# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0001752724-25-203531
**Filing Date:** 2025-8
**Character Count:** 280162
**Document Hash:** 34117e9a10c5330e6b0ae4c9167a6b3d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203531.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203531

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 251253230

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $580852345.86

**Total Liabilities:** $13710859.15

**Net Assets:** $567141486.71

**Delayed Delivery Securities:** $1788493.60

**Cash Not Reported:** $2016414.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 499.86000000 | **1-Year:** 16258.91000000 | **5-Year:** 114173.56000000 | **10-Year:** 190414.81000000 | **30-Year:** 25319.19000000

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

- **3-Month:** 453.09000000 | **1-Year:** 5404.89000000 | **5-Year:** 10055.38000000 | **10-Year:** 5229.52000000 | **30-Year:** 143.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076699 | -0.26%               | 0.12%                | 2.01%                |
| Class ID C000046424 | -0.28%               | 0.10%                | 2.00%                |
| Class ID C000088506 | -0.20%               | -0.01%               | 1.98%                |
| Class ID C000046425 | -0.21%               | 0.17%                | 2.06%                |
| Class ID C000046422 | -0.15%               | 0.05%                | 2.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-782682.33              | $-3817231.21                               |
| Month 2  | $-524095.89              | $206616.74                                 |
| Month 3  | $10534.30                | $8706781.62                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1925232.15   | 0.34%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $622746.85    | 0.11%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    620000 | PA      | $567979.48    | 0.10%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226128.95    | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | 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      | $1255808.10   | 0.22%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    620000 | PA      | $628274.32    | 0.11%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                    | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    540000 | PA      | $367756.65    | 0.06%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353127.67    | 0.06%             | 2026-09-16      | Fixed         | 1.85%                 | 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      | $1122926.09   | 0.20%             | 2032-10-21      | Fixed         | 4.81%                 | 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      | $530134.50    | 0.09%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                             | Nordea Bank Abp                                                                  | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    940000 | PA      | $917947.69    | 0.16%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1408435.57   | 0.25%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                   | CUSIP: 548661DE4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4770.23      | 0.00%             | 2044-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                          | Czechoslovak Group AS                                                            | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    570000 | PA      | $575668.23    | 0.10%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    350000 | PA      | $354573.80    | 0.06%             | 2028-04-01      | Fixed         | 5.50%                 | 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      | $813934.73    | 0.14%             | 2042-08-01      | 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      | $784411.36    | 0.14%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       363 | NC      | $1285486.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376023.71    | 0.07%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $422436.81    | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                  | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144246.61    | 0.03%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1243101.66   | 0.22%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1098668.94   | 0.19%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $384069.92    | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1168722.00   | 0.21%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    630000 | PA      | $486217.78    | 0.09%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                           | Entergy Texas Inc                                                                | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1432308.72   | 0.25%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $271264.18    | 0.05%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327062.60    | 0.06%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    760000 | PA      | $680725.07    | 0.12%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                         | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    960000 | PA      | $972319.31    | 0.17%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                       | Nippon Life Insurance Co                                                         | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1190000 | PA      | $1037071.79   | 0.18%             | 2051-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                           | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203711.99    | 0.04%             | 2030-12-01      | 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      | $440485.35    | 0.08%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                    | Apollo Global Management Inc                                                     | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    390000 | PA      | $381277.81    | 0.07%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1256244.14   | 0.22%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116368.75    | 0.02%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                         | Delta Air Lines Inc                                                              | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    640000 | PA      | $612008.58    | 0.11%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1148412.29   | 0.20%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458823.42    | 0.08%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                           | CI Financial Corp                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   2910000 | PA      | $3071804.58   | 0.54%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEVON OEI OPERATING LLC                     | Devon OEI Operating LLC                                                          | CUSIP: 812007AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1478171.21   | 0.26%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                             | NRG ENERGY INC                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   1945375 | PA      | $1951454.30   | 0.34%             | 2031-04-16      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                    | Snam SpA                                                                         | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1650000 | PA      | $1686528.95   | 0.30%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564615.44    | 0.10%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                     | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1880000 | PA      | $1896643.06   | 0.33%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    810000 | PA      | $538079.21    | 0.09%             | 2051-02-15      | Fixed         | 3.30%                 | 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        |    273309 | PA      | $282094.10    | 0.05%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                               | Takeda US Financing Inc                                                          | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    690000 | PA      | $690353.10    | 0.12%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                      | Teck Resources Ltd                                                               | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $487971.68    | 0.09%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    620000 | PA      | $674089.69    | 0.12%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                        | Las Vegas Sands Corp                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51411.75     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                            | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1452654.07   | 0.26%             | 2033-01-25      | Fixed         | 5.90%                 | 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      | $539858.82    | 0.10%             | 2050-05-15      | Fixed         | 3.75%                 | 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      | $2282483.01   | 0.40%             | N/A             | Floating      | 8.70%                 | 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        |    857016 | PA      | $864137.08    | 0.15%             | 2063-06-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| FORD HOLDINGS LLC                           | Ford Holdings LLC                                                                | CUSIP: 345277AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $341348.24    | 0.06%             | 2030-03-01      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    570000 | PA      | $583483.77    | 0.10%             | 2055-08-15      | Fixed         | 6.38%                 | 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      | $5277677.02   | 0.93%             | 2035-10-23      | Fixed         | 5.02%                 | 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      | $925435.53    | 0.16%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409880.20    | 0.07%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                    | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    940000 | PA      | $951607.59    | 0.17%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $933446.69    | 0.16%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                                   | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    960000 | PA      | $941154.41    | 0.17%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5270000 | PA      | $5340328.15   | 0.94%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                           | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    420000 | PA      | $311450.90    | 0.05%             | 2044-02-26      | Fixed         | 5.62%                 | 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      | $1431032.40   | 0.25%             | 2035-04-20      | Fixed         | 5.95%                 | 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        |      -948 | NC      | $-2500158.62  | -0.44%            |  |  |  | No            |                  1 | 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      | $981205.14    | 0.17%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    910000 | PA      | $918851.72    | 0.16%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                     | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    930000 | PA      | $945810.00    | 0.17%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                      | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    730000 | PA      | $736257.30    | 0.13%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                     | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    780000 | PA      | $677568.60    | 0.12%             | 2033-04-14      | Fixed         | 3.50%                 | 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        |    330824 | PA      | $330228.00    | 0.06%             | 2041-12-25      | Floating      | 5.16%                 | 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      | $997451.50    | 0.18%             | 2038-09-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1121666.94   | 0.20%             | 2031-09-15      | Fixed         | 7.88%                 | 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        |   1220000 | PA      | $993631.76    | 0.18%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    961000 | PA      | $1088910.53   | 0.19%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                    | Electricite de France SA                                                         | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $766670.32    | 0.14%             | 2035-01-13      | Fixed         | 5.75%                 | 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      | $1232367.35   | 0.22%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312408.75    | 0.06%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                     | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1094177.11   | 0.19%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                        | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $94476.69     | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | 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        |   1770000 | PA      | $1790485.98   | 0.32%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                       | Reynolds American Inc                                                            | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    610000 | PA      | $721215.22    | 0.13%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                    | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1140276.55   | 0.20%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                            | MercadoLibre Inc                                                                 | CUSIP: 58733RAE2<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236720.90    | 0.04%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $224444.24    | 0.04%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                               | Takeda US Financing Inc                                                          | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1478467.19   | 0.26%             | 2055-07-07      | Fixed         | 5.90%                 | 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      | $224486.29    | 0.04%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                 | Lennar Corp                                                                      | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1416710.05   | 0.25%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                                                | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193895.67    | 0.03%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1417656.44   | 0.25%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    133000 | PA      | $89302.04     | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                    | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    700000 | PA      | $597275.00    | 0.11%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76998.40     | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $228150.19    | 0.04%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                        | Saudi Arabian Oil Co                                                             | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   2390000 | PA      | $2391591.84   | 0.42%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2040000 | PA      | $2036714.17   | 0.36%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                    | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    490000 | PA      | $501633.91    | 0.09%             | 2035-07-15      | Fixed         | 5.75%                 | 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        |    640000 | PA      | $412691.51    | 0.07%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                    | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $444731.58    | 0.08%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                    | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    320000 | PA      | $207543.37    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3230000 | PA      | $3145212.50   | 0.55%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    390000 | PA      | $317766.16    | 0.06%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86589.63     | 0.02%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                             | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303429.64    | 0.05%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    610000 | PA      | $630335.91    | 0.11%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                      | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2350000 | PA      | $2386824.50   | 0.42%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1530000 | PA      | $1559213.06   | 0.27%             | 2030-05-30      | Fixed         | 5.38%                 | 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      | $562399.43    | 0.10%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                         | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $189419.65    | 0.03%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $216869.08    | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Renew Financial                             | Renew 2024-1                                                                     | CUSIP: 75973VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2004310 | PA      | $1982444.30   | 0.35%             | 2059-11-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310389.22    | 0.05%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $801013.20    | 0.14%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    710000 | PA      | $726719.17    | 0.13%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1070430.24   | 0.19%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                     | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2229124.35   | 0.39%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                 | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2069530.43   | 0.36%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    753000 | PA      | $805118.38    | 0.14%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    820000 | PA      | $842505.15    | 0.15%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    580000 | PA      | $390562.82    | 0.07%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    790000 | PA      | $752197.77    | 0.13%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388169.09    | 0.07%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    620000 | PA      | $513141.08    | 0.09%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616878.41    | 0.11%             | 2055-04-01      | Fixed         | 5.70%                 | 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      | $64703.81     | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280AF6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $203916.93    | 0.04%             | 2032-05-17      | Fixed         | 7.62%                 | 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      | $1135632.78   | 0.20%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1119955.79   | 0.20%             | 2026-08-10      | Fixed         | 2.70%                 | 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        |    268742 | PA      | $262129.52    | 0.05%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $227874.70    | 0.04%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1674781.22   | 0.30%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                     | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $611393.14    | 0.11%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    830000 | PA      | $905608.50    | 0.16%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    610000 | PA      | $526252.33    | 0.09%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp              | AMMC CLO 23 Ltd                                                                  | CUSIP: 00177JBN4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1070000.00   | 0.19%             | 2035-04-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3291524.92   | 0.58%             | 2035-10-25      | Fixed         | 5.52%                 | 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      | $565855.10    | 0.10%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                             | McDonald's Corp                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    530000 | PA      | $448362.08    | 0.08%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    520000 | PA      | $534822.60    | 0.09%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                    | Permian Resources Operating LLC                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1196513.47   | 0.21%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    960000 | PA      | $616424.78    | 0.11%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                          | Athene Holding Ltd                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422844.79    | 0.07%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                    | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $810064.31    | 0.14%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                 | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    960000 | PA      | $967995.50    | 0.17%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                        | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $759458.27    | 0.13%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                    | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $534557.84    | 0.09%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217112.50    | 0.04%             | 2033-03-01      | Fixed         | 5.88%                 | 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        |       535 | NC      | $357720.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1038473.37   | 0.18%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2023-NQM7 Trust                                                              | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   1577765 | PA      | $1598858.48   | 0.28%             | 2063-04-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $987431.03    | 0.17%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                 | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1797250 | PA      | $1798382.27   | 0.32%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56834.11     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                    | Snam SpA                                                                         | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $416073.18    | 0.07%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                     | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1536069.84   | 0.27%             | 2029-05-03      | Fixed         | 8.75%                 | 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      | $429780.20    | 0.08%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                               | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1455010.49   | 0.26%             | 2031-07-15      | Fixed         | 5.44%                 | 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        |    384993 | PA      | $343287.49    | 0.06%             | 2043-08-17      | Fixed         | 1.03%                 | 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      | $505456.89    | 0.09%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253634.91   | 0.22%             | 2045-11-29      | Fixed         | 5.53%                 | 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      | $1274364.03   | 0.22%             | 2032-07-20      | Floating      | 5.92%                 | 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        |       201 | NC      | $372760.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1544054.42   | 0.27%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                     | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2462585.04   | 0.43%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                     | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1347903.55   | 0.24%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $527226.99    | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | 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      | $680049.53    | 0.12%             | 2026-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1152389.69   | 0.20%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                      | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                        | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325438.75    | 0.06%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262790.30    | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171490.71    | 0.03%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RHX3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2950724.84   | 0.52%             | 2028-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    685000 | PA      | $689773.03    | 0.12%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HISTORIC TW INC                             | Historic TW Inc                                                                  | CUSIP: 887315AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1494850.50   | 0.26%             | 2036-01-15      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                        | Public Storage Operating Co                                                      | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1107763.51   | 0.20%             | 2030-07-01      | Fixed         | 4.38%                 | 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      | $602531.96    | 0.11%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                          | Ameren Illinois Co                                                               | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613255.54    | 0.11%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                       | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1488633.81   | 0.26%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $396763.50    | 0.07%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562123.75    | 0.10%             | 2046-04-01      | Fixed         | 6.75%                 | 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      | $352101.68    | 0.06%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                  | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |   1380000 | PA      | $1403741.85   | 0.25%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2215306.15   | 0.39%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $497490.08    | 0.09%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                 | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652720.47    | 0.12%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1010000 | PA      | $853801.18    | 0.15%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58759.56     | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | 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      | $2855688.50   | 0.50%             | 2060-08-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                             | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    720000 | PA      | $728532.51    | 0.13%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                             | Sands China Ltd                                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1411000 | PA      | $1404577.55   | 0.25%             | 2026-01-08      | Variable      | 3.80%                 | 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      | $758775.84    | 0.13%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    490000 | PA      | $508775.40    | 0.09%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                           | Ares Capital Corp                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2253594.26   | 0.40%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                | QUALCOMM Inc                                                                     | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1188623.46   | 0.21%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                              | Apidos CLO XII                                                                   | CUSIP: 03764DAP6<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998282.80    | 0.18%             | 2031-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                         | PFS Financing Corp                                                               | CUSIP: 69335PFD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $571251.72    | 0.10%             | 2028-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                          | Athene Holding Ltd                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69160.50     | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1175079.07   | 0.21%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $437788.52    | 0.08%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                         | Kimco Realty OP LLC                                                              | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6933.16      | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                        | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $409833.60    | 0.07%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                    | Puma International Financing SA                                                  | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    690000 | PA      | $710491.28    | 0.13%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                 | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148043.51    | 0.03%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    360000 | PA      | $319024.59    | 0.06%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                     | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005387.04   | 0.18%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                         | SkyMiles IP Ltd                                                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    367950 | PA      | $370779.91    | 0.07%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                             | Gruma SAB de CV                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    760000 | PA      | $765014.05    | 0.13%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    870000 | PA      | $872613.85    | 0.15%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                    | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    690000 | PA      | $619580.67    | 0.11%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2805028.61   | 0.49%             | 2036-09-16      | Fixed         | 2.48%                 | 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      | $759382.00    | 0.13%             | 2055-05-15      | Fixed         | 5.65%                 | 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        |    448910 | PA      | $405957.59    | 0.07%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31238.08     | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                              | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1230000 | PA      | $1231787.31   | 0.22%             | 2031-11-22      | Floating      | 5.93%                 | 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      | $1041912.50   | 0.18%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    860000 | PA      | $742043.53    | 0.13%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $607125.15    | 0.11%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                          | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |   2067027 | PA      | $2036021.63   | 0.36%             | 2029-09-30      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $961694.15    | 0.17%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                      | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386555.19    | 0.07%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1710487.74   | 0.30%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    410000 | PA      | $355635.74    | 0.06%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1212290.57   | 0.21%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    991000 | PA      | $821940.59    | 0.14%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $242709.80    | 0.04%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                            | FirstEnergy Corp                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    360000 | PA      | $306364.97    | 0.05%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $451549.38    | 0.08%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410665.47    | 0.07%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    690000 | PA      | $703331.92    | 0.12%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Renew Financial                             | Renew 2023-1                                                                     | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1736625 | PA      | $1694827.52   | 0.30%             | 2058-11-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                             | Goodgreen 2023-1                                                                 | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    679067 | PA      | $646232.66    | 0.11%             | 2061-01-17      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $549214.48    | 0.10%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489830.81    | 0.09%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170677.86    | 0.03%             | 2035-02-15      | Fixed         | 5.50%                 | 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        |   1394620 | PA      | $1427206.33   | 0.25%             | 2035-04-01      | Fixed         | 5.10%                 | 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      | $724457.97    | 0.13%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1150000 | PA      | $1168975.00   | 0.21%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    670000 | PA      | $694546.33    | 0.12%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    430000 | PA      | $412149.43    | 0.07%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154337.20    | 0.03%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387134.12    | 0.07%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2217853.81   | 0.39%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    630000 | PA      | $596858.43    | 0.11%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $651616.02    | 0.11%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                          | BMW US Capital LLC                                                               | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    840000 | PA      | $845893.70    | 0.15%             | 2031-08-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177761.51    | 0.03%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1814423.26   | 0.32%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                     | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349072.19    | 0.06%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    407000 | PA      | $512820.58    | 0.09%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                 | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1440147.80   | 0.25%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                             | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483721 | PA      | $460590.47    | 0.08%             | 2041-01-22      | Fixed         | 1.94%                 | 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      | $454654.25    | 0.08%             | 2036-07-15      | Fixed         | 8.10%                 | 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      | $697852.48    | 0.12%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                              | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1414156.07   | 0.25%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                       | Oglethorpe Power Corp                                                            | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1180478.66   | 0.21%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                          | Siemens Funding BV                                                               | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    930000 | PA      | $957742.37    | 0.17%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                       | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $328871.63    | 0.06%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                       | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    850000 | PA      | $891785.15    | 0.16%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                       | Continental Resources Inc/OK                                                     | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386678.54    | 0.07%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $879825.23    | 0.16%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    560000 | PA      | $480407.99    | 0.08%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1201487.08   | 0.21%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2024-NQM15 Trust                                                             | CUSIP: 67449DAB5<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |    715811 | PA      | $716616.11    | 0.13%             | 2064-10-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                              | Ohio Edison Co                                                                   | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $496875.67    | 0.09%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                    | Comision Federal de Electricidad                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    740000 | PA      | $652421.74    | 0.12%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                       | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    540000 | PA      | $521420.21    | 0.09%             | 2045-08-15      | Fixed         | 5.85%                 | 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      | $585092.69    | 0.10%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRSO 2023-BRND A                            | CRSO 2023-BRND A                                                                 | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1326393 | PA      | $1393016.13   | 0.25%             | 2028-07-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $674964.50    | 0.12%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $377495.06    | 0.07%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1373368.48   | 0.24%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410368.38    | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $1188015.74   | 0.21%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                              | Ohio Edison Co                                                                   | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $698756.19    | 0.12%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                  | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989796 | PA      | $1946428.32   | 0.34%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                       | Aon North America Inc                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $858362.78    | 0.15%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $385234.88    | 0.07%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1194213.15   | 0.21%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                            | Americo Life Inc                                                                 | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    490000 | PA      | $437461.39    | 0.08%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $400668.07    | 0.07%             | 2060-01-31      | Fixed         | 3.95%                 | 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        |   1610000 | PA      | $1613648.42   | 0.28%             | 2029-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                             | Goodgreen 2022-1                                                                 | CUSIP: 38218JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    334429 | PA      | $287682.61    | 0.05%             | 2056-10-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                 | Citibank NA                                                                      | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1177529.56   | 0.21%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $421875.71    | 0.07%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                    | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1201786.78   | 0.21%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                                | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $251448.99    | 0.04%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1342413.75   | 0.24%             | N/A             | Fixed         | 9.25%                 | 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        |    367905 | PA      | $358089.58    | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230776.50    | 0.04%             | 2030-04-23      | Fixed         | 6.75%                 | 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      | $827010.00    | 0.15%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                     | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    520000 | PA      | $496098.22    | 0.09%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1160782.19   | 0.20%             | 2055-06-01      | Fixed         | 5.95%                 | 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      |
| ARES MANAGEMENT CORP                        | Ares Management Corp                                                             | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66135.96     | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2480577.00   | 0.44%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    790000 | PA      | $699316.05    | 0.12%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                       | Northrop Grumman Corp                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187869.15    | 0.03%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                | CaixaBank SA                                                                     | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1950000 | PA      | $1970750.79   | 0.35%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $527380.80    | 0.09%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1357108.28   | 0.24%             | 2034-03-15      | Fixed         | 6.95%                 | 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      | 8.19%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                             | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1830000 | PA      | $1844790.06   | 0.33%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    208000 | PA      | $185357.16    | 0.03%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                       | Continental Resources Inc/OK                                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266316.26    | 0.05%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    218920 | PA      | $183783.01    | 0.03%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                    | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    720000 | PA      | $705228.37    | 0.12%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AUTODESK INC                                | Autodesk Inc                                                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    420000 | PA      | $427373.84    | 0.08%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1893542.11   | 0.33%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus              | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596329 | PA      | $600647.91    | 0.11%             | 2063-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    390000 | PA      | $368799.83    | 0.07%             | 2043-03-15      | Fixed         | 5.45%                 | 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      | $1891062.18   | 0.33%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    930000 | PA      | $937764.20    | 0.17%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                      | Teck Resources Ltd                                                               | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $681390.22    | 0.12%             | 2041-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505361.38    | 0.09%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1410000 | PA      | $1406166.77   | 0.25%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $624833.52    | 0.11%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    680000 | PA      | $745069.15    | 0.13%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693020.84    | 0.12%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                            | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    130000 | PA      | $129949.30    | 0.02%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1090000 | PA      | $1109145.85   | 0.20%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP                    | LBJ Infrastructure Group LLC                                                     | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |    910000 | PA      | $619429.50    | 0.11%             | 2057-12-31      | Fixed         | 3.80%                 | 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      | $1079113.29   | 0.19%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                             | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1417436.65   | 0.25%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    790000 | PA      | $806115.69    | 0.14%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                       | United Parcel Service Inc                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    690000 | PA      | $708644.12    | 0.12%             | 2055-05-14      | Fixed         | 5.95%                 | 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        |    142268 | PA      | $134843.68    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | 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      | $222159.55    | 0.04%             | 2065-12-21      | Variable      | 6.68%                 | 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      | $382675.26    | 0.07%             | 2041-06-01      | Fixed         | 5.08%                 | 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      | $1265373.14   | 0.22%             | 2041-03-15      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                            | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    600000 | PA      | $522192.70    | 0.09%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                       | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1030000 | PA      | $668427.87    | 0.12%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                       | Nippon Life Insurance Co                                                         | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $297726.37    | 0.05%             | 2050-01-23      | Fixed         | 3.40%                 | 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      | $166719.06    | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                  | PacifiCorp                                                                       | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1248099.41   | 0.22%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                        | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $957718.75    | 0.17%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                       | Amrize Finance US LLC                                                            | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1025258.64   | 0.18%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                     | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    390000 | PA      | $344881.06    | 0.06%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1224881.19   | 0.22%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                              | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2450000 | PA      | $2448929.35   | 0.43%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                    | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    240000 | PA      | $182524.20    | 0.03%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    780000 | PA      | $686902.67    | 0.12%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1190000 | PA      | $1197005.29   | 0.21%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $452761.20    | 0.08%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                    | Baltimore Gas and Electric Co                                                    | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1527945.14   | 0.27%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                             | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    940000 | PA      | $680207.50    | 0.12%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $472214.07    | 0.08%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1350644.30   | 0.24%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DELPHI FINANCIAL GROUP                      | Delphi Financial Group Inc                                                       | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |     15675 | NS      | $382078.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                             | Nissan Motor Co Ltd                                                              | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   5875000 | PA      | $5842331.12   | 1.03%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                             | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    290000 | PA      | $230356.76    | 0.04%             | 2053-06-15      | Fixed         | 4.15%                 | 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      | $451453.30    | 0.08%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                    | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    650000 | PA      | $529946.52    | 0.09%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                     | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    710000 | PA      | $688070.68    | 0.12%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    630000 | PA      | $611757.49    | 0.11%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                    | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425691.26    | 0.08%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                    | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    530000 | PA      | $437371.31    | 0.08%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2011390.11   | 0.35%             | 2077-08-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1357306.62   | 0.24%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                  | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $940301.12    | 0.17%             | 2032-01-23      | Fixed         | 6.38%                 | 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      | $223713.87    | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                  | Allianz SE                                                                       | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $399726.36    | 0.07%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC              | TRUIST INSURANCE HOLDING                                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1259516 | PA      | $1261613.22   | 0.22%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $252189.32    | 0.04%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                       | Nippon Life Insurance Co                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $880545.60    | 0.16%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Operating Company, LLC          | VISTRA ZERO OPERATING CO                                                         | CUSIP: 92841DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3253650 | PA      | $3217306.73   | 0.57%             | 2031-04-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                        | CUSIP: 413875AE5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814519.74    | 0.14%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                         | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    291000 | PA      | $309997.92    | 0.05%             | 2034-03-15      | Fixed         | 5.90%                 | 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      | $981783.13    | 0.17%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                    | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191559.75    | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | 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      | $804526.75    | 0.14%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1510000 | PA      | $1522835.00   | 0.27%             | N/A             | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708016.20    | 0.12%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                            | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    820000 | PA      | $863522.57    | 0.15%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $804526.33    | 0.14%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                        | Howmet Aerospace Inc                                                             | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    680000 | PA      | $689499.60    | 0.12%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                     | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    590000 | PA      | $373275.77    | 0.07%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $411511.20    | 0.07%             | 2031-04-29      | Fixed         | 2.59%                 | 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        |    605181 | PA      | $606183.74    | 0.11%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIMAREX ENERGY CO                           | Coterra Energy Operating Co                                                      | CUSIP: 171798AE1<br>LEI: 11KYOFXPU1C4CQL1CL44 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2316451.80   | 0.41%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $365210.16    | 0.06%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $784622.27    | 0.14%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    620000 | PA      | $661211.39    | 0.12%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ST MARYS CEMENT INC                         | St Marys Cement Inc Canada                                                       | CUSIP: 78478EAC2<br>LEI: 5493009981WBHS86CJ89 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2025126.00   | 0.36%             | 2034-04-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120510.64    | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    860000 | PA      | $965802.36    | 0.17%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                             | Israel Government International Bond                                             | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   4780000 | PA      | $4846498.98   | 0.85%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    770000 | PA      | $790693.84    | 0.14%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    339000 | PA      | $290489.66    | 0.05%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    810000 | PA      | $520051.14    | 0.09%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                               | Fresnillo PLC                                                                    | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |   1320000 | PA      | $963349.60    | 0.17%             | 2050-10-02      | Fixed         | 4.25%                 | 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      | $4691347.68   | 0.83%             | 2065-12-21      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    410000 | PA      | $418159.82    | 0.07%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320145.65    | 0.06%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $162932.21    | 0.03%             | 2051-10-24      | Fixed         | 2.83%                 | 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      | $1027771.20   | 0.18%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                    | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1808946.73   | 0.32%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1389487.07   | 0.24%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    690000 | PA      | $456634.20    | 0.08%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    510000 | PA      | $497562.44    | 0.09%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                    | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $571398.45    | 0.10%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                  | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145888.45    | 0.03%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS                     | Horizon Mutual Holdings Inc                                                      | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1093262.03   | 0.19%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1628307.92   | 0.29%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $265487.89    | 0.05%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                    | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2188817.26   | 0.39%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                    | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   1617214 | PA      | $1166415.76   | 0.21%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                    | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    830000 | PA      | $839178.14    | 0.15%             | N/A             | Fixed         | 8.75%                 | 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      | $160849.61    | 0.03%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       953 | NC      | $1126981.83   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R08                                     | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021958 | PA      | $1025485.63   | 0.18%             | 2043-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                           | TSMC Arizona Corp                                                                | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $470711.78    | 0.08%             | 2051-10-25      | Fixed         | 3.25%                 | 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        |    161233 | PA      | $146499.94    | 0.03%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $472125.54    | 0.08%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    738000 | PA      | $750190.84    | 0.13%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1031497.46   | 0.18%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1366561.68   | 0.24%             | N/A             | Fixed         | 6.50%                 | 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      | $1221950.31   | 0.22%             | 2039-11-10      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                         | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    870000 | PA      | $826154.04    | 0.15%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2821923.05   | 0.50%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                               | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267943.64    | 0.05%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    920000 | PA      | $799434.79    | 0.14%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RDL3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    690000 | PA      | $574782.21    | 0.10%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                       | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    770000 | PA      | $722961.86    | 0.13%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                       | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1359487.80   | 0.24%             | 2030-03-01      | Fixed         | 5.38%                 | 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      | $868586.16    | 0.15%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                     | CRH America Finance Inc                                                          | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    830000 | PA      | $851047.59    | 0.15%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48805.93     | 0.01%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1069923.95   | 0.19%             | 2032-04-15      | Fixed         | 5.20%                 | 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        |   1390679 | PA      | $1298039.38   | 0.23%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                        | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    440000 | PA      | $350935.08    | 0.06%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                 | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658779.06    | 0.12%             | 2055-08-15      | Fixed         | 6.25%                 | 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      | $555031.60    | 0.10%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                      | Global Atlantic Fin Co                                                           | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    710000 | PA      | $728173.86    | 0.13%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                                | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    720000 | PA      | $476650.58    | 0.08%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    820000 | PA      | $858507.05    | 0.15%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                      | Anglo American Capital PLC                                                       | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $413264.82    | 0.07%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1035413.48   | 0.18%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    380000 | PA      | $367521.94    | 0.06%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                    | CUSIP: 693070AD6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    810000 | PA      | $857265.12    | 0.15%             | 2027-06-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                           | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    660000 | PA      | $629959.90    | 0.11%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                         | Africa Finance Corp                                                              | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |   2500000 | PA      | $2487320.48   | 0.44%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $307338.10    | 0.05%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1413850.02   | 0.25%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                      | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400980.74    | 0.07%             | 2034-06-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                  | FedEx Corp                                                                       | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    320000 | PA      | $282900.93    | 0.05%             | 2050-05-15      | Fixed         | 5.25%                 | 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        |    419815 | PA      | $440258.05    | 0.08%             | 2041-10-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141953.11    | 0.03%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                       | Becton Dickinson & Co                                                            | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80242.58     | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                             | Sands China Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $149317.25    | 0.03%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                            | Pampa Energia SA                                                                 | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    360000 | PA      | $366554.88    | 0.06%             | 2031-09-10      | Fixed         | 7.95%                 | 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      | $410938.89    | 0.07%             | 2043-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $262109.28    | 0.05%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21631.70     | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                    | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $124670.94    | 0.02%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US               | Goldentree Loan Management US CLO 5 Ltd                                          | CUSIP: 38138DBA3<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1022761.65   | 0.18%             | 2032-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                     | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1460000 | PA      | $1493583.01   | 0.26%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    860000 | PA      | $1006489.34   | 0.18%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                               | J M Smucker Co/The                                                               | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    560000 | PA      | $601339.05    | 0.11%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2684633.50   | 0.47%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                           | TSMC Arizona Corp                                                                | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    550000 | PA      | $426156.58    | 0.08%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $668529.44    | 0.12%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                    | Telefonica Emisiones SA                                                          | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    350000 | PA      | $309901.46    | 0.05%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    564000 | PA      | $563717.89    | 0.10%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $543510.43    | 0.10%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4821632.57   | 0.85%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    220000 | PA      | $220916.08    | 0.04%             | 2026-08-31      | Fixed         | 5.50%                 | 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      | $533785.90    | 0.09%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $204721.54    | 0.04%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    610000 | PA      | $589558.97    | 0.10%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                       | Northrop Grumman Corp                                                            | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    560000 | PA      | $548244.83    | 0.10%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    470000 | PA      | $358198.72    | 0.06%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218278.97    | 0.04%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                         | PFS Financing Corp                                                               | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001835.20   | 0.18%             | 2028-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    920000 | PA      | $923604.62    | 0.16%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                    | SCE Recovery Funding LLC                                                         | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072438 | PA      | $1044123.61   | 0.18%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                      | NBCUniversal Media LLC                                                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53441.37     | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                      | Synovus Financial Corp                                                           | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    880000 | PA      | $903047.59    | 0.16%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                    | Comision Federal de Electricidad                                                 | CUSIP: 200447AJ9<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    330000 | PA      | $230213.87    | 0.04%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    730000 | PA      | $779432.92    | 0.14%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                     | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    590000 | PA      | $388122.10    | 0.07%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450703.64    | 0.08%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    268000 | PA      | $266882.78    | 0.05%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2239602.46   | 0.39%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                      | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $700597.73    | 0.12%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529923.01    | 0.09%             | 2036-04-01      | Fixed         | 6.60%                 | 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      | $681989.12    | 0.12%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                  | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    520000 | PA      | $398464.37    | 0.07%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                    | Petrobras Global Finance BV                                                      | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $237667.35    | 0.04%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288025.87    | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                    | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114508.23    | 0.02%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                       | Dominion Energy South Carolina Inc                                               | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    570000 | PA      | $583165.96    | 0.10%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                          | AmFam Holdings Inc                                                               | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $228169.14    | 0.04%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132994.05    | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                             | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    660000 | PA      | $588918.00    | 0.10%             | 2030-08-20      | Fixed         | 2.38%                 | 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      | $439899.12    | 0.08%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                     | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  26240000 | PA      | $1286634.17   | 0.23%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                            | Welltower OP LLC                                                                 | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $389006.13    | 0.07%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                | AES Andes SA                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    730000 | PA      | $745338.03    | 0.13%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                         | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16026.59     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    830000 | PA      | $777046.27    | 0.14%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                         | Georgia-Pacific LLC                                                              | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435385.28    | 0.08%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                         | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1385066.30   | 0.24%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                            | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1913688.07   | 0.34%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OZLM Funding Ltd                            | OZLM Funding II Ltd                                                              | CUSIP: 67108BBY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1790000 | PA      | $1797515.85   | 0.32%             | 2031-07-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                    | Asplundh Tree Expert LLC                                                         | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985969 | PA      | $989361.13    | 0.17%             | 2027-09-07      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277860.93    | 0.05%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                             | Yamana Gold Inc                                                                  | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $194537.48    | 0.03%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1926115.80   | 0.34%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1537336.02   | 0.27%             | 2055-05-01      | Fixed         | 5.70%                 | 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      | $1328649.74   | 0.23%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $920180.11    | 0.16%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1954864.76   | 0.34%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                  | Nuveen LLC                                                                       | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $905952.69    | 0.16%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2024-NQM15 Trust                                                             | CUSIP: 67449DAC3<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |   1517865 | PA      | $1520583.78   | 0.27%             | 2064-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $300573.49    | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | 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      | $191463.42    | 0.03%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255308.35    | 0.05%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                      | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13899.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                          | Siemens Funding BV                                                               | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    850000 | PA      | $865854.17    | 0.15%             | 2035-05-28      | Fixed         | 5.20%                 | 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        |   1173202 | PA      | $1094654.49   | 0.19%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    560000 | PA      | $543925.32    | 0.10%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                    | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204063.82    | 0.04%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                         | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319698.04    | 0.06%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                               | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39827.16     | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    280000 | PA      | $241007.38    | 0.04%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1699539.74   | 0.30%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                           | CI Financial Corp                                                                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   2610000 | PA      | $2303529.28   | 0.41%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396979.83    | 0.07%             | 2055-03-15      | Fixed         | 6.50%                 | 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      | $467158.83    | 0.08%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                                           | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    930000 | PA      | $931116.00    | 0.16%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227875.86    | 0.04%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                    | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    197589 | PA      | $142511.07    | 0.03%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                  | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $373920.55    | 0.07%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $928325.70    | 0.16%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                          | Analog Devices Inc                                                               | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308731.29    | 0.05%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                  | Citadel LP                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362018.28    | 0.06%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1167946.99   | 0.21%             | 2034-04-24      | Fixed         | 5.39%                 | 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        |   1630000 | PA      | $1646579.06   | 0.29%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                         | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    810000 | PA      | $830865.65    | 0.15%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                    | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1066004.97   | 0.19%             | 2055-05-29      | Fixed         | 6.17%                 | 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        |    282129 | PA      | $270101.66    | 0.05%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $227766.53    | 0.04%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                    | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    660000 | PA      | $471502.56    | 0.08%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                    | Constellation Energy Generation LLC                                              | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $301735.14    | 0.05%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                              | Solventum Corp                                                                   | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    590000 | PA      | $590264.81    | 0.10%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                              | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $403909.80    | 0.07%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                             | CLI Funding IX LLC                                                               | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   1446688 | PA      | $1461640.17   | 0.26%             | 2049-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    650000 | PA      | $627582.48    | 0.11%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                         | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   2310000 | PA      | $2297084.33   | 0.41%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437876.45    | 0.08%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                       | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $348996.60    | 0.06%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    590000 | PA      | $599595.17    | 0.11%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                   | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    620000 | PA      | $588702.49    | 0.10%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $601220.94    | 0.11%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                       | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $566785.39    | 0.10%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $866392.69    | 0.15%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd                         | Harbor Park CLO 18-1 Ltd                                                         | CUSIP: 41154XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1010000 | PA      | $1014132.42   | 0.18%             | 2031-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                        | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     49247 | NS      | $1236592.17   | 0.22%             |  |  |  | No            |                  1 | 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        |    654256 | PA      | $653390.32    | 0.12%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                 | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1486141.45   | 0.26%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1380000 | PA      | $1364410.55   | 0.24%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $258240.31    | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                         | PayPal Holdings Inc                                                              | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285060.47    | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                | QUALCOMM Inc                                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    260000 | PA      | $220325.03    | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1344802 | PA      | $908035.07    | 0.16%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                  | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    510000 | PA      | $498926.56    | 0.09%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    790000 | PA      | $604919.06    | 0.11%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                          | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1288178.56   | 0.23%             | 2036-05-28      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                      | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1371034.35   | 0.24%             | 2029-08-01      | Fixed         | 9.50%                 | 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      | $707305.03    | 0.12%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                          | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2214672.00   | 0.39%             | 2055-06-28      | Fixed         | 6.88%                 | 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      | $1533876.54   | 0.27%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FREEPORT MINERALS CORP                      | Freeport Minerals Corp                                                           | CUSIP: 717265AL6<br>LEI: G4008SUSNH0WBKRVG414 | Long             | DBT              | CORP              | US        |    280000 | PA      | $342462.12    | 0.06%             | 2031-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -54 | NC      | $-80343.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                          | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    880000 | PA      | $891084.48    | 0.16%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    216000 | PA      | $146315.53    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1275116.46   | 0.22%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                           | Jordan Government International Bond                                             | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   4650000 | PA      | $4644567.96   | 0.82%             | 2025-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                      | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2120102.93   | 0.37%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                             | Sands China Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    870000 | PA      | $832167.44    | 0.15%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500437.18   | 0.26%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $790727.34    | 0.14%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                            | MercadoLibre Inc                                                                 | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    720000 | PA      | $647916.77    | 0.11%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                                | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272363.77    | 0.05%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1407157.17   | 0.25%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                    | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    880000 | PA      | $763969.50    | 0.13%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | 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        |   2436051 | PA      | $2493475.27   | 0.44%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    540000 | PA      | $401423.92    | 0.07%             | 2050-10-01      | Fixed         | 3.91%                 | 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        |   1470000 | PA      | $1547736.54   | 0.27%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                               | AIA Group Ltd                                                                    | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    450000 | PA      | $447374.44    | 0.08%             | 2035-03-30      | Fixed         | 4.95%                 | 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      | $178370.18    | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    650000 | PA      | $716864.40    | 0.13%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    570000 | PA      | $511272.05    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                    | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072120 | PA      | $1039656.34   | 0.18%             | 2028-01-15      | Fixed         | 3.58%                 | 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      | $2003798.55   | 0.35%             | 2041-10-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                        | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $297981.76    | 0.05%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $599317.80    | 0.11%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R08                                     | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160000 | PA      | $2223390.82   | 0.39%             | 2043-10-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                         | Mclaren Finance PLC                                                              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |   4820000 | PA      | $4834881.75   | 0.85%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1946809.62   | 0.34%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 13-1 A PASS T                    | American Airlines 2013-1 Class A Pass Through Trust                              | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97823 | PA      | $97720.91     | 0.02%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                        | CUSIP: 674599DQ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    550000 | PA      | $573562.00    | 0.10%             | 2027-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                    | Telefonica Emisiones SA                                                          | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    230000 | PA      | $206997.67    | 0.04%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                  | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $885720.33    | 0.16%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1931776.32   | 0.34%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                      | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1281561.13   | 0.23%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2061670.36   | 0.36%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                    | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1036311.90   | 0.18%             | 2026-05-01      | Fixed         | 3.10%                 | 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      | $170158.04    | 0.03%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2400000 | PA      | $2421316.15   | 0.43%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                    | Belrose Funding Trust II                                                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $941217.57    | 0.17%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                       | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202326.33    | 0.04%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    610000 | PA      | $667324.14    | 0.12%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $370372.12    | 0.07%             | 2044-07-15      | Fixed         | 5.50%                 | 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      | $656131.94    | 0.12%             | 2038-09-10      | Variable      | 4.47%                 | 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      | $1112104.45   | 0.20%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3856280.14   | 0.68%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $202650.00    | 0.04%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1339255.72   | 0.24%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    520000 | PA      | $526712.36    | 0.09%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                             | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    360000 | PA      | $284567.39    | 0.05%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                            | Coca-Cola Co/The                                                                 | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    440000 | PA      | $421561.71    | 0.07%             | 2055-01-14      | Fixed         | 5.20%                 | 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      | $252093.98    | 0.04%             | 2047-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                         | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344127.98    | 0.06%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2240000 | PA      | $2216256.00   | 0.39%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                     | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     24654 | NS      | $556440.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $569084.26    | 0.10%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                         | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    390000 | PA      | $258815.88    | 0.05%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                     | International Game Technology PLC                                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1126000 | PA      | $1116608.21   | 0.20%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    930000 | PA      | $1077787.23   | 0.19%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                      | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2956002.37   | 0.52%             | 2028-02-15      | Fixed         | 8.25%                 | 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      | $551999.49    | 0.10%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                    | Fox Corp                                                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    630000 | PA      | $616938.09    | 0.11%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                               | State of California                                                              | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $694551.42    | 0.12%             | 2039-10-01      | Fixed         | 7.30%                 | 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        |    680000 | PA      | $698761.20    | 0.12%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                        | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    670000 | PA      | $638335.40    | 0.11%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    940000 | PA      | $951393.95    | 0.17%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1499573.56   | 0.26%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                        | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    790000 | PA      | $821727.96    | 0.14%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684605.85    | 0.12%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2220000 | PA      | $2340490.50   | 0.41%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    930000 | PA      | $680979.96    | 0.12%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $189480.86    | 0.03%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83822.76     | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    823000 | PA      | $483654.84    | 0.09%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143421.47    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                              | TransAlta Corp                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $202802.42    | 0.04%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319323.41    | 0.06%             | 2034-06-01      | Fixed         | 5.70%                 | 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      | $1396559.15   | 0.25%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                             | Yamana Gold Inc                                                                  | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1543891.84   | 0.27%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer