# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0000940400-26-007247
**Filing Date:** 2026-2
**Character Count:** 288884
**Document Hash:** 896a0db1e471f15c3bac7866bc9013b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007247.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007247

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**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:** 26664692

**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 Corporate Bond Fund (Series ID: S000016627)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000046422 | Class A      | SIGAX           |
| C000046424 | Class C1     | SBILX           |
| C000046425 | Class I      | SIGYX           |
| C000076699 | Class P      | LCBPX           |
| C000088506 | Class C      | LWBOX           |

## 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 Corporate Bond Fund

- **b. EDGAR series identifier (if any):** S000016627

- **c. LEI of Series:** 549300DBJPHLYDQ5PO37

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $561434929.58

**Total Liabilities:** $6630388.92

**Net Assets:** $554804540.66

**Delayed Delivery Securities:** $3650000.00

**Cash Not Reported:** $2488660.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 340.00000000 | **1-Year:** 19060.98000000 | **5-Year:** 120458.80000000 | **10-Year:** 178684.36000000 | **30-Year:** 24252.41000000

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

- **3-Month:** 54.70000000 | **1-Year:** 4466.48000000 | **5-Year:** 7530.90000000 | **10-Year:** 6650.42000000 | **30-Year:** 152.22000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000046422 | 0.49%                | 0.56%                | -0.25%               |
| Class ID C000046424 | 0.45%                | 0.52%                | -0.21%               |
| Class ID C000046425 | 0.52%                | 0.60%                | -0.22%               |
| Class ID C000076699 | 0.48%                | 0.55%                | -0.26%               |
| Class ID C000088506 | 0.43%                | 0.51%                | -0.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $833565.29               | $-218896.19                                |
| Month 2  | $332742.91               | $1038026.38                                |
| Month 3  | $354764.70               | $-3855926.41                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Credit

- **Index Identifier:** NA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       921 | NC      | $-38162.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    849000 | PA      | $748843.27    | 0.13%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172519.18    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2013322.78   | 0.36%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUMTER LANDING FL CDD RECREATI                          | Sumter Landing Community Development District                                    | CUSIP: 86657MBK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $262387.65    | 0.05%             | 2047-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                    | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1048715.92   | 0.19%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | TALEN ENERGY SUPPLY LLC                                                          | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    470000 | PA      | $470662.70    | 0.08%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84536.34     | 0.02%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $963722.75    | 0.17%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $613384.36    | 0.11%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1039121.25   | 0.19%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1109870.70   | 0.20%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    780000 | PA      | $714963.40    | 0.13%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding, LLC                               | Jimmy Johns Funding LLC                                                          | CUSIP: 47760QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    627250 | PA      | $622109.25    | 0.11%             | 2052-04-30      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58267.02     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    930000 | PA      | $1040037.60   | 0.19%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                   | Dominion Energy South Carolina Inc                                               | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    570000 | PA      | $590633.27    | 0.11%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1056192.90   | 0.19%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1005939.18   | 0.18%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    940000 | PA      | $984446.02    | 0.18%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                                 | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2200546.50   | 0.40%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86766.09     | 0.02%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    320000 | PA      | $209984.64    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1344739.72   | 0.24%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1144226.78   | 0.21%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $384340.74    | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1092808.45   | 0.20%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    710000 | PA      | $735024.33    | 0.13%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                            | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557066.72    | 0.10%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    810000 | PA      | $547247.94    | 0.10%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2270000 | PA      | $2249858.74   | 0.41%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235238.49    | 0.04%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                           | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    930000 | PA      | $1013159.51   | 0.18%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    510000 | PA      | $487565.50    | 0.09%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142798.18    | 0.03%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433550.60    | 0.08%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50184.28     | 0.01%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                                | Redwood Funding Trust 2025-3                                                     | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305938 | PA      | $1318685.41   | 0.24%             | 2056-12-27      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1735936.15   | 0.31%             | 2036-01-24      | Fixed         | 5.50%                 | 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        |   1040000 | PA      | $1093405.36   | 0.20%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144385.52    | 0.03%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    685000 | PA      | $690910.87    | 0.12%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                              | Nuveen LLC                                                                       | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $915379.95    | 0.16%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                    | Howmet Aerospace Inc                                                             | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    680000 | PA      | $699205.23    | 0.13%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                    | Howmet Aerospace Inc                                                             | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1255997.88   | 0.23%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1435788.80   | 0.26%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16217.51     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                     | Apex Credit CLO 2021-II LLC                                                      | CUSIP: 03755QAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1570000 | PA      | $1570741.98   | 0.28%             | 2034-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625257.60    | 0.11%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    228000 | PA      | $225878.71    | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $434396.11    | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FORD HOLDINGS LLC                                       | Ford Holdings LLC                                                                | CUSIP: 345277AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $340342.02    | 0.06%             | 2030-03-01      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                    | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335792.90    | 0.06%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS                                 | Horizon Mutual Holdings Inc                                                      | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1074211.46   | 0.19%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                      | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |   2260811 | PA      | $2351243.25   | 0.42%             | 2029-09-30      | Floating      | 9.64%                 | No            |                  3 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                       | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1248263.63   | 0.22%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDX5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $211587.65    | 0.04%             | 2031-07-08      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $583169.95    | 0.11%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    660000 | PA      | $491016.06    | 0.09%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $322211.44    | 0.06%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $538085.11    | 0.10%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                  | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    940000 | PA      | $963784.82    | 0.17%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $255128.30    | 0.05%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                     | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499811.50    | 0.09%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1138867.11   | 0.21%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2849611.34   | 0.51%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1192894.39   | 0.22%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2023-R08                                     | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    672304 | PA      | $673616.27    | 0.12%             | 2043-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5370482.16   | 0.97%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    610000 | PA      | $623228.59    | 0.11%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                 | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    670000 | PA      | $541452.86    | 0.10%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | Citibank NA                                                                      | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1195659.32   | 0.22%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                  | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $65533.29     | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399727.21    | 0.07%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                         | Renew 2023-1                                                                     | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675388 | PA      | $1650341.33   | 0.30%             | 2058-11-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                  | Synovus Financial Corp                                                           | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    880000 | PA      | $914828.24    | 0.16%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 693070AD6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    810000 | PA      | $851921.55    | 0.15%             | 2027-06-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $125882.25    | 0.02%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    490000 | PA      | $454316.64    | 0.08%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                | Baltimore Gas and Electric Co                                                    | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    660000 | PA      | $684253.53    | 0.12%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1504603.21   | 0.27%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1313747.65   | 0.24%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312581.53    | 0.06%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2350000 | PA      | $2410277.50   | 0.43%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                 | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2094619.94   | 0.38%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    390000 | PA      | $330712.26    | 0.06%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1145377.74   | 0.21%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                          | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761135 | PA      | $765318.17    | 0.14%             | 2063-06-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    620000 | PA      | $669746.15    | 0.12%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379161.33    | 0.07%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $648678.10    | 0.12%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    440000 | PA      | $457699.26    | 0.08%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $247490.26    | 0.04%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $877623.22    | 0.16%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340851.06    | 0.06%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    890000 | PA      | $882498.94    | 0.16%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit                           | Freddie Mac Mscr Trust Mn12                                                      | CUSIP: 355913AB0<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | USGSE             | US        |   1350000 | PA      | $1354231.98   | 0.24%             | 2045-11-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    940000 | PA      | $935628.11    | 0.17%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1834663.45   | 0.33%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $715434.66    | 0.13%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    350000 | PA      | $356455.24    | 0.06%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1411000 | PA      | $1410933.68   | 0.25%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    930000 | PA      | $945539.48    | 0.17%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $420432.29    | 0.08%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                   | General Dynamics Corp                                                            | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    490000 | PA      | $449473.55    | 0.08%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208628.50    | 0.04%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    860000 | PA      | $1016272.32   | 0.18%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172052.91    | 0.03%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    610000 | PA      | $671121.39    | 0.12%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                | Fox Corp                                                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632324.63    | 0.11%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                 | New York Life Insurance Co                                                       | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    730000 | PA      | $542800.69    | 0.10%             | 2050-05-15      | Fixed         | 3.75%                 | 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        |       110 | NC      | $-40581.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1220000 | PA      | $1213290.00   | 0.22%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    360000 | PA      | $326831.03    | 0.06%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                                | Meiji Yasuda Life Insurance Co                                                   | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   1890000 | PA      | $1961888.04   | 0.35%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1161521.00   | 0.21%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    580000 | PA      | $406598.64    | 0.07%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    360000 | PA      | $361246.16    | 0.07%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2619113.08   | 0.47%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                  | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $374578.36    | 0.07%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                  | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    560000 | PA      | $572813.98    | 0.10%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3371257.44   | 0.61%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2430000 | PA      | $2389753.13   | 0.43%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    260000 | PA      | $221531.38    | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31834.48     | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713798.23    | 0.13%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                         | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1190000 | PA      | $1076277.29   | 0.19%             | 2051-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1084351.92   | 0.20%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                    | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     47622 | NS      | $1168643.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1234734.72   | 0.22%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1270262.76   | 0.23%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2AA PTT                                 | Air Canada 2015-2 Class AA Pass Through Trust                                    | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    352233 | PA      | $347625.07    | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                         | Yamana Gold Inc                                                                  | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1560221.74   | 0.28%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $270836.85    | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466086.78    | 0.08%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1225456.45   | 0.22%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    410000 | PA      | $363345.83    | 0.07%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1402149.80   | 0.25%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1985058.27   | 0.36%             | 2041-10-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    650000 | PA      | $728380.43    | 0.13%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                         | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $304412.35    | 0.05%             | 2050-01-23      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1265116.06   | 0.23%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163749.19    | 0.03%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                    | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $94568.47     | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                        | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    790000 | PA      | $828197.38    | 0.15%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                 | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1336926.66   | 0.24%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377412.07    | 0.07%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    660000 | PA      | $663013.81    | 0.12%             | 2036-01-15      | Fixed         | 5.38%                 | 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        |    390193 | PA      | $410584.42    | 0.07%             | 2041-10-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1420842.57   | 0.26%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    820000 | PA      | $869588.55    | 0.16%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139757.23    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    240000 | PA      | $238318.14    | 0.04%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588754.14    | 0.11%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    550000 | PA      | $590121.85    | 0.11%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                  | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   1560000 | PA      | $1607970.00   | 0.29%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1736832.66   | 0.31%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $205732.00    | 0.04%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88211.34     | 0.02%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    620000 | PA      | $634037.74    | 0.11%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2020294.80   | 0.36%             | 2077-08-16      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1223079.46   | 0.22%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GRANITE RIDGE RESOURCES                                 | Granite Ridge Resources Inc                                                      | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1706943.75   | 0.31%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $192934.48    | 0.03%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $833973.66    | 0.15%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    930000 | PA      | $1091194.11   | 0.20%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1249143.61   | 0.23%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    920000 | PA      | $825672.18    | 0.15%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    670000 | PA      | $703697.74    | 0.13%             | 2036-04-17      | Fixed         | 5.66%                 | 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        |   2205951 | NS      | $2205951.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    960000 | PA      | $626564.76    | 0.11%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                       | CI Financial Corp                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   2070000 | PA      | $2202903.23   | 0.40%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61367.63     | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    740000 | PA      | $768974.13    | 0.14%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    940000 | PA      | $711110.00    | 0.13%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $544700.55    | 0.10%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                 | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $169575.84    | 0.03%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                           | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1738930.80   | 0.31%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    194595 | PA      | $173384.33    | 0.03%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    210000 | PA      | $225648.98    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $297340.60    | 0.05%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                                | Verdelite Static CLO 2024-1 Ltd                                                  | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1280000 | PA      | $1278690.30   | 0.23%             | 2032-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                      | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1126495.66   | 0.20%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                  | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1126000 | PA      | $1127406.60   | 0.20%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2730000 | PA      | $2553296.82   | 0.46%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1661477.45   | 0.30%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    870000 | PA      | $924579.49    | 0.17%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    560000 | PA      | $519486.30    | 0.09%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1394544.86   | 0.25%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                        | CUSIP: 413875AE5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800563.40    | 0.14%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                 | Manulife Financial Corp                                                          | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   2170000 | PA      | $2165500.70   | 0.39%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                              | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |   1380000 | PA      | $1411323.18   | 0.25%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                             | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663502.49    | 0.12%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $544379.42    | 0.10%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                 | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $616703.02    | 0.11%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150726.92    | 0.03%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II                                | Wynnton Funding Trust II                                                         | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $747175.97    | 0.13%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    961000 | PA      | $1084682.56   | 0.20%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114597.77    | 0.02%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                   | Becton Dickinson & Co                                                            | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80914.77     | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                           | American Municipal Power Inc                                                     | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    460000 | PA      | $534834.04    | 0.10%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $496302.38    | 0.09%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $685522.43    | 0.12%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    660000 | PA      | $513387.15    | 0.09%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                       | Entergy Texas Inc                                                                | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    580000 | PA      | $595863.75    | 0.11%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                | Time Warner Cable Enterprises LLC                                                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1245991.04   | 0.22%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $272791.37    | 0.05%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1080074.91   | 0.19%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1371305.86   | 0.25%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2276049.07   | 0.41%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $854955.52    | 0.15%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    470000 | PA      | $359474.01    | 0.06%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Operating Company, LLC                      | VISTRA ZERO OPERATING CO                                                         | CUSIP: 92841DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1063650 | PA      | $1055007.84   | 0.19%             | 2031-04-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    580000 | PA      | $595337.11    | 0.11%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2482219.40   | 0.45%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $934231.29    | 0.17%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1150000 | PA      | $1202900.00   | 0.22%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                | African Export-Import Bank/The                                                   | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |   1010000 | PA      | $1001557.97   | 0.18%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $144519.06    | 0.03%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421641.88    | 0.08%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1352724.61   | 0.24%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    830000 | PA      | $790137.18    | 0.14%             | 2030-10-22      | Fixed         | 2.88%                 | 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        |       -55 | NC      | $6717.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694119.30    | 0.13%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    630000 | PA      | $493910.88    | 0.09%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN RAIL CO                                | Norfolk Southern Railway Co                                                      | CUSIP: 655855FB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $422755.26    | 0.08%             | 2043-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1456223.88   | 0.26%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2803663.55   | 0.51%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $581927.36    | 0.10%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                          | New York State Dormitory Authority                                               | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1329284.24   | 0.24%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                              | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $303696.38    | 0.05%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                              | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1436924.89   | 0.26%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1437183.71   | 0.26%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    870000 | PA      | $859209.48    | 0.15%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                | WEA Finance LLC / Westfield UK & Europe Finance PLC                              | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $303490.88    | 0.05%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262073.80    | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                | Barrick PD Australia Finance Pty Ltd                                             | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $473923.84    | 0.09%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                      | AmFam Holdings Inc                                                               | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $243102.84    | 0.04%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    620000 | PA      | $615692.87    | 0.11%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    530000 | PA      | $453789.79    | 0.08%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $770979.80    | 0.14%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                         | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397881 | PA      | $384695.75    | 0.07%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                         | Renew 2024-1                                                                     | CUSIP: 75973VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1878986 | PA      | $1881415.30   | 0.34%             | 2059-11-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $228476.79    | 0.04%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    780000 | PA      | $705127.22    | 0.13%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117740.77    | 0.02%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    216000 | PA      | $144661.79    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                  | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145148.60    | 0.03%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1208133.27   | 0.22%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    490000 | PA      | $509823.73    | 0.09%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    770000 | PA      | $762843.89    | 0.14%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $173764.41    | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    530000 | PA      | $461468.50    | 0.08%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $572839.04    | 0.10%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP                                | LBJ Infrastructure Group LLC                                                     | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |    910000 | PA      | $638368.99    | 0.12%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1130000 | PA      | $1143096.08   | 0.21%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1374475.00   | 0.25%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                   | Amrize Finance US LLC                                                            | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    630000 | PA      | $650030.21    | 0.12%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   1250000 | PA      | $891510.19    | 0.16%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                     | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $670231.70    | 0.12%             | 2026-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2178472.01   | 0.39%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                         | Yamana Gold Inc                                                                  | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $197877.68    | 0.04%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2390650.00   | 0.43%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557157.29    | 0.10%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134626.69    | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                  | Orlando Health Obligated Group                                                   | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $574925.47    | 0.10%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   2000000 | PA      | $2039680.00   | 0.37%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                  | American Airlines 2025-1 Class A Pass Through Trust                              | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $617320.30    | 0.11%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121002 | PA      | $115667.44    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437869.32    | 0.08%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DE4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4894.60      | 0.00%             | 2044-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | MIDCAP FINANCIAL ISSR TR                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1110000.00   | 0.20%             | 2056-01-12      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $207254.69    | 0.04%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                               | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1470771.37   | 0.27%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $657802.51    | 0.12%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    520000 | PA      | $535153.50    | 0.10%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2348720.92   | 0.42%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2257688.62   | 0.41%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| DELPHI FINANCIAL GROUP                                  | Delphi Financial Group Inc                                                       | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |     15675 | NS      | $385996.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558230.48    | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                            | DNB Bank ASA                                                                     | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1480000 | PA      | $1474726.49   | 0.27%             | 2031-11-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1390294.27   | 0.25%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2240000 | PA      | $2275280.00   | 0.41%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    760000 | PA      | $694539.40    | 0.13%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                         | CLI Funding IX LLC                                                               | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   1372888 | PA      | $1386025.77   | 0.25%             | 2049-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    690000 | PA      | $646786.34    | 0.12%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $431325.85    | 0.08%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                             | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1531448.14   | 0.28%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                            | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1439884.34   | 0.26%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1178935.86   | 0.21%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON OEI OPERATING LLC                                 | Devon OEI Operating LLC                                                          | CUSIP: 812007AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1284648.58   | 0.23%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                 | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    590000 | PA      | $375656.09    | 0.07%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                | SCE Recovery Funding LLC                                                         | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1046452 | PA      | $1043171.12   | 0.19%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $915801.90    | 0.17%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1442995.92   | 0.26%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    380000 | PA      | $365073.46    | 0.07%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DQ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    550000 | PA      | $578311.25    | 0.10%             | 2027-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $288846.12    | 0.05%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1919586.20   | 0.35%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2098931.45   | 0.38%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    130000 | PA      | $131027.00    | 0.02%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $223815.87    | 0.04%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    790000 | PA      | $815870.82    | 0.15%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2722809.00   | 0.49%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                   | Reynolds American Inc                                                            | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    610000 | PA      | $724580.24    | 0.13%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                | Asplundh Tree Expert LLC                                                         | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    977953 | PA      | $982725.78    | 0.18%             | 2027-09-07      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $980045.00    | 0.18%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1920000 | PA      | $1929133.44   | 0.35%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $270677.20    | 0.05%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $591102.70    | 0.11%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    390000 | PA      | $377840.26    | 0.07%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                                 | JG Wentworth XLII LLC                                                            | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153728 | PA      | $140723.49    | 0.03%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143907.48    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    240000 | PA      | $198900.00    | 0.04%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                           | State of California                                                              | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    600000 | PA      | $698920.68    | 0.13%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $457180.57    | 0.08%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474827.76    | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    520000 | PA      | $538259.11    | 0.10%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RHX3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2931698.88   | 0.53%             | 2028-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1983116.49   | 0.36%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    680000 | PA      | $764237.29    | 0.14%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386996.26    | 0.07%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                 | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   1060000 | PA      | $1111589.14   | 0.20%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220697.58    | 0.04%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                        | MercadoLibre Inc                                                                 | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1646037.28   | 0.30%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    690000 | PA      | $482904.73    | 0.09%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1367498.95   | 0.25%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21892.25     | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                  | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1407542.01   | 0.25%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    823000 | PA      | $462960.84    | 0.08%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    770000 | PA      | $775646.93    | 0.14%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    840000 | PA      | $839563.87    | 0.15%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                 | Procter & Gamble Co/The                                                          | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2213084.37   | 0.40%             | 2032-11-03      | Fixed         | 4.10%                 | 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        |       428 | NC      | $49212.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457937.87    | 0.08%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $116707.03    | 0.02%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    850000 | PA      | $833724.85    | 0.15%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $155163.41    | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2                          | FS Commercial Mortgage Trust 2023-4SZN                                           | CUSIP: 30334RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1215285.72   | 0.22%             | 2039-11-10      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314484.23    | 0.06%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM15 Trust                                                             | CUSIP: 67449DAB5<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |    602273 | PA      | $607321.38    | 0.11%             | 2064-10-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    630000 | PA      | $622082.81    | 0.11%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Schweitzer-Mauduit International Inc                    | Mativ Holdings Inc                                                               | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    134624 | PA      | $133950.64    | 0.02%             | 2028-04-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    410000 | PA      | $421416.72    | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XXXIX LLC                                | J.G. Wentworth XXXIX LLC                                                         | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428759 | PA      | $390833.43    | 0.07%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                  | NBCUniversal Media LLC                                                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     62000 | PA      | $52739.73     | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    670000 | PA      | $654582.36    | 0.12%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    440000 | PA      | $431939.00    | 0.08%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY OP CO                                    | Coterra Energy Operating Co                                                      | CUSIP: 171798AE1<br>LEI: 11KYOFXPU1C4CQL1CL44 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1686991.82   | 0.30%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                     | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391819.63    | 0.07%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $611549.98    | 0.11%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1280200.00   | 0.23%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    730000 | PA      | $761665.94    | 0.14%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $812141.77    | 0.15%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $808292.11    | 0.15%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $251017.79    | 0.05%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 A PTT                                 | United Airlines 2016-2 Class A Pass Through Trust                                | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1342937 | PA      | $1285064.53   | 0.23%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                 | Procter & Gamble Co/The                                                          | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2093435.98   | 0.38%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $542718.94    | 0.10%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM15 Trust                                                             | CUSIP: 67449DAC3<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |   1277109 | PA      | $1283512.21   | 0.23%             | 2064-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174232.20    | 0.03%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $509546.45    | 0.09%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                          | TRUIST INSURANCE HOLDING                                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1259516 | PA      | $1263193.92   | 0.23%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1267497.38   | 0.23%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $987888.00    | 0.18%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226000.91    | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $389400.70    | 0.07%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79299 | PA      | $79258.26     | 0.01%             | 2041-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E                          | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $470043.01    | 0.08%             | 2043-01-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    820000 | PA      | $865206.60    | 0.16%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    630000 | PA      | $645405.88    | 0.12%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1128224.96   | 0.20%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    570000 | PA      | $525265.22    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    550000 | PA      | $443504.24    | 0.08%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1055524.94   | 0.19%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1137114.60   | 0.20%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247472.64    | 0.04%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411547.00    | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380190.30    | 0.07%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                          | Greystone CRE Notes 2024-HC3                                                     | CUSIP: 39808MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1270000 | PA      | $1279200.39   | 0.23%             | 2041-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $419467.56    | 0.08%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| FREEPORT MINERALS CORP                                  | Freeport Minerals Corp                                                           | CUSIP: 717265AL6<br>LEI: G4008SUSNH0WBKRVG414 | Long             | DBT              | CORP              | US        |    280000 | PA      | $340063.86    | 0.06%             | 2031-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | MIDCAP FINANCIAL ISSR TR                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2540000.00   | 0.46%             | 2029-03-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    600000 | PA      | $538341.53    | 0.10%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                     | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    291000 | PA      | $312290.65    | 0.06%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158262.74    | 0.03%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                        | MercadoLibre Inc                                                                 | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    720000 | PA      | $667019.11    | 0.12%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                          | Port Authority of New York & New Jersey                                          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    770000 | PA      | $718532.74    | 0.13%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394099.08    | 0.07%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                 | Walt Disney Co/The                                                               | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270540.16    | 0.05%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    560000 | PA      | $607290.06    | 0.11%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1195939.75   | 0.22%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112860.79    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588492.00    | 0.11%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1338542.20   | 0.24%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $491617.89    | 0.09%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    430000 | PA      | $426089.85    | 0.08%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41581.95     | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    910000 | PA      | $919755.55    | 0.17%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $208537.12    | 0.04%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    630000 | PA      | $611145.71    | 0.11%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    384621 | PA      | $296227.66    | 0.05%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220636.83    | 0.04%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    560000 | PA      | $465044.73    | 0.08%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                          | Romark CLO V Ltd                                                                 | CUSIP: 77588PAQ5<br>LEI: 549300NIP2J0NPQTYT18 | Long             | ABS-CBDO         | CORP              | KY        |   1370000 | PA      | $1373425.00   | 0.25%             | 2035-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    810000 | PA      | $860433.51    | 0.16%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                              | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    815592 | PA      | $803068.43    | 0.14%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $455070.15    | 0.08%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                 | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    390000 | PA      | $449208.31    | 0.08%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                   | Carlyle Group Inc/The                                                            | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838410.92    | 0.15%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $674164.88    | 0.12%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    620000 | PA      | $681809.51    | 0.12%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    560000 | PA      | $464206.76    | 0.08%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1830000 | PA      | $1866074.79   | 0.34%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    720000 | PA      | $482836.67    | 0.09%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1951980.54   | 0.35%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52251.62     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                   | Southwest Airlines Co                                                            | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1624278.96   | 0.29%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122351.93    | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $227584.59    | 0.04%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                              | Allianz SE                                                                       | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $625279.20    | 0.11%             | N/A             | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1466128.38   | 0.26%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                          | Ohio Edison Co                                                                   | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $710750.88    | 0.13%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                          | SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST                                      | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346909 | PA      | $307645.46    | 0.06%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703928.32    | 0.13%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $843470.24    | 0.15%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1441655.26   | 0.26%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $628522.85    | 0.11%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                            | Autodesk Inc                                                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    420000 | PA      | $431743.94    | 0.08%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    530000 | PA      | $545506.21    | 0.10%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                      | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    760000 | PA      | $765660.18    | 0.14%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                     | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    810000 | PA      | $835404.33    | 0.15%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                  | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    520000 | PA      | $412228.07    | 0.07%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $324964.31    | 0.06%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $468943.74    | 0.08%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                          | TransAlta Corp                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $210762.77    | 0.04%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                     | Africa Finance Corp                                                              | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |   1620000 | PA      | $1664271.62   | 0.30%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $149992.95    | 0.03%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2180672.57   | 0.39%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1190000 | PA      | $1228283.51   | 0.22%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $416373.09    | 0.08%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                      | RWE Finance US LLC                                                               | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1193721.74   | 0.22%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $688696.05    | 0.12%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1387014.20   | 0.25%             | 2036-09-21      | Fixed         | 2.48%                 | 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        |       350 | NC      | $-435698.79   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trus                          | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529613 | PA      | $532612.85    | 0.10%             | 2063-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    268000 | PA      | $268861.75    | 0.05%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $438094.12    | 0.08%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2808000 | PA      | $2788633.20   | 0.50%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    840000 | PA      | $710861.89    | 0.13%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38380.89     | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    133000 | PA      | $87777.64     | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    339000 | PA      | $290351.88    | 0.05%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $659116.99    | 0.12%             | 2038-09-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330664.49    | 0.06%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                        | Coca-Cola Co/The                                                                 | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    440000 | PA      | $424526.90    | 0.08%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                 | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    520000 | PA      | $494361.32    | 0.09%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $253014.35    | 0.05%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    860000 | PA      | $761345.50    | 0.14%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1409318.14   | 0.25%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | General Electric Co                                                              | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218949.14   | 0.22%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1243305.78   | 0.22%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| THE VANGUARD GROUP INC                                  | THE VANGUARD GROUP INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $2962979.50   | 0.53%             | 2060-08-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308268.43    | 0.06%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $226535.04    | 0.04%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                                        | Americo Life Inc                                                                 | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    490000 | PA      | $443957.54    | 0.08%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1937486.27   | 0.35%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                  | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $388501.20    | 0.07%             | 2041-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    991000 | PA      | $840832.91    | 0.15%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1380753.93   | 0.25%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                         | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    960000 | PA      | $974591.56    | 0.18%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    710000 | PA      | $689673.70    | 0.12%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1030000 | PA      | $700162.44    | 0.13%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    820000 | PA      | $875338.30    | 0.16%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                      | RWE Finance US LLC                                                               | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    510000 | PA      | $499189.87    | 0.09%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                   | United Parcel Service Inc                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568117.23    | 0.10%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                             | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    360000 | PA      | $284327.63    | 0.05%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1660000 | PA      | $1658447.09   | 0.30%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342410.28    | 0.06%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3200000 | PA      | $3242841.54   | 0.58%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    753000 | PA      | $805318.96    | 0.15%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    820000 | PA      | $842818.22    | 0.15%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    770000 | PA      | $799608.37    | 0.14%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                         | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $192513.91    | 0.03%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    427000 | PA      | $432171.53    | 0.08%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1372629.93   | 0.25%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $547106.46    | 0.10%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252407.65    | 0.05%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                          | Ohio Edison Co                                                                   | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $501316.92    | 0.09%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149978.06    | 0.03%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                    | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $772034.04    | 0.14%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                 | United Airlines 2024-1 Class A Pass Through Trust                                | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637244 | PA      | $654925.07    | 0.12%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000532.50   | 0.18%             | 2038-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316312.62    | 0.06%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $911281.99    | 0.16%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    790000 | PA      | $781884.42    | 0.14%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    540000 | PA      | $404529.79    | 0.07%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                 | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568535 | PA      | $572240.05    | 0.10%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                   | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $367306.39    | 0.07%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2145247.68   | 0.39%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2257578.18   | 0.41%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1140280.48   | 0.21%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                  | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    810000 | PA      | $843615.00    | 0.15%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    960000 | PA      | $916362.91    | 0.17%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    407000 | PA      | $522215.12    | 0.09%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                   | Southern California Gas Co                                                       | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1130968.60   | 0.20%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                              | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1070000 | PA      | $1068277.30   | 0.19%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                  | ILFC E-Capital Trust I                                                           | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5594000 | PA      | $4701816.86   | 0.85%             | 2065-12-21      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                               | Apple Inc                                                                        | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008539.71   | 0.18%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    590000 | PA      | $608821.19    | 0.11%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                             | Point Broadband Funding LLC                                                      | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $706064.24    | 0.13%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1578802.02   | 0.28%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $166006.58    | 0.03%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350486.89    | 0.06%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $829607.39    | 0.15%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                              | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    640000 | PA      | $626850.85    | 0.11%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1562270.18   | 0.28%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $722251.60    | 0.13%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $445469.23    | 0.08%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    360000 | PA      | $317258.49    | 0.06%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78306.22     | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $191477.08    | 0.03%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $621851.53    | 0.11%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $495589.15    | 0.09%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    660000 | PA      | $601260.00    | 0.11%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2280195.10   | 0.41%             | N/A             | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                     | Georgia-Pacific LLC                                                              | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    430000 | PA      | $442705.75    | 0.08%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                              | Driven Brands Funding LLC                                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    827053 | PA      | $802318.60    | 0.14%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                 | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     24654 | NS      | $525869.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    208000 | PA      | $183639.54    | 0.03%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    620000 | PA      | $577965.75    | 0.10%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                          | AASET 2024-1                                                                     | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045298 | PA      | $1075582.80   | 0.19%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463472.91    | 0.08%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513069.45    | 0.09%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                  | Teck Resources Ltd                                                               | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $698012.45    | 0.13%             | 2041-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                     | Leland Stanford Junior University/The                                            | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1388361.05   | 0.25%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1962327.73   | 0.35%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488365.88    | 0.09%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190704.67    | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                               | CUSIP: 69335PFD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $570120.16    | 0.10%             | 2028-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1066091.13   | 0.19%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1005073.26   | 0.18%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361325.49    | 0.07%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1344802 | PA      | $1003894.55   | 0.18%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189266.11    | 0.03%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                  | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    510000 | PA      | $503974.13    | 0.09%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                    | Ares Management Corp                                                             | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66352.21     | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3230000 | PA      | $3333735.68   | 0.60%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1435156.15   | 0.26%             | 2034-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                   | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1452434.25   | 0.26%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CRSO 2023-BRND A                                        | CRSO 2023-BRND A                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1326393 | PA      | $1380779.76   | 0.25%             | 2040-07-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                      | Ameren Illinois Co                                                               | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    620000 | PA      | $617711.69    | 0.11%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN                           | Texas Natural Gas Securitization Finance Corp                                    | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |   1322946 | PA      | $1358649.51   | 0.24%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $840882.40    | 0.15%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    760000 | PA      | $783172.42    | 0.14%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association               | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31978.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7099.78      | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2140000 | PA      | $2219728.74   | 0.40%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    880000 | PA      | $885235.37    | 0.16%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437557.40    | 0.08%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    738000 | PA      | $772224.17    | 0.14%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    930000 | PA      | $693382.69    | 0.12%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $939834.62    | 0.17%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    910000 | PA      | $913965.78    | 0.16%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1050000 | PA      | $1076617.05   | 0.19%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    640000 | PA      | $638101.64    | 0.12%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                         | Goodgreen 2023-1                                                                 | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652093 | PA      | $652134.66    | 0.12%             | 2061-01-17      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5530000 | PA      | $5450938.25   | 0.98%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    510000 | PA      | $525193.26    | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1416915.65   | 0.26%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                   | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1369485.90   | 0.25%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1090693.74   | 0.20%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1187490.79   | 0.21%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $672437.90    | 0.12%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275456.93    | 0.05%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391197.97    | 0.07%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2856875.83   | 0.51%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $568775.83    | 0.10%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $769349.92    | 0.14%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    360000 | PA      | $373194.00    | 0.07%             | 2031-09-10      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                 | ILFC E-Capital Trust II                                                          | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $225188.55    | 0.04%             | 2065-12-21      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1145511.34   | 0.21%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    590000 | PA      | $393497.86    | 0.07%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                          | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1016627.07   | 0.18%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349765.49    | 0.06%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                 | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357652.46    | 0.06%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    450000 | PA      | $453459.95    | 0.08%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                             | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    290000 | PA      | $231939.38    | 0.04%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                           | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1106750 | PA      | $1057109.70   | 0.19%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $502639.61    | 0.09%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2010240.80   | 0.36%             | 2038-11-05      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $367811.37    | 0.07%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2779246.03   | 0.50%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                   | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149571.30    | 0.03%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    870000 | PA      | $880545.71    | 0.16%             | 2034-01-31      | Fixed         | 5.62%                 | 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        |    255058 | PA      | $251932.57    | 0.05%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM7 Trust                                                              | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   1318033 | PA      | $1330716.77   | 0.24%             | 2063-04-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RDL3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    690000 | PA      | $572020.47    | 0.10%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254814.41    | 0.05%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    770000 | PA      | $809641.68    | 0.15%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389613.47    | 0.07%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                  | American Airlines 2025-1 Class B Pass Through Trust                              | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $453412.67    | 0.08%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    730000 | PA      | $786837.47    | 0.14%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1269689.61   | 0.23%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust 2023-1                                              | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211554 | PA      | $218948.25    | 0.04%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $214432.27    | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1155260.50   | 0.21%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                  | Teck Resources Ltd                                                               | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $512766.30    | 0.09%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    890000 | PA      | $908823.50    | 0.16%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $458539.76    | 0.08%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $402427.64    | 0.07%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1540000 | PA      | $1259169.10   | 0.23%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $581871.40    | 0.10%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $166140.21    | 0.03%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $456740.82    | 0.08%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39918.21     | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1320000 | PA      | $1306471.14   | 0.24%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61786.16     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT                                  | British Airways 2019-1 Class A Pass Through Trust                                | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    246863 | PA      | $240318.80    | 0.04%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    610000 | PA      | $540560.28    | 0.10%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1127346.64   | 0.20%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1165588.01   | 0.21%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29210.25     | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | 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        |      -892 | NC      | $323128.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                 | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2379076 | PA      | $2493684.04   | 0.45%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                    | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $415442.48    | 0.07%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414259.89    | 0.07%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184698.29    | 0.03%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2429246.93   | 0.44%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    810000 | PA      | $542048.45    | 0.10%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                 | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    390000 | PA      | $358740.53    | 0.06%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299536.24    | 0.05%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  26240000 | PA      | $1367695.32   | 0.25%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    830000 | PA      | $889806.02    | 0.16%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432262.91    | 0.08%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                         | Goodgreen 2022-1                                                                 | CUSIP: 38218JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    310130 | PA      | $269617.57    | 0.05%             | 2056-10-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    390000 | PA      | $262833.52    | 0.05%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2902986.44   | 0.52%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                  | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392719.52    | 0.07%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                 | Public Service Co of Colorado                                                    | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1724168.15   | 0.31%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                               | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000204.60   | 0.18%             | 2028-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                   | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577980.51    | 0.10%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                              | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $886143.90    | 0.16%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266969.31    | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                           | Fresnillo PLC                                                                    | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |   1320000 | PA      | $1056834.64   | 0.19%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752424.72    | 0.14%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1283410.98   | 0.23%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE ESCROW CL                                 | CREDIT SUISSE ESCROW CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22790000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REYNOLDS AMERICAN INC                                   | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533074.47    | 0.10%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291133.03    | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1507792 | PA      | $1510461.52   | 0.27%             | 2029-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $952963.15    | 0.17%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1389923.91   | 0.25%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    720000 | PA      | $743957.71    | 0.13%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $574854.34    | 0.10%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2215194.45   | 0.40%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer