# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0001752724-25-203529
**Filing Date:** 2025-8
**Character Count:** 203445
**Document Hash:** 499d83090b5740387f496cfabfe9f2f7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203529.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203529

**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:** 251253229

**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 Short-Term Bond Fund (Series ID: S000016639)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000046471 | Class A      | SBSTX           |
| C000046473 | Class C1     | SSTLX           |
| C000046474 | Class I      | SBSYX           |
| C000062459 | Class R      | LWARX           |
| C000088507 | Class C      | LWSOX           |
| C000117030 | Class IS     | LWSTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

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

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

- **a. Name of Series:** Western Asset Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000016639

- **c. LEI of Series:** 549300G71M2UUYXXMK17

**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:** $261325157.35

**Total Liabilities:** $2682573.32

**Net Assets:** $258642584.03

**Delayed Delivery Securities:** $600000.00

**Cash Not Reported:** $1551155.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 854.08000000 | **1-Year:** 23995.43000000 | **5-Year:** 26235.15000000 | **10-Year:** 2010.63000000 | **30-Year:** 80.94000000

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

- **3-Month:** 32.47000000 | **1-Year:** 1454.91000000 | **5-Year:** 2739.56000000 | **10-Year:** 166.58000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000046471 | 0.88%                | -0.19%               | 0.89%                |
| Class ID C000046473 | 0.58%                | 0.06%                | 0.59%                |
| Class ID C000117030 | 0.63%                | 0.11%                | 0.64%                |
| Class ID C000046474 | 0.63%                | 0.11%                | 0.91%                |
| Class ID C000088507 | 0.54%                | 0.01%                | 0.82%                |
| Class ID C000062459 | 0.57%                | 0.05%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $59775.16                | $250331.82                                 |
| Month 2  | $2101.19                 | $-403100.58                                |
| Month 3  | $96493.01                | $850522.61                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUZANO INTL FINANCE BV                                  | Suzano International Finance BV                                           | CUSIP: 000000000<br>LEI: 5493000KMIB6J1KMKL84 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $414841.28    | 0.16%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1546789.34   | 0.60%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BH21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238592 | PA      | $238622.90    | 0.09%             | 2062-12-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255878.88    | 0.10%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                     | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9760.95      | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture 38 CLO Ltd                                                        | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |    229216 | PA      | $228718.56    | 0.09%             | 2032-07-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| TRP LLC                                                 | TRP 2021 LLC                                                              | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    809780 | PA      | $767868.35    | 0.30%             | 2051-06-19      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                 | Luminent Mortgage Trust 2006-7                                            | CUSIP: 55028BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14801 | PA      | $19437.20     | 0.01%             | 2036-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        39 | NC      | $19256.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WMRK Commercial Mortgage Trust                          | WMRK Commercial Mortgage Trust 2022-WMRK                                  | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035000 | PA      | $1037227.11   | 0.40%             | 2027-11-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                                | Verdelite Static CLO 2024-1 Ltd                                           | CUSIP: 92338VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    390000 | PA      | $390364.77    | 0.15%             | 2032-07-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                           | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9377.41      | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                             | CHARTER COMMUNICATIONS OPER                                               | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    325527 | PA      | $325730.60    | 0.13%             | 2030-12-09      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31371FSZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       102 | PA      | $107.17       | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -39 | NC      | $-8531.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31385JJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2717 | PA      | $2865.93      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                          | Structured Asset Sec Corp Mort Pass Thr Cert Ser 2002-3                   | CUSIP: 86358RWV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263166 | PA      | $270234.02    | 0.10%             | 2032-03-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                           | New Residential Mortgage Loan Trust 2017-4                                | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92497 | PA      | $88938.20     | 0.03%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO LTD                                      | Myers Park CLO Ltd                                                        | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251468.50    | 0.10%             | 2030-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                       | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392508.00    | 0.15%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                           | McKesson Corp                                                             | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    720000 | PA      | $719250.36    | 0.28%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12250 | PA      | $12297.68     | 0.00%             | 2062-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        54 | NC      | $22950.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-NQM4 Trust                                                      | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509101 | PA      | $510213.92    | 0.20%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                               | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1056680.60   | 0.41%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                 | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538878.65    | 0.21%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                          | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10559.71     | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | 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        |       -11 | NC      | $-36340.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                           | Citigroup Mortgage Loan Trust 2007-AR4                                    | CUSIP: 17311WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16715 | PA      | $17038.18     | 0.01%             | 2037-03-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1             | CUSIP: 35563PES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435142 | PA      | $425406.41    | 0.16%             | 2057-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2023-B                                   | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680641 | PA      | $1715615.94   | 0.66%             | 2056-10-16      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                 | BDS 2021-FL10 Ltd                                                         | CUSIP: 07335YAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1323289.57   | 0.51%             | 2036-12-16      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae I Pool                                                         | CUSIP: 3622A3CG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84685 | PA      | $79128.40     | 0.03%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                         | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120130.32    | 0.05%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                                    | TCI-Flatiron CLO 2016-1 Ltd                                               | CUSIP: 87230AAW6<br>LEI: 549300EEOTVLW827QY91 | Long             | ABS-CBDO         | CORP              | KY        |    228878 | PA      | $229025.70    | 0.09%             | 2032-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXX                                                            | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995732.20    | 0.38%             | 2031-10-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                          | Chase Mortgage Finance Trust Series 2007-A1                               | CUSIP: 161630AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3550 | PA      | $3359.34      | 0.00%             | 2037-02-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                    | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507057.41    | 0.20%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                  | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1956103.93   | 0.76%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                 | Shell International Finance BV                                            | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $178040.86    | 0.07%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Loan Fund 2024-1 Ltd                                               | CUSIP: 037986AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $570391.53    | 0.22%             | 2035-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                       | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250799.60    | 0.10%             | 2031-04-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                          | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337775 | PA      | $317886.00    | 0.12%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                         | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2845996.30   | 1.10%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                          | CUSIP: 3132AEFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41766 | PA      | $41198.82     | 0.02%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                      | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276794.88    | 0.11%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    970000 | PA      | $963632.25    | 0.37%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301120.11    | 0.12%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-ARIA                                                        | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $744777.38    | 0.29%             | 2036-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                    | Mercedes-Benz Finance North America LLC                                   | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1248703.63   | 0.48%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-4                                          | CUSIP: 89178BBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $705506.89    | 0.27%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    560000 | PA      | $533671.82    | 0.21%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                  | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    860000 | PA      | $866678.99    | 0.34%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Western Asset Premier Institutional Government Reserves | Western Asset Premier Institutional Government Reserves                   | CUSIP: 52470G494<br>LEI: 549300WB3XRN9YTWFB76 | Long             | STIV             | RF                | US        |   1356820 | NS      | $1356820.09   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BAM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4880 | PA      | $4903.63      | 0.00%             | 2060-02-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                            | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487047.35    | 0.19%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31387EKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       547 | PA      | $577.00       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        66 | NC      | $115441.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Securities Co                          | Structured Asset Securities Corp                                          | CUSIP: 86359DME4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63454 | PA      | $56928.74     | 0.02%             | 2035-06-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                          | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5180000 | PA      | $5255271.88   | 2.03%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    740000 | PA      | $744080.36    | 0.29%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                          | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1298539.60   | 0.50%             | 2062-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114241.68    | 0.04%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2016-1 Ltd                                                       | CUSIP: 92915CAU8<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $240951.31    | 0.09%             | 2031-01-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31387SX68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1596 | PA      | $1682.51      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B31 Mortgage Trust                                         | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1161845.52   | 0.45%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                 | Connecticut Light and Power Co/The                                        | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    580000 | PA      | $587402.23    | 0.23%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-382398.29   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                              | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1090852.21   | 0.42%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       111 | NC      | $111693.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Auto Receivables Trust                             | Ally Auto Receivables Trust 2022-3                                        | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224067 | PA      | $224408.62    | 0.09%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                          | Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2                | CUSIP: 589929P51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25242 | PA      | $21685.45     | 0.01%             | 2033-03-25      | Variable      | 6.42%                 | 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        |        21 | NC      | $67564.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                      | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485173.52    | 0.19%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae I Pool                                                         | CUSIP: 36241LN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10967 | PA      | $11705.59     | 0.00%             | 2036-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2021-A                                   | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290847 | PA      | $289457.59    | 0.11%             | 2053-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae I Pool                                                         | CUSIP: 36178WDM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27215 | PA      | $24690.98     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2021-A                                   | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    548880 | PA      | $480505.39    | 0.19%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                                   | Newark BSL CLO 2 Ltd                                                      | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    167864 | PA      | $167959.23    | 0.06%             | 2030-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                 | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30802.22     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140LYQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1023917 | PA      | $962677.50    | 0.37%             | 2051-11-01      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                          | Carlyle Global Market Strategies CLO 2014-3-R Ltd                         | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     68513 | PA      | $68612.71     | 0.03%             | 2031-07-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                | Snam SpA                                                                  | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $221943.05    | 0.09%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                            | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31528.50     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                 | Verdant Receivables 2024-1 LLC                                            | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1207483 | PA      | $1227843.28   | 0.47%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BBX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109293 | PA      | $110223.51    | 0.04%             | 2060-05-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                          | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $629932.30    | 0.24%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                          | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    420000 | PA      | $395238.02    | 0.15%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                  | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    580000 | PA      | $600482.33    | 0.23%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $626932.26    | 0.24%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31371HYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       768 | PA      | $809.68       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae I Pool                                                         | CUSIP: 36178WDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45490 | PA      | $41243.92     | 0.02%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                               | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $620034.24    | 0.24%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $478937.03    | 0.19%             | 2030-04-25      | Fixed         | 5.73%                 | 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        |    640000 | PA      | $642618.56    | 0.25%             | 2031-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31384VWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1671 | PA      | $1762.17      | 0.00%             | 2030-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BKE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27546 | PA      | $27610.87     | 0.01%             | 2060-12-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                               | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338131.86    | 0.13%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                          | Structured Adjustable Rate Mortgage Loan Trust Series 2005-12             | CUSIP: 863579SU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3740 | PA      | $3189.16      | 0.00%             | 2035-06-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | 5 YEAR U.S. TREASURY NOTE WEEK 4                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        84 | NC      | $656.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                          | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    339279 | PA      | $243432.88    | 0.09%             | 2030-03-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                         | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10061.13     | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2179158.72   | 0.84%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced                           | Volkswagen Auto Loan Enhanced Trust 2023-2                                | CUSIP: 92867YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197486 | PA      | $197983.23    | 0.08%             | 2027-03-22      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                          | Avis Budget Rental Car Funding AESOP LLC                                  | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $950628.71    | 0.37%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140XB4B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330418 | PA      | $316159.34    | 0.12%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                              | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1498379.36   | 0.58%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                          | IndyMac INDX Mortgage Loan Trust 2004-AR14                                | CUSIP: 45660LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41771 | PA      | $31978.89     | 0.01%             | 2035-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                      | Ingersoll Rand Inc                                                        | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    830000 | PA      | $855856.10    | 0.33%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $594174.15    | 0.23%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                               | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    240000 | PA      | $241568.69    | 0.09%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                       | Mountain View CLO XVI Ltd                                                 | CUSIP: 62432UAN1<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350525.00    | 0.14%             | 2034-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                           | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $403572.04    | 0.16%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                         | Yamana Gold Inc                                                           | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $318738.96    | 0.12%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        39 | NC      | $114584.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                  | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147017.55    | 0.06%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                          | JP Morgan Mortgage Acquisition Trust 2007-CH2                             | CUSIP: 46630MAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357940 | PA      | $352826.49    | 0.14%             | 2037-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| SETANTA AIRCRAFT LEASING                                | SETANTA AIRCRAFT LEASING                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    375000 | PA      | $377544.38    | 0.15%             | 2028-11-06      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                          | Greystone CRE Notes 2025-FL4 LLC                                          | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $390500.84    | 0.15%             | 2043-01-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BGS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37737 | PA      | $37748.35     | 0.01%             | 2058-08-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                             | Asurion LLC                                                               | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    482368 | PA      | $482500.31    | 0.19%             | 2027-07-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo X                                                        | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $520329.06    | 0.20%             | 2034-10-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                          | Ford Credit Floorplan Master Owner Trust A                                | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1316120.84   | 0.51%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                              | Impac Secured Assets Trust 2006-3                                         | CUSIP: 45255RAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604591 | PA      | $525611.66    | 0.20%             | 2036-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35                          | OCTAGON INVESTMENT PARTNERS 35 LTD                                        | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |    138160 | PA      | $138339.53    | 0.05%             | 2031-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                 | Home Equity Asset Trust 2005-6                                            | CUSIP: 437084NG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $367107.51    | 0.14%             | 2035-12-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60751.08     | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                            | Chevron Corp                                                              | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $463759.45    | 0.18%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp       | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $510342.83    | 0.20%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31384WD49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2276 | PA      | $2400.87      | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                        | CUSIP: 69335PEW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1210000 | PA      | $1218487.42   | 0.47%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2006-B                              | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |    265094 | PA      | $258740.85    | 0.10%             | 2039-12-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9667.21      | 0.00%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                        | CUSIP: 36208A7L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22182 | PA      | $22437.12     | 0.01%             | 2060-02-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134251.26    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                | Virgin Media Bristol LLC                                                  | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    750000 | PA      | $741408.75    | 0.29%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                               | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $99456.54     | 0.04%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                          | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $471517.97    | 0.18%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | Citibank NA                                                               | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1327733.73   | 0.51%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                   | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $392375.94    | 0.15%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20630 | PA      | $20688.73     | 0.01%             | 2062-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                          | ABFC 2003-OPT1 Trust                                                      | CUSIP: 04542BDG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392125 | PA      | $382148.31    | 0.15%             | 2033-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    340000 | PA      | $370601.02    | 0.14%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak                                               | Stonepeak 2021-1 ABS                                                      | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516746 | PA      | $494403.71    | 0.19%             | 2033-02-28      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2670000 | PA      | $2696595.71   | 1.04%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                            | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1040833.57   | 0.40%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                  | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52306.60     | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2022-B                          | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    697056 | PA      | $678426.87    | 0.26%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101095.15    | 0.04%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                             | Cencora Inc                                                               | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484135.41    | 0.19%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437084.71    | 0.17%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                        | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9738.02      | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                          | MF1 2025-FL19 LLC                                                         | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $390685.31    | 0.15%             | 2042-05-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK39                                                           | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  60280645 | PA      | $1407456.61   | 0.54%             | 2055-02-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-10                                          | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |    529098 | PA      | $528324.94    | 0.20%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BJS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14633 | PA      | $14666.60     | 0.01%             | 2061-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                     | Kreditanstalt fuer Wiederaufbau                                           | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1160000 | PA      | $1157806.28   | 0.45%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                   | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506588.05    | 0.20%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Student Loan Trust 2016-6                                         | CUSIP: 63940LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1382700 | PA      | $1398537.19   | 0.54%             | 2066-03-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                        | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198894.43    | 0.08%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-21256.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                    | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1001261.86   | 0.39%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    140000 | PA      | $140942.77    | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                  | Tesla Auto Lease Trust 2023-B                                             | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1321635.55   | 0.51%             | 2027-08-20      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2021-2 Ltd                                        | CUSIP: 05766GAL1<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $578551.97    | 0.22%             | 2035-01-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2003-10                                            | CUSIP: 78442GJH0<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |    464961 | PA      | $459467.17    | 0.18%             | 2068-12-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                         | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2352909 | PA      | $2360320.70   | 0.91%             | 2054-08-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140XJHZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    872565 | PA      | $841066.70    | 0.33%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                          | Ellington Financial Mortgage Trust 2022-1                                 | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925377 | PA      | $803732.31    | 0.31%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| BCRED MML CLO 2021-1 LLC                                | BCRED MML CLO 2021-1 LLC                                                  | CUSIP: 05554LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    950000 | PA      | $951340.17    | 0.37%             | 2035-01-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                       | UPBOUND GROUP INC                                                         | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    687566 | PA      | $691004.30    | 0.27%             | 2028-02-17      | Floating      | 7.08%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2016-3 Ltd                                                       | CUSIP: 92915HAW3<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |    486694 | PA      | $487555.46    | 0.19%             | 2031-10-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 2YR NOTE (CBT)                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       388 | NC      | $335526.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust             | CUSIP: 929227R65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10183 | PA      | $10235.09     | 0.00%             | 2033-06-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    430000 | PA      | $434080.69    | 0.17%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                          | Structured Asset Securities Corp Trust 2005-SC1                           | CUSIP: 86359DTG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336081 | PA      | $245826.11    | 0.10%             | 2031-05-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                             | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1762441.84   | 0.68%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                          | Structured Adjustable Rate Mortgage Loan Trust Series 2005-4              | CUSIP: 863579MP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62865 | PA      | $52433.64     | 0.02%             | 2035-03-25      | Variable      | 4.29%                 | 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        |    165000 | PA      | $173725.53    | 0.07%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31377BXH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26 | PA      | $27.41        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375B3N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7160 | PA      | $7175.91      | 0.00%             | 2063-06-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140XJFG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1665140 | PA      | $1671584.68   | 0.65%             | 2038-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | 5 YEAR U.S. TREASURY NOTE                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       102 | NC      | $46218.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3138EKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269551 | PA      | $272471.00    | 0.11%             | 2037-09-01      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                         | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1390000 | PA      | $1416533.14   | 0.55%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                            | Parallel 2023-1 Ltd                                                       | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $570427.50    | 0.22%             | 2036-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                     | CUSIP: 05609KAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693000 | PA      | $689412.06    | 0.27%             | 2038-10-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2014-6                                          | CUSIP: 64033RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159679 | PA      | $158118.81    | 0.06%             | 2052-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                     | Inversiones CMPC SA                                                       | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    760000 | PA      | $753595.86    | 0.29%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                                  | Fifth Third Auto Trust 2023-1                                             | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1206883 | PA      | $1216536.43   | 0.47%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52422.56     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                              | Federal National Mortgage Association                                     | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1010000 | PA      | $1003824.97   | 0.39%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                      | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305307.10    | 0.12%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                 | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $174850.78    | 0.07%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                      | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2090000 | PA      | $2111119.47   | 0.82%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140XMTM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468116 | PA      | $485888.75    | 0.19%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR4 Trust             | CUSIP: 92922FG77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5870 | PA      | $5705.97      | 0.00%             | 2035-04-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $318579.03    | 0.12%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38380LF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    448799 | PA      | $447679.46    | 0.17%             | 2069-10-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                   | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1023620.70   | 0.40%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                     | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    360000 | PA      | $377697.24    | 0.15%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                         | CUSIP: 3136B3HQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139924 | PA      | $129940.99    | 0.05%             | 2048-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO BK LTD NEW 0.0 11AUG25 144A                      | MIZUHO BK LTD NEW 0.0 11AUG25 144A                                        | CUSIP: 60689FVB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5347258.55   | 2.07%             | 2025-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXI Ltd                                              | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    470809 | PA      | $471046.78    | 0.18%             | 2032-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                         | CUSIP: 3136BN3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71935 | PA      | $68764.36     | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                        | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10162.69     | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                   | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10170.26     | 0.00%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                   | Petroleos del Peru SA                                                     | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    710000 | PA      | $551250.70    | 0.21%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                      | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9922.06      | 0.00%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BKL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62980 | PA      | $63075.62     | 0.02%             | 2061-02-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31386X4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6900 | PA      | $7276.16      | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BVU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688764 | PA      | $689075.73    | 0.27%             | 2062-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                              | Federal National Mortgage Association                                     | CUSIP: 3135G07G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1640000 | PA      | $1641148.79   | 0.63%             | 2026-06-18      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                    | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2010563.53   | 0.78%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                             | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $511888.50    | 0.20%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2             | CUSIP: 35563PRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    872559 | PA      | $841017.88    | 0.33%             | 2059-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                             | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31281.06     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                            | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613256.65    | 0.24%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38376XNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44005 | PA      | $44153.69     | 0.02%             | 2060-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust 2021-MHC                                    | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99948 | PA      | $99988.13     | 0.04%             | 2038-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                            | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10037.78     | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                 | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $982922.34    | 0.38%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38382YGG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1491657 | PA      | $1473682.08   | 0.57%             | 2071-09-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1030259.96   | 0.40%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                     | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2038897.10   | 0.79%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                           | Toyota Auto Receivables 2021-B Owner Trust                                | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147536 | PA      | $147288.56    | 0.06%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                          | Hyundai Auto Lease Securitization Trust 2024-A                            | CUSIP: 448988AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378266 | PA      | $378631.70    | 0.15%             | 2026-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                            | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $913816.09    | 0.35%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                               | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $844388.33    | 0.33%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                     | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $366685.55    | 0.14%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2003-2                                             | CUSIP: 81743PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32830 | PA      | $32158.30     | 0.01%             | 2033-06-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                              | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    590000 | PA      | $596125.11    | 0.23%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                     | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $535481.12    | 0.21%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76542.85     | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                        | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1102968.86   | 0.43%             | 2029-03-08      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1031563.62   | 0.40%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31390HA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1228 | PA      | $1294.93      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                             | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    230000 | PA      | $234456.25    | 0.09%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BMT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80766 | PA      | $80917.76     | 0.03%             | 2061-08-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204420.20    | 0.08%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                  | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208701.31    | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                     | Cardinal Health Inc                                                       | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904987.73    | 0.35%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                           | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9888.76      | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                           | New Residential Mortgage Loan Trust 2017-2                                | CUSIP: 64829KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222031 | PA      | $220033.30    | 0.09%             | 2057-03-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                           | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1281860.83   | 0.50%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2024-II Ltd                                                  | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150675.18    | 0.06%             | 2037-04-22      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                  | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2399842.08   | 0.93%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90937.50     | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | 5 YEAR U.S. TREASURY NOTE                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -84 | NC      | $-21656.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING C                          | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3        | CUSIP: 16678RBV8<br>LEI: 549300TC8R2SGZ2KM445 | Long             | ABS-MBS          | CORP              | US        |       809 | PA      | $784.89       | 0.00%             | 2035-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                   | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    830000 | PA      | $840860.76    | 0.33%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Student Loan Trust 2021-1                                         | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466420 | PA      | $458775.37    | 0.18%             | 2069-12-26      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2005-A                              | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |    553385 | PA      | $546013.53    | 0.21%             | 2038-12-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BJN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121874 | PA      | $122061.29    | 0.05%             | 2060-11-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                  | National Securities Clearing Corp                                         | CUSIP: 637639AE5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    490000 | PA      | $482273.05    | 0.19%             | 2025-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38380QYC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1134359 | PA      | $1128419.86   | 0.44%             | 2070-04-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                  | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252329.04    | 0.10%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2022-AFC1 Trust                                                     | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505730 | PA      | $499883.98    | 0.19%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK45                                                           | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1590000 | PA      | $1615753.55   | 0.62%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                         | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2045565.71   | 0.79%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO US FI                                 | Great-West Lifeco US Finance 2020 LP                                      | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $278673.08    | 0.11%             | 2025-08-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                           | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1023792.99   | 0.40%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                          | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10312.73     | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                        | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133800.23    | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                            | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1089114.73   | 0.42%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158645.82    | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                            | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    820000 | PA      | $833718.08    | 0.32%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                          | CUSIP: 3132E0BE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    534455 | PA      | $544518.62    | 0.21%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                    | Howmet Aerospace Inc                                                      | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    520000 | PA      | $497528.25    | 0.19%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                     | CNH Equipment Trust 2022-B                                                | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602345 | PA      | $600285.35    | 0.23%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                          | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1920743 | PA      | $1651149.29   | 0.64%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                          | Milos CLO Ltd                                                             | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    423166 | PA      | $423755.13    | 0.16%             | 2030-10-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                      | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    810000 | PA      | $827964.55    | 0.32%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ent Auto Receivables Trust                              | Ent Auto Receivables Trust 2023-1                                         | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $658021.38    | 0.25%             | 2029-11-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38382NZ83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65575 | PA      | $65218.45     | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                          | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10650000 | PA      | $10276001.93  | 3.97%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                        | CUSIP: 3622AAHA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15959 | PA      | $14525.13     | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $20219.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                 | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1160000 | PA      | $1157280.06   | 0.45%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                           | Freddie Mac Structured Pass-Through Certificates                          | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37174 | PA      | $38485.68     | 0.01%             | 2043-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                              | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13311 | NS      | $66421.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                              | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    270000 | PA      | $284797.62    | 0.11%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                        | CUSIP: 31392XUX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35166 | PA      | $35297.02     | 0.01%             | 2032-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | Aimco CLO 14 Ltd                                                          | CUSIP: 00144GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $801742.40    | 0.31%             | 2034-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    850000 | PA      | $839023.30    | 0.32%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                   | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457159.69    | 0.18%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133762.84    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                   | Cayuga Park CLO Ltd                                                       | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |    565000 | PA      | $566085.14    | 0.22%             | 2034-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140H3ZJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25967 | PA      | $24489.42     | 0.01%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                      | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    670000 | PA      | $684219.88    | 0.26%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                          | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1308763.59   | 0.51%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-PALM                                                     | CUSIP: 85237AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $821659.00    | 0.32%             | 2034-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    540000 | PA      | $553123.85    | 0.21%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52249.12     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae I Pool                                                         | CUSIP: 36241LNK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27894 | PA      | $28945.17     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                          | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200484.38    | 0.08%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120050 | PA      | $112085.67    | 0.04%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38381BDT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108123 | PA      | $103357.29    | 0.04%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                       | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    580000 | PA      | $585477.54    | 0.23%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                        | CUSIP: 3622AANA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18076 | PA      | $16705.96     | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1048178.39   | 0.41%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2024-R01                              | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253017.25    | 0.10%             | 2044-01-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32               | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80473 | PA      | $79779.28     | 0.03%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1426268.89   | 0.55%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                        | CUSIP: 3622AC4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272540 | PA      | $283493.01    | 0.11%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2006-A                              | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |    482545 | PA      | $469757.85    | 0.18%             | 2039-06-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox CLO III Ltd                                                      | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $330992.01    | 0.13%             | 2035-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                   | Amrize Finance US LLC                                                     | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    740000 | PA      | $746921.97    | 0.29%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RCF1 LLC                                                        | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516897 | PA      | $510174.95    | 0.20%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                         | QazaqGaz NC JSC                                                           | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    800000 | PA      | $783942.60    | 0.30%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                          | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    670000 | PA      | $665040.38    | 0.26%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                            | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1165820.58   | 0.45%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                     | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $145599.06    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                   | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238797.77    | 0.09%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                      | Coterra Energy Inc                                                        | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1343481.78   | 0.52%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                        | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117711.65    | 0.05%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                 | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1039559.33   | 0.40%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Obra CLO Ltd                                            | Obra CLO 2 Ltd                                                            | CUSIP: 674436AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601097.40    | 0.23%             | 2038-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                  | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $666149.85    | 0.26%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                 | EQUATE Petrochemical Co KSC                                               | CUSIP: 29441WAC9<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    630000 | PA      | $624880.78    | 0.24%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS CDX.NA.IG.44.V1                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $178075.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK40                                                           | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $432399.30    | 0.17%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                            | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72621.57     | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                  | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $860487.73    | 0.33%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2021-1 Ltd                                              | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $460311.28    | 0.18%             | 2038-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375B3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8056 | PA      | $8072.00      | 0.00%             | 2063-05-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                             | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109033.40    | 0.04%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493103.08    | 0.19%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae I Pool                                                         | CUSIP: 36178NF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37277 | PA      | $33820.22     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112884 | PA      | $105394.47    | 0.04%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                               | CUSIP: 71647NAZ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $376960.81    | 0.15%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 41 Senior Loan Fund                                                | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |    173725 | PA      | $173793.56    | 0.07%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                  | Advanced Micro Devices Inc                                                | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    760000 | PA      | $765724.49    | 0.30%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38382MTZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65411 | PA      | $64962.55     | 0.03%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1614480.81   | 0.62%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae I Pool                                                         | CUSIP: 36210FXS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1932 | PA      | $1955.12      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-1 Ltd                                     | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1726280 | PA      | $1727245.15   | 0.67%             | 2032-10-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259040.77    | 0.10%             | 2028-11-16      | Fixed         | 4.12%                 | 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        |        -6 | NC      | $-27486.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan                           | New Residential Mortgage Loan Trust 2019-NQM5                             | CUSIP: 64830PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349419 | PA      | $332790.81    | 0.13%             | 2059-11-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                        | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $907792.74    | 0.35%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo I Ltd                                                        | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250221.00    | 0.10%             | 2036-07-24      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    710000 | PA      | $694150.55    | 0.27%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                     | SPIRIT AIRLINES LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9458 | NS      | $47195.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE DISC COML PAPER 4/ 0.0 06AUG25                     | BPCE DISC COML PAPER 4/ 0.0 06AUG25                                       | CUSIP: 05571BV67<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5375000 | PA      | $5350932.36   | 2.07%             | 2025-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                              | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    870000 | PA      | $867632.69    | 0.34%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                 | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    730000 | PA      | $716239.79    | 0.28%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                            | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1028259.84   | 0.40%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                              | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $546577.03    | 0.21%             | 2028-03-28      | Fixed         | 4.02%                 | 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        |     30000 | PA      | $30305.14     | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                     | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60817.97     | 0.02%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                          | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    860000 | PA      | $857294.01    | 0.33%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust            | CUSIP: 93363RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304160 | PA      | $285102.66    | 0.11%             | 2046-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2024-1 Ltd                                              | CUSIP: 09204UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1040000 | PA      | $1041289.81   | 0.40%             | 2037-10-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                            | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    820000 | PA      | $832229.61    | 0.32%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR Specialized Loan Trust                            | Mastr Specialized Loan Trust                                              | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23300 | PA      | $22814.73     | 0.01%             | 2046-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                          | CUSIP: 31329KUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    664583 | PA      | $631170.47    | 0.24%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                          | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    950000 | PA      | $957408.43    | 0.37%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31387N3S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       369 | PA      | $389.31       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    742000 | PA      | $756201.14    | 0.29%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2017-BNK9                                                            | CUSIP: 06540RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637812 | PA      | $631124.45    | 0.24%             | 2054-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140X9MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652015 | PA      | $620997.00    | 0.24%             | 2038-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | Carmax Auto Owner Trust 2025-2                                            | CUSIP: 14320AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | PA      | $1234571.42   | 0.48%             | 2028-07-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                    | Mercedes-Benz Finance North America LLC                                   | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    490000 | PA      | $499127.65    | 0.19%             | 2029-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                  | Asian Development Bank                                                    | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    830000 | PA      | $800748.12    | 0.31%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                           | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9879.75      | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | 5 YEAR U.S. TREASURY NOTE                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        35 | NC      | $546.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp       | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $240202.02    | 0.09%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic                                       | JP Morgan Resecuritization Trust Series 2009-10                           | CUSIP: 46634ACP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1651685 | PA      | $737520.30    | 0.29%             | 2037-02-26      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING C                          | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-4        | CUSIP: 16678RCD7<br>LEI: 549300BO65N44G8TZI31 | Long             | ABS-MBS          | CORP              | US        |      7753 | PA      | $7531.36      | 0.00%             | 2035-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                         | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $1020724.15   | 0.39%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                        | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    240000 | PA      | $258630.24    | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                    | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73393.60     | 0.03%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae I Pool                                                         | CUSIP: 3617MKLU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47560 | PA      | $43462.82     | 0.02%             | 2050-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust            | CUSIP: 92925CBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13813 | PA      | $13962.75     | 0.01%             | 2045-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31382N3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1092 | PA      | $1151.52      | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                          | CUSIP: 31329KUV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619920 | PA      | $590019.28    | 0.23%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21430.36     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                      | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201625.00    | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                  | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161418.23    | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-3 Ltd                                                       | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |   1107113 | PA      | $1108908.70   | 0.43%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    630000 | PA      | $645786.70    | 0.25%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2022-3 LLC                                     | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213285 | PA      | $213102.31    | 0.08%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                          | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110313.84    | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                    | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1881490.92   | 0.73%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113273 | PA      | $113084.93    | 0.04%             | 2063-03-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                      | BMW US Capital LLC                                                        | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1224358.10   | 0.47%             | 2029-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails CLO XII Ltd                                                  | CUSIP: 67515DAS7<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |    920000 | PA      | $920681.08    | 0.36%             | 2035-07-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                     | Cardinal Health Inc                                                       | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    620000 | PA      | $636005.11    | 0.25%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154148 | PA      | $154148.39    | 0.06%             | 2060-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                        | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519334.91    | 0.20%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                  | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $138888.00    | 0.05%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662447.84    | 0.26%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605136 | PA      | $520762.89    | 0.20%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                            | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $488284.58    | 0.19%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | MSC Trust 2021-ILP                                                        | CUSIP: 62479WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827264 | PA      | $826673.93    | 0.32%             | 2036-11-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                            | Saxon Asset Securities Trust 2003-3                                       | CUSIP: 805564PE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10488 | PA      | $10177.20     | 0.00%             | 2033-12-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31384VQR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1279 | PA      | $1349.27      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                          | Amur Equipment Finance Receivables XIII LLC                               | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1379256.12   | 0.53%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                           | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2002107.55   | 0.77%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                          | RAMP Series 2004-SL4 Trust                                                | CUSIP: 76112BGP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3397 | PA      | $1126.63      | 0.00%             | 2032-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                   | General Dynamics Corp                                                     | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327528.38    | 0.13%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                            | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1090000 | PA      | $1095777.33   | 0.42%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528770 | PA      | $533620.22    | 0.21%             | 2052-08-01      | Fixed         | 5.50%                 | 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        |        77 | NC      | $144346.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1             | CUSIP: 35563PJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    874107 | PA      | $848400.30    | 0.33%             | 2058-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                        | CUSIP: 3620E0DZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2062 | PA      | $2076.55      | 0.00%             | 2060-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375BKP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17830 | PA      | $17875.65     | 0.01%             | 2061-02-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                  | Goldman Sachs Bank USA/New York NY                                        | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201011.93    | 0.08%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31384VQK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1006 | PA      | $1061.45      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                          | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340151.20    | 0.13%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                | Bear Stearns ALT-A Trust 2007-1                                           | CUSIP: 07386XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65226 | PA      | $55725.65     | 0.02%             | 2047-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae I Pool                                                         | CUSIP: 36178WGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39052 | PA      | $34972.29     | 0.01%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38375B3L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16458 | PA      | $16490.93     | 0.01%             | 2063-06-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2018-H4                                    | CUSIP: 61691RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21699084 | PA      | $507404.87    | 0.20%             | 2051-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding V CLO Ltd                                                   | CUSIP: 15032AAY3<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |    964217 | PA      | $941453.35    | 0.36%             | 2031-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31384WJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       812 | PA      | $857.10       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38382YSC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2346263 | PA      | $2331361.19   | 0.90%             | 2072-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                          | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $813985.51    | 0.31%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                   | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1371719.95   | 0.53%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                              | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    930000 | PA      | $930912.09    | 0.36%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                  | CUSIP: 38381B4T8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81950 | PA      | $74304.26     | 0.03%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                      | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    870000 | PA      | $887639.84    | 0.34%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | SOFR 1 YEAR MIDCURVE                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -54 | NC      | $-7425.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HPS Loan Management                                     | HPS Loan Management 15-2019 Ltd                                           | CUSIP: 40439DAN8<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250146.78    | 0.10%             | 2035-01-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2022-NQM1 Trust                                                       | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849746 | PA      | $761825.79    | 0.29%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                          | Greystone CRE Notes 2021-FL3 Ltd                                          | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    474858 | PA      | $475773.86    | 0.18%             | 2039-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2022-R04                              | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $556674.07    | 0.22%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130413.87    | 0.05%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS CDX.NA.HY.44.V1                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-17652.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP2                                                     | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1449567.03   | 0.56%             | 2036-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                          | RALI Series 2007-QS7 Trust                                                | CUSIP: 74923WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    398392 | PA      | $306209.71    | 0.12%             | 2037-05-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                         | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    630000 | PA      | $609785.42    | 0.24%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                          | STWD 2022-FL3 Ltd                                                         | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    187782 | PA      | $187673.67    | 0.07%             | 2038-11-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                 | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282785.62    | 0.11%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                | SPIRIT AVIA HOL RESTRICT                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $389.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                        | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    520000 | PA      | $510143.68    | 0.20%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                       | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73717.05     | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | API GROUP DE INC                                                          | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    348863 | PA      | $349335.45    | 0.14%             | 2029-01-03      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31390PM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7215 | PA      | $7608.90      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21665.84     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                           | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1660000 | PA      | $1665186.57   | 0.64%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                | CUSIP: 49177JAD4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    640000 | PA      | $643988.03    | 0.25%             | 2026-03-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    236000 | PA      | $231563.48    | 0.09%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479371.14    | 0.19%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                          | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1664888.46   | 0.64%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | Reperforming Loan REMIC Trust 2006-R2                                     | CUSIP: 125435AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50659 | PA      | $47702.80     | 0.02%             | 2036-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 31386QFL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       173 | PA      | $182.32       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                            | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209457.19    | 0.08%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $160309.92    | 0.06%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1280234.27   | 0.49%             | 2026-05-15      | Fixed         | 3.12%                 | 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        |   1058982 | PA      | $1032926.74   | 0.40%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | Aimco CLO 15 Ltd                                                          | CUSIP: 00889BAE1<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $548908.69    | 0.21%             | 2038-04-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                            | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    720000 | PA      | $736139.77    | 0.28%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                           | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20198.50     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                       | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51441.55     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                 | CUSIP: 31326FRF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58378 | PA      | $60134.11     | 0.02%             | 2043-06-01      | Floating      | 6.35%                 | 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        |       107 | NC      | $94939.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Prime Auto Receiva                          | Capital One Prime Auto Receivables Trust 2022-2                           | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195628 | PA      | $195007.89    | 0.08%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-22327.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2021-P4                                    | CUSIP: 14687KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1338162.48   | 0.52%             | 2027-12-10      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $293967.96    | 0.11%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                           | CUSIP: 3140FXFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65050 | PA      | $60734.47     | 0.02%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                      | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789741.54    | 0.31%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                 | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486734.16    | 0.19%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                 | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $656178.69    | 0.25%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                        | CUSIP: 3620E0DY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1531 | PA      | $1539.88      | 0.00%             | 2060-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                        | CUSIP: 3620E0D78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82213 | PA      | $84565.96     | 0.03%             | 2060-08-20      | Floating      | 6.63%                 | 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