0.29%             | 2031-10-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                              | PRKCM 2024-HOME1 Trust                                                    | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527697 | PA      | $535362.90    | 0.13%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                           | Enterprise Fleet Financing 2023-1 LLC                                     | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173375 | PA      | $173695.81    | 0.04%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                             | Spirit Aviation Holdings Inc                                              | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10243 | NS      | $3175.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimco                                                    | Aimco CLO 15 Ltd                                                          | CUSIP: 00889BAE1<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $890226.15    | 0.21%             | 2038-04-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                    | Quikrete Holdings Inc                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218236.20    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | ULTRA U.S. TREASURY BOND                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -2 | NC      | $-2815.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FannieMae Whole Loan                                     | Fannie Mae Trust 2003-W6                                                  | CUSIP: 31393BW76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170805 | PA      | $171706.50    | 0.04%             | 2042-08-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                            | McKesson Corp                                                             | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1391192.37   | 0.33%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                              | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    980000 | PA      | $999029.75    | 0.24%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2023-R08                              | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $890863.30    | 0.21%             | 2043-10-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| SESAC Finance, LLC                                       | Sesac Finance LLC                                                         | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1169175 | PA      | $1200366.02   | 0.29%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                            | New Residential Mortgage Loan Trust 2021-NQM3                             | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573748 | PA      | $519760.64    | 0.12%             | 2056-11-27      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                               | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1881320.73   | 0.45%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                             | Vontier Corp                                                              | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1674864.29   | 0.40%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BAYFRONT IABS VII PTE. LTD.                              | Bayfront Iabs VII Pte Ltd                                                 | CUSIP: 000000000<br>LEI: 213800DAFLLBYWNXMG91 | Long             | ABS-CBDO         | CORP              | SG        |    660000 | PA      | $660343.86    | 0.16%             | 2048-04-11      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                        | CUSIP: 3622ACXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    981068 | PA      | $997904.56    | 0.24%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US LONG BOND(CBT)                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -14 | NC      | $-8446.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                         | Altria Group Inc                                                          | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1007240.37   | 0.24%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-CIP                                     | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96761 | PA      | $96697.85     | 0.02%             | 2038-12-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                                  | CUSIP: 38380QYC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1245597 | PA      | $1239764.48   | 0.30%             | 2070-04-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2023-V3 Mortgage Trust                                          | CUSIP: 08163VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20888322 | PA      | $392220.03    | 0.09%             | 2056-07-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                              | GECU Auto Receivables Trust 2023-1                                        | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    834456 | PA      | $838718.19    | 0.20%             | 2028-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                          | Sands China Ltd                                                           | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $207716.34    | 0.05%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                  | GA Global Funding Trust                                                   | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1704292.99   | 0.41%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    940000 | PA      | $984685.18    | 0.24%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                      | Cardinal Health Inc                                                       | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1057594.50   | 0.25%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America Inc                                          | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    640000 | PA      | $669216.00    | 0.16%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US 5YR NOTE (CBT)                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -12 | NC      | $729.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Credit CLO LLC                                      | Apex Credit CLO 2020 LTD                                                  | CUSIP: 03756ABC0<br>LEI: 549300WAK1RS0910RU63 | Long             | ABS-CBDO         | CORP              | BM        |    620000 | PA      | $620290.35    | 0.15%             | 2035-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                        | Cedar Funding V CLO Ltd                                                   | CUSIP: 15032AAY3<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |   1163543 | PA      | $1150236.10   | 0.28%             | 2031-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2024-II Ltd                                                  | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200525.62    | 0.05%             | 2037-04-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                       | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1             | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    698400 | PA      | $645277.87    | 0.15%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receiva                           | American Heritage Auto Receivables Issuer Trust 2025-1                    | CUSIP: 02650VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $914354.17    | 0.22%             | 2030-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                 | FirstEnergy Transmission LLC                                              | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    970000 | PA      | $982733.07    | 0.24%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2457261.93   | 0.59%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                          | QazaqGaz NC JSC                                                           | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   1550000 | PA      | $1541839.76   | 0.37%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Student Loan Trust 2015-1                                         | CUSIP: 63939FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546163 | PA      | $531266.76    | 0.13%             | 2040-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                             | DNB Bank ASA                                                              | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1230000 | PA      | $1214559.23   | 0.29%             | 2027-05-25      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       120 | NC      | $750.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boca Commercial Mortgage Trust                           | BOCA Commercial Mortgage Trust 2024-BOCA                                  | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $782206.00    | 0.19%             | 2041-08-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | Hyundai Capital America                                                   | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    940000 | PA      | $955955.38    | 0.23%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                       | Roche Holdings Inc                                                        | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1005247.26   | 0.24%             | 2029-03-08      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                 | Pioneer Natural Resources Co                                              | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1155778.74   | 0.28%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1078908.33   | 0.26%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                         | Altria Group Inc                                                          | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1449240.77   | 0.35%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2021-NQM5 Trust                                                      | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670260 | PA      | $575041.42    | 0.14%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                  | Dryden 41 Senior Loan Fund                                                | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |     60779 | PA      | $60793.72     | 0.01%             | 2031-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                              | Hertz Vehicle Financing LLC                                               | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   2120000 | PA      | $2065583.42   | 0.49%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                           | RAMP Series 2004-SL4 Trust                                                | CUSIP: 76112BGP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5661 | PA      | $1722.58      | 0.00%             | 2032-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        88 | NC      | $6050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                        | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2198718.17   | 0.53%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                      | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    960000 | PA      | $973507.77    | 0.23%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co                                                       | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    690000 | PA      | $694306.64    | 0.17%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2021-B31 Mortgage Trust                                         | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $557069.19    | 0.13%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                     | Lockheed Martin Corp                                                      | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725156.09    | 0.17%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                     | Cross 2024-H2 Mortgage Trust                                              | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238181 | PA      | $240575.66    | 0.06%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                            | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    850000 | PA      | $866246.39    | 0.21%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                      | Lightning Power LLC                                                       | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116820.11    | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                          | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1993197 | PA      | $1746858.60   | 0.42%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                               | Federal National Mortgage Association                                     | CUSIP: 3135G07G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1210000 | PA      | $1210705.67   | 0.29%             | 2026-06-18      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-23

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer