# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0001752724-25-174661
**Filing Date:** 2025-7
**Character Count:** 204159
**Document Hash:** 6c8662bd1d10a85998d4226db6db9887
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-174661.hdr.sgml**: 20250723

**ACCESSION NUMBER**: 0001752724-25-174661

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250723

**DATE AS OF CHANGE**: 20250723

**PERIOD START**: 20250531

**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:** 251142287

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-30

**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:** $412724513.24

**Total Liabilities:** $2502687.14

**Net Assets:** $410221826.10

**Delayed Delivery Securities:** $340000.00

**Cash Not Reported:** $2634908.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2396.31000000 | **1-Year:** 35063.06000000 | **5-Year:** 32933.55000000 | **10-Year:** 1417.70000000 | **30-Year:** 0.00000000

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

- **3-Month:** 47.33000000 | **1-Year:** 1857.30000000 | **5-Year:** 2462.51000000 | **10-Year:** 43.26000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000046410 | 0.31%                | 0.19%                | 0.54%                |
| Class ID C000046412 | 0.24%                | 0.13%                | 0.47%                |
| Class ID C000046413 | 0.22%                | 0.21%                | 0.56%                |
| Class ID C000080302 | 0.25%                | 0.13%                | 0.37%                |
| Class ID C000118948 | 0.33%                | 0.21%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $26473.66                | $-123971.68                                |
| Month 2  | $-117871.00              | $686378.70                                 |
| Month 3  | $-146807.41              | $-112173.94                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       102 | NC      | $-48614.20    | -0.01%            |  |  |  | No            |                  1 | 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        |       -89 | NC      | $-26636.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH Equipment Trust                                     | CNH Equipment Trust 2022-B                                                      | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618300 | PA      | $615891.83    | 0.15%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2640028.56   | 0.64%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                   | Cayuga Park CLO Ltd                                                             | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500989.65    | 0.12%             | 2034-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SUZANO INTL FINANCE BV                                  | Suzano International Finance BV                                                 | CUSIP: 000000000<br>LEI: 5493000KMIB6J1KMKL84 | Long             | DBT              | CORP              | NL        |    640000 | PA      | $644659.84    | 0.16%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA2                                         | CUSIP: 35564KDB2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    242000 | PA      | $247318.45    | 0.06%             | 2033-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $675903.84    | 0.16%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Series 2019-UVIL                                                           | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1359357.36   | 0.33%             | 2041-12-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    620000 | PA      | $627662.58    | 0.15%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31618.08     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-AFC1 Trust                                                            | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263773 | PA      | $250172.66    | 0.06%             | 2050-02-25      | Variable      | 3.24%                 | 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        |       309 | NC      | $147947.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1083491.64   | 0.26%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1003799.27   | 0.24%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                          | CMFT Net Lease Master Issuer LLC                                                | CUSIP: 12575AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1024744 | PA      | $931651.16    | 0.23%             | 2051-07-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV4                                          | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290000 | PA      | $1168011.02   | 0.28%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                             | Legacy Mortgage Asset Trust 2020-RPL1                                           | CUSIP: 52474HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    706529 | PA      | $673706.38    | 0.16%             | 2059-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2016-1 Ltd                                                             | CUSIP: 92915CAU8<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $361572.37    | 0.09%             | 2031-01-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                  | Advanced Micro Devices Inc                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1165098.62   | 0.28%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140FXLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230191 | PA      | $216911.55    | 0.05%             | 2059-01-01      | Fixed         | 4.50%                 | 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        |    940000 | PA      | $935454.16    | 0.23%             | 2035-01-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                        | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636967 | PA      | $596588.58    | 0.15%             | 2037-09-25      | Fixed         | 1.97%                 | 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        |       -14 | NC      | $-8626.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1182935.58   | 0.29%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox Clo I Ltd                                                              | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400989.12    | 0.10%             | 2036-07-24      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1072332.15   | 0.26%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                          | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123390.24    | 0.03%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    640000 | PA      | $664715.92    | 0.16%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2015-2                                                | CUSIP: 64033QAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    214882 | PA      | $211903.29    | 0.05%             | 2042-09-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    610000 | PA      | $610126.14    | 0.15%             | 2026-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2023-H2 Mortgage Trust                                                    | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556163 | PA      | $563870.71    | 0.14%             | 2068-11-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                  | 1011778 BC ULC                                                                  | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     57805 | PA      | $57667.86     | 0.01%             | 2030-09-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $693215.95    | 0.17%             | 2027-05-01      | Fixed         | 5.12%                 | 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        |      -655 | NC      | $-137331.39   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788480.31    | 0.19%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING C                          | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3              | CUSIP: 16678RBV8<br>LEI: 549300TC8R2SGZ2KM445 | Long             | ABS-MBS          | CORP              | US        |       814 | PA      | $787.39       | 0.00%             | 2035-08-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                         | HGI CRE CLO 2021-FL2 Ltd                                                        | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    563965 | PA      | $562871.42    | 0.14%             | 2036-09-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                              | CUSIP: 3617MQCZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70278 | PA      | $58336.16     | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1062779.46   | 0.26%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                  | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2427328.68   | 0.59%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                    | Sagard-Halseypoint Clo 8 Ltd                                                    | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $411294.99    | 0.10%             | 2038-01-30      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                         | Yamana Gold Inc                                                                 | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $846141.19    | 0.21%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                           | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259185.00    | 0.06%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                  | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1854712.79   | 0.45%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -13 | NC      | $-16272.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Harbor Freight Tools USA Inc                            | HARBOR FREIGHT TOOLS USA INC                                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    377150 | PA      | $365254.69    | 0.09%             | 2031-06-11      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1510000.00   | 0.37%             | 2025-06-01      | Fixed         | 4.30%                 | 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        |    175629 | PA      | $173945.35    | 0.04%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1675028 | PA      | $1673185.12   | 0.41%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687734.02    | 0.17%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                   | HPEFS Equipment Trust 2023-1                                                    | CUSIP: 40443DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546891 | PA      | $547276.07    | 0.13%             | 2028-02-22      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                        | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    950000 | PA      | $922622.36    | 0.22%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $442138.62    | 0.11%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                          | HarborView Mortgage Loan Trust 2005-9                                           | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152562 | PA      | $143074.13    | 0.03%             | 2035-06-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    890000 | PA      | $901770.35    | 0.22%             | 2029-05-15      | Fixed         | 5.55%                 | 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        |        -2 | NC      | $-3753.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3708229.67   | 0.90%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Education Loan Trust 2010-C                                         | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |    990676 | PA      | $1039482.07   | 0.25%             | 2041-10-15      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                            | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1616929.13   | 0.39%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1276091.11   | 0.31%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                          | Residential Asset Securitization Trust 2003-A11                                 | CUSIP: 45660NUU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16797 | PA      | $16570.64     | 0.00%             | 2033-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-AFC1 Trust                                                            | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334526 | PA      | $269143.22    | 0.07%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85887.49     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | Dcert Buyer Inc                                                                 | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    360426 | PA      | $356596.68    | 0.09%             | 2026-10-16      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                    | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    460000 | PA      | $484622.42    | 0.12%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LP                                                  | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1435234.50   | 0.35%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-90246.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                              | CUSIP: 3622AC4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    981323 | PA      | $1013059.72   | 0.25%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                               | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2625416.69   | 0.64%             | 2028-08-05      | Fixed         | 1.40%                 | 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        |  10652430 | NS      | $10652429.67  | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                 | EQUATE Petrochemical Co KSC                                                     | CUSIP: 29441WAC9<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |   1620000 | PA      | $1606264.83   | 0.39%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA5                                         | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    810000 | PA      | $862464.51    | 0.21%             | 2042-06-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XJHZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946596 | PA      | $908374.67    | 0.22%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                | SPIRIT AVIA HOL RESTRICT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $359.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1353052.71   | 0.33%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                        | CUSIP: 38382YGG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2128767 | PA      | $2103806.75   | 0.51%             | 2071-09-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                          | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320716 | PA      | $310001.61    | 0.08%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $8458.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1127125.19   | 0.27%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                                 | HalseyPoint CLO 3 Ltd                                                           | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $431905.50    | 0.11%             | 2037-07-30      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                          | Santander Drive Auto Receivables Trust 2022-3                                   | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41342 | PA      | $41326.33     | 0.01%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3138LEZV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1181053 | PA      | $1146741.89   | 0.28%             | 2026-09-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2688804.01   | 0.66%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2596418.92   | 0.63%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2021-NQM4 Trust                                                             | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743196 | PA      | $627626.67    | 0.15%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1034599.96   | 0.25%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                          | World Omni Auto Receivables Trust 2024-B                                        | CUSIP: 98164HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775760 | PA      | $775863.62    | 0.19%             | 2027-09-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                           | CGMS Commercial Mortgage Trust 2017-B1                                          | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $320992.72    | 0.08%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-15182.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1050000 | PA      | $1010469.80   | 0.25%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29625.22     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                              | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    390000 | PA      | $418976.61    | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     47149 | PA      | $47071.33     | 0.01%             | 2028-08-21      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                           | Sierra Timeshare 2020-2 Receivables Funding LLC                                 | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510277 | PA      | $506878.07    | 0.12%             | 2037-07-20      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $886736.66    | 0.22%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-AFC1 Trust                                                            | CUSIP: 12657LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334526 | PA      | $273390.40    | 0.07%             | 2056-03-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                          | Deephaven Residential Mortgage Trust 2022-1                                     | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1255553 | PA      | $1146822.45   | 0.28%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                          | Deephaven Residential Mortgage Trust 2024-1                                     | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188019 | PA      | $188483.35    | 0.05%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                        | CUSIP: 38375BN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89903 | PA      | $89957.00     | 0.02%             | 2063-03-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-8286.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3620000 | PA      | $3504809.46   | 0.85%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture 38 CLO Ltd                                                              | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |    379088 | PA      | $378419.35    | 0.09%             | 2032-07-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                 | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $314451.79    | 0.08%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215848.47    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                     | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    531990 | PA      | $529625.23    | 0.13%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1514327.46   | 0.37%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                  | Credit Agricole SA/London                                                       | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $898974.86    | 0.22%             | 2026-06-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                    | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1460000 | PA      | $1425681.88   | 0.35%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                          | Milos CLO Ltd                                                                   | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    687645 | PA      | $689082.95    | 0.17%             | 2030-10-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1280854.61   | 0.31%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | 3 MONTH SOFR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -44 | NC      | $21957.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW US CAPITAL LLC                                      | BMW US Capital LLC                                                              | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1403388.12   | 0.34%             | 2029-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2021-AFC1 Trust                                                           | CUSIP: 69357TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    938094 | PA      | $786722.36    | 0.19%             | 2056-08-25      | Variable      | 1.51%                 | 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        |    109621 | PA      | $109827.01    | 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        |    620000 | PA      | $620104.19    | 0.15%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                 | Fannie Mae Grantor Trust 2002-T19                                               | CUSIP: 31392GVT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    523034 | PA      | $517659.87    | 0.13%             | 2042-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1245960.82   | 0.30%             | 2026-08-15      | Fixed         | 3.00%                 | 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        |   1264799 | PA      | $1267391.41   | 0.31%             | 2032-10-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2021-7                                                 | CUSIP: 03464JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256374 | PA      | $220703.23    | 0.05%             | 2066-10-25      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2933524.10   | 0.72%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK32                                                                 | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $849298.75    | 0.21%             | 2054-04-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1448141.68   | 0.35%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2021-1 Ltd                                                    | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499687.50    | 0.12%             | 2038-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550450.86    | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1192724.85   | 0.29%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA3                                         | CUSIP: 35564KEL9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |    734871 | PA      | $753041.72    | 0.18%             | 2033-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361859 | PA      | $351561.59    | 0.09%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433631.70    | 0.11%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144478.35    | 0.04%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1124316.75   | 0.27%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B29 Mortgage Trust                                               | CUSIP: 08163JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12249741 | PA      | $479801.54    | 0.12%             | 2054-09-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XMTM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873720 | PA      | $902096.62    | 0.22%             | 2053-10-01      | Fixed         | 6.50%                 | 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        |   1040000 | PA      | $1042543.01   | 0.25%             | 2031-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | Citibank NA                                                                     | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1559164.48   | 0.38%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2110000 | PA      | $2045694.80   | 0.50%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    870000 | PA      | $874393.33    | 0.21%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc                                       | UPBOUND GROUP INC                                                               | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    505598 | PA      | $507493.69    | 0.12%             | 2028-02-17      | Floating      | 7.03%                 | No            |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235177.06    | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                           | New Residential Mortgage Loan Trust 2022-NQM2                                   | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786145 | PA      | $735848.77    | 0.18%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                          | Ellington Financial Mortgage Trust 2021-2                                       | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528069 | PA      | $436942.10    | 0.11%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1925120.51   | 0.47%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1353070.75   | 0.33%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                              | Federal National Mortgage Association                                           | CUSIP: 3135G1AB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $250279.11    | 0.06%             | 2026-12-11      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                         | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1397970.66   | 0.34%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MF1MultifamilyHousingMortga                             | MF12025-FL19LLC                                                                 | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    590000 | PA      | $591251.15    | 0.14%             | 2042-05-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2021-R6                                                               | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667470 | PA      | $592248.44    | 0.14%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2006-2                                                   | CUSIP: 78442GRX6<br>LEI: 5493007758ACJK074H95 | Long             | ABS-O            | CORP              | US        |    493746 | PA      | $478024.14    | 0.12%             | 2041-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1100867.27   | 0.27%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    261081 | PA      | $203316.89    | 0.05%             | 2030-03-06      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $449303.82    | 0.11%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                        | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    890000 | PA      | $906419.57    | 0.22%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    880000 | PA      | $897063.99    | 0.22%             | 2042-02-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-3 Ltd                                                             | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |   1289382 | PA      | $1291491.87   | 0.31%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1230000 | PA      | $1228288.07   | 0.30%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2021-NQM2 Trust                                                             | CUSIP: 670857AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588741 | PA      | $485057.50    | 0.12%             | 2061-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                            | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1518498.13   | 0.37%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                          | BRAVO Residential Funding Trust 2021-NQM2                                       | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181390 | PA      | $175267.01    | 0.04%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                          | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    563673 | PA      | $563703.00    | 0.14%             | 2036-10-16      | Floating      | 5.52%                 | 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        |    777487 | PA      | $778984.02    | 0.19%             | 2039-07-15      | Floating      | 5.46%                 | 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        |    281477 | PA      | $243854.54    | 0.06%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    590000 | PA      | $581701.65    | 0.14%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                        | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    880000 | PA      | $875353.65    | 0.21%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    933000 | PA      | $932885.20    | 0.23%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                        | CUSIP: 38376R5Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251020 | PA      | $252045.08    | 0.06%             | 2067-07-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3950000 | PA      | $3943905.27   | 0.96%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                       | Mountain View CLO XVI Ltd                                                       | CUSIP: 62432UAN1<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |   1220000 | PA      | $1223070.74   | 0.30%             | 2034-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                  | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1552992.17   | 0.38%             | 2039-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                        | CUSIP: 38375BKP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18304 | PA      | $18386.33     | 0.00%             | 2061-02-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2023-R05                                    | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $313566.06    | 0.08%             | 2043-06-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492532.07    | 0.12%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1158800.80   | 0.28%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                 | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1088405.48   | 0.27%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1650241.00   | 0.40%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM3                                                                  | CUSIP: 12660LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408407 | PA      | $356159.54    | 0.09%             | 2066-04-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                               | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1049664.84   | 0.26%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1125027.79   | 0.27%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust 2023-1                                             | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482389 | PA      | $490095.51    | 0.12%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188675.84    | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    770000 | PA      | $723693.93    | 0.18%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                          | 280 Park Avenue 2017-280P Mortgage Trust                                        | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $494385.35    | 0.12%             | 2034-09-15      | Floating      | 5.52%                 | 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        |    398984 | PA      | $399309.21    | 0.10%             | 2026-06-15      | Fixed         | 5.15%                 | 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        |   2080210 | PA      | $2095312.15   | 0.51%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| IndyMac Residential Asset Back                          | Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2005-C                | CUSIP: 456606HV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264550 | PA      | $262231.09    | 0.06%             | 2035-10-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXVI Ltd                                                           | CUSIP: 89642MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    360000 | PA      | $360000.00    | 0.09%             | 2035-01-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-DNA1                                         | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |    510000 | PA      | $517833.24    | 0.13%             | 2044-02-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807669.41    | 0.20%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                          | BRAVO Residential Funding Trust 2024-NQM1                                       | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619363 | PA      | $621590.38    | 0.15%             | 2063-12-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                           | ECMC Group Student Loan Trust 2016-1                                            | CUSIP: 26827XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310382 | PA      | $1318771.57   | 0.32%             | 2066-07-26      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586380.78    | 0.14%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5718921.50   | 1.39%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    520000 | PA      | $530017.39    | 0.13%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    890000 | PA      | $901720.74    | 0.22%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                      | AOA 2021-1177 Mortgage Trust                                                    | CUSIP: 00192NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $774104.73    | 0.19%             | 2038-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1452224.01   | 0.35%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                                | Herc Holdings Escrow Inc                                                        | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72093.13     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                 | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1330409.79   | 0.32%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136725 | PA      | $136927.52    | 0.03%             | 2026-12-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                     | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490909.91    | 0.12%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                         | Chevron USA Inc                                                                 | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119117.71    | 0.03%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                     | SPIRIT AIRLINES LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7278 | NS      | $43595.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1161427.53   | 0.28%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 31329KUG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1539533 | PA      | $1457142.13   | 0.36%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2023-A LLC                                            | CUSIP: 193938AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $586418.57    | 0.14%             | 2055-05-25      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 2019-2 Ltd                                                        | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $510887.71    | 0.12%             | 2036-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                        | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $213757.50    | 0.05%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                       | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164909.59    | 0.04%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                | New York Life Global Funding                                                    | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389134.17    | 0.09%             | 2025-06-24      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                          | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1190997 | PA      | $1194577.45   | 0.29%             | 2029-08-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195083.45    | 0.05%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                                | Herc Holdings Escrow Inc                                                        | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72159.54     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails CLO XII Ltd                                                        | CUSIP: 67515DAS7<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |    870000 | PA      | $871609.76    | 0.21%             | 2035-07-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                            | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235508.93    | 0.06%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Trust 2015-2                                                 | CUSIP: 599808BG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520277 | PA      | $513910.11    | 0.13%             | 2057-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                            | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2660000 | PA      | $2569977.09   | 0.63%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XM5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1151657 | PA      | $1171332.50   | 0.29%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XB4B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479216 | PA      | $455661.69    | 0.11%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                           | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $230902.54    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91373.49     | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                       | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    940000 | PA      | $921204.04    | 0.22%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $120244.94    | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                    | Grifols Worldwide Operations USA Inc                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    284934 | PA      | $284347.38    | 0.07%             | 2027-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        44 | NC      | $20625.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Battery Park CLO Ltd.                                   | Battery Park Clo Ltd                                                            | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $320689.66    | 0.08%             | 2036-07-15      | Floating      | 5.66%                 | 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        |      3801 | PA      | $3678.67      | 0.00%             | 2035-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111470.59    | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    290000 | PA      | $290355.25    | 0.07%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $540948.74    | 0.13%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7830000 | PA      | $7674396.99   | 1.87%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200081.52    | 0.05%             | 2026-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2013-2 Ltd                                                     | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    284474 | PA      | $285115.54    | 0.07%             | 2031-05-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3079983.26   | 0.75%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2017-ASHF                                        | CUSIP: 61691KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173277 | PA      | $170964.38    | 0.04%             | 2034-11-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2000-1                                        | CUSIP: 36228FCU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53522 | PA      | $5438.16      | 0.00%             | 2023-03-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Whitehorse Ltd                                          | Whitehorse XII Ltd                                                              | CUSIP: 96525YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     61566 | PA      | $61710.11     | 0.02%             | 2031-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2021-B                                         | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320558 | PA      | $298330.05    | 0.07%             | 2051-07-17      | Fixed         | 1.31%                 | 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        |     87889 | PA      | $88013.27     | 0.02%             | 2032-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | CHARTER COMMUNICATIONS OPER                                                     | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    629140 | PA      | $629033.29    | 0.15%             | 2030-12-07      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| TRP LLC                                                 | TRP 2021 LLC                                                                    | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    813558 | PA      | $766869.35    | 0.19%             | 2051-06-19      | Fixed         | 2.07%                 | 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        |    181866 | PA      | $182369.55    | 0.04%             | 2027-03-22      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    418000 | PA      | $411166.36    | 0.10%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                          | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1955000 | PA      | $1962198.31   | 0.48%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                               | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106648.70    | 0.03%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2724000 | PA      | $2720469.02   | 0.66%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    530000 | PA      | $537110.18    | 0.13%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2024-HOME1 Trust                                                          | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    622920 | PA      | $629810.31    | 0.15%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    580000 | PA      | $583638.95    | 0.14%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                | CTR Partnership LP / CareTrust Capital Corp                                     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $411168.54    | 0.10%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                            | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2886384.90   | 0.70%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2019-NQM2 Trust                                                            | CUSIP: 36167FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651531 | PA      | $634643.82    | 0.15%             | 2060-01-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2021-NQM2 Trust                                                             | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583601 | PA      | $473291.07    | 0.12%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                           | SFO Commercial Mortgage Trust 2021-555                                          | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $911987.63    | 0.22%             | 2038-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    810000 | PA      | $812506.49    | 0.20%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                       | Nexstar Media Inc                                                               | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    428755 | PA      | $429320.99    | 0.10%             | 2026-09-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489163.92    | 0.12%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                  | Tesla Auto Lease Trust 2023-B                                                   | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1544464.93   | 0.38%             | 2027-08-20      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                    | Fannie Mae Trust 2003-W6                                                        | CUSIP: 31393BW76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190203 | PA      | $186579.85    | 0.05%             | 2042-08-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                  | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    930000 | PA      | $934139.70    | 0.23%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                  | Cascade MH Asset Trust 2021-MH1                                                 | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187744 | PA      | $170889.40    | 0.04%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                          | GM Financial Revolving Receivables Trust 2021-1                                 | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5273621.65   | 1.29%             | 2034-06-12      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                          | Honda Auto Receivables 2024-2 Owner Trust                                       | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    819113 | PA      | $820684.54    | 0.20%             | 2026-11-18      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                           | New Residential Mortgage Loan Trust 2015-1                                      | CUSIP: 64829CAD0<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |    103330 | PA      | $98327.60     | 0.02%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                          | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 86359BKY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57829 | PA      | $54132.48     | 0.01%             | 2034-03-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51625.05     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                             | Columbia Cent CLO 32 Ltd                                                        | CUSIP: 19737TBA3<br>LEI: 549300NBGVSLUALOY827 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1102207.70   | 0.27%             | 2034-07-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384962.82    | 0.09%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2342862.30   | 0.57%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                           | McKesson Corp                                                                   | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1369573.63   | 0.33%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1955882.31   | 0.48%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2009840.95   | 0.49%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2024-C                                         | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728630 | PA      | $724305.37    | 0.18%             | 2052-06-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103697.26    | 0.03%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-C                                                | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731332 | PA      | $727931.87    | 0.18%             | 2062-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                        | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2767554.28   | 0.67%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                        | CUSIP: 38380Q5Q1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2882301 | PA      | $2952259.11   | 0.72%             | 2071-06-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXV Ltd                                                   | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    681426 | PA      | $682263.63    | 0.17%             | 2032-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2016-3 Ltd                                                             | CUSIP: 92915HAW3<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |    999345 | PA      | $1000773.10   | 0.24%             | 2031-10-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2116256.73   | 0.52%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2023-R08                                    | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $897016.55    | 0.22%             | 2043-10-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR8                         | CUSIP: 92922FS25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269924 | PA      | $261369.31    | 0.06%             | 2045-07-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                       | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    635151 | PA      | $633986.90    | 0.15%             | 2039-02-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                             | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |   1027000 | PA      | $1029382.64   | 0.25%             | 2031-04-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1921266.63   | 0.47%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3646924 | PA      | $3530958.88   | 0.86%             | 2049-01-01      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | API GROUP DE INC                                                                | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    281341 | PA      | $281975.34    | 0.07%             | 2029-01-03      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                           | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495879 | PA      | $464399.81    | 0.11%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities                           | Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2005-4       | CUSIP: 00764MGH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380037 | PA      | $362701.62    | 0.09%             | 2035-10-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2021-C                                         | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1707715 | PA      | $1690289.99   | 0.41%             | 2053-01-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268461.64    | 0.07%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                           | New Residential Mortgage Loan Trust 2021-NQM3                                   | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638255 | PA      | $552770.13    | 0.13%             | 2056-11-27      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                                    | Whitebox CLO III Ltd                                                            | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1102387.33   | 0.27%             | 2035-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Woodmont Trust                                          | Woodmont 2023-12 Trust                                                          | CUSIP: 979926AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    905890 | PA      | $906935.27    | 0.22%             | 2032-10-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1052676.06   | 0.26%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                        | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401350.85    | 0.10%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                           | Commonbond Student Loan Trust 2021-A-GS                                         | CUSIP: 20268WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326141 | PA      | $278455.30    | 0.07%             | 2052-03-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                   | Holcim Finance US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    970000 | PA      | $975243.31    | 0.24%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234035.81    | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1112103.10   | 0.27%             | 2042-02-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XJFG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466280 | PA      | $467774.13    | 0.11%             | 2038-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                          | GM Financial Automobile Leasing Trust 2024-2                                    | CUSIP: 36269WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816688 | PA      | $818646.10    | 0.20%             | 2026-09-21      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1632932.10   | 0.40%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3080000 | PA      | $3058554.88   | 0.75%             | 2027-05-09      | Fixed         | 4.75%                 | 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        |   8925000 | PA      | $8844930.26   | 2.16%             | 2025-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137FQX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585227 | PA      | $567921.57    | 0.14%             | 2049-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                              | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $259403.50    | 0.06%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                   | SBNA Auto Lease Trust 2024-B                                                    | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606590 | PA      | $607512.29    | 0.15%             | 2026-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                 | Fannie Mae Grantor Trust 2000-T6                                                | CUSIP: 31358SR78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71128 | PA      | $70811.61     | 0.02%             | 2040-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                              | CUSIP: 3622ACYL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1058460 | PA      | $1084560.95   | 0.26%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1380000 | PA      | $1327097.13   | 0.32%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    940000 | PA      | $970634.50    | 0.24%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $207951.87    | 0.05%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1649040.15   | 0.40%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                             | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653852.53    | 0.16%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | Midocean Credit CLO IX                                                          | CUSIP: 59802MAE7<br>LEI: 549300XXQYQPW7OQNX23 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252821.75   | 0.31%             | 2031-07-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1310000 | PA      | $1336275.73   | 0.33%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                         | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $755757.21    | 0.18%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                        | CUSIP: 38376RRL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    828323 | PA      | $833084.86    | 0.20%             | 2066-03-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-HY1                                              | CUSIP: 89177EAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1497434.69   | 0.37%             | 2048-10-25      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                          | New Century Home Equity Loan Trust 2004-2                                       | CUSIP: 64352VGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198575 | PA      | $221149.65    | 0.05%             | 2034-08-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Hildene Community Funding CLO                           | Hildene Community Funding CDO Ltd                                               | CUSIP: 43133KAC9<br>LEI: 549300845E8YWIPN4S43 | Long             | ABS-CBDO         | CORP              | KY        |    347391 | PA      | $307800.59    | 0.08%             | 2035-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                             | Legacy Mortgage Asset Trust 2021-GS5                                            | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030832 | PA      | $1028856.87   | 0.25%             | 2067-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-ATLS                                                                  | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $910113.57    | 0.22%             | 2035-07-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                              | CUSIP: 3622ACXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1081731 | PA      | $1079087.52   | 0.26%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1914102.49   | 0.47%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                            | SETANTA AIRCRAFT LEASING                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    275000 | PA      | $276865.88    | 0.07%             | 2028-11-06      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK36                                                                 | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $337177.74    | 0.08%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35                          | OCTAGON INVESTMENT PARTNERS 35 LTD                                              | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |    221056 | PA      | $221527.72    | 0.05%             | 2031-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                       | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1340000 | PA      | $1332730.37   | 0.32%             | 2025-07-23      | Fixed         | 0.60%                 | 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        |    784347 | PA      | $766049.46    | 0.19%             | 2039-12-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1204061.63   | 0.29%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1103618.17   | 0.27%             | 2036-10-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                             | Legacy Mortgage Asset Trust 2021-GS2                                            | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485947 | PA      | $486175.15    | 0.12%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                 | Nissan Auto Lease Trust 2023-B                                                  | CUSIP: 65473FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337745 | PA      | $338298.60    | 0.08%             | 2026-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -44 | NC      | $-275.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MUFG BK LTD N Y BRH DIS 0.0 19NOV25                     | MUFG BK LTD N Y BRH DIS 0.0 19NOV25                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6168585.15   | 1.50%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                 | Fannie Mae Grantor Trust 2004-T3                                                | CUSIP: 31393YV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259007 | PA      | $259775.89    | 0.06%             | 2043-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    568000 | PA      | $486921.35    | 0.12%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR8                         | CUSIP: 92922FR75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842184 | PA      | $826138.75    | 0.20%             | 2045-07-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO XI C Ltd                                                             | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $832843.00    | 0.20%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                           | UBS AG/London                                                                   | CUSIP: 902674ZZ6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1162955.93   | 0.28%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    470000 | PA      | $470719.96    | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    570000 | PA      | $564665.89    | 0.14%             | 2032-04-15      | Fixed         | 10.00%                | 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        |    425482 | PA      | $418442.42    | 0.10%             | 2069-12-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                 | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453878.81    | 0.11%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                              | CUSIP: 69335PFD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1383494.71   | 0.34%             | 2028-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-CIP                                           | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96761 | PA      | $96620.81     | 0.02%             | 2038-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2019-AFC1 Trust                                                            | CUSIP: 12596XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159616 | PA      | $154101.40    | 0.04%             | 2049-07-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1725550.86   | 0.42%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                        | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    680000 | PA      | $701318.37    | 0.17%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                 | JAZZ FINANCING LUX SARL                                                         | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    311895 | PA      | $312163.39    | 0.08%             | 2028-05-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                         | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1005677.54   | 0.25%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1453245.89   | 0.35%             | 2036-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1294697.20   | 0.32%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                            | ELP Commercial Mortgage Trust 2021-ELP                                          | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218582 | PA      | $1215957.51   | 0.30%             | 2038-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                              | CUSIP: 31351DCS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        16 | PA      | $16.47        | 0.00%             | 2028-06-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3138EKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198103 | PA      | $200128.67    | 0.05%             | 2037-09-01      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Government National Mortgage Association                                        | CUSIP: 38380QYC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1558607 | PA      | $1551222.71   | 0.38%             | 2070-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                     | Inversiones CMPC SA                                                             | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   1300000 | PA      | $1291535.70   | 0.31%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2019-AFC1 Trust                                                            | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72593 | PA      | $70282.27     | 0.02%             | 2049-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240637.01    | 0.06%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1588468.37   | 0.39%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1560000 | PA      | $1582654.32   | 0.39%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   1330000 | PA      | $1293986.15   | 0.32%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190000.00    | 0.05%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                           | Allstate Corp/The                                                               | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196040.36    | 0.05%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1340158.03   | 0.33%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                 | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313385MQ6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    870000 | PA      | $857046.79    | 0.21%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                             | GECU Auto Receivables Trust 2023-1                                              | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1287908.35   | 0.31%             | 2028-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2013-1                                                   | CUSIP: 78447MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550246 | PA      | $545115.27    | 0.13%             | 2055-05-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                     | Georgia-Pacific LLC                                                             | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1160831.06   | 0.28%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725012 | PA      | $587719.89    | 0.14%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                             | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1190000.00   | 0.29%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                              | CUSIP: 3617MKP78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62796 | PA      | $52146.54     | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237496.56    | 0.06%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2013-6                                                   | CUSIP: 78448CAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    563655 | PA      | $555722.60    | 0.14%             | 2028-06-26      | Floating      | 5.09%                 | 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        |    920000 | PA      | $921409.35    | 0.22%             | 2035-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                    | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1182801.64   | 0.29%             | 2029-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3220000 | PA      | $3218366.11   | 0.78%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20894102 | PA      | $481069.99    | 0.12%             | 2056-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva                          | Capital One Prime Auto Receivables Trust 2022-2                                 | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172620 | PA      | $171952.33    | 0.04%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-AHP                                           | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570000 | PA      | $1563899.92   | 0.38%             | 2039-01-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1855208.04   | 0.45%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     15954 | PA      | $15800.06     | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                          | Ginnie Mae II Pool                                                              | CUSIP: 3622AANA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20265 | PA      | $18286.65     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | 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        |   1113930 | PA      | $1082739.86   | 0.26%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1463494.25   | 0.36%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM7                                                                  | CUSIP: 12662QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390598 | PA      | $341415.00    | 0.08%             | 2066-10-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    990000 | PA      | $991586.17    | 0.24%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo X                                                              | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $569582.13    | 0.14%             | 2034-10-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $199648.57    | 0.05%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                          | Wells Fargo Commercial Mortgage Trust 2015-NXS3                                 | CUSIP: 94989VAE9<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |         1 | PA      | $0.67         | 0.00%             | 2057-09-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2019-AFC1 Trust                                                            | CUSIP: 12596XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159616 | PA      | $154418.89    | 0.04%             | 2049-07-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    680000 | PA      | $654673.28    | 0.16%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2024-1 Ltd                                                    | CUSIP: 09204UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1130000 | PA      | $1135329.42   | 0.28%             | 2037-10-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2019-A                                | CUSIP: 63941BAC9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     56488 | PA      | $56487.27     | 0.01%             | 2043-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                           | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452611.58    | 0.11%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                          | Santander Drive Auto Receivables Trust 2022-4                                   | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431809 | PA      | $431653.75    | 0.11%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1536188.88   | 0.37%             | 2062-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2023-1 LLC                                           | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453476 | PA      | $454941.68    | 0.11%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXX                                                                  | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   1230000 | PA      | $1224693.66   | 0.30%             | 2031-10-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                         | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1676628.43   | 0.41%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                          | Harley-Davidson Motorcycle Trust 2024-A                                         | CUSIP: 412922AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615081 | PA      | $616207.66    | 0.15%             | 2027-02-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                    | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10243 | NS      | $61355.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213545.22    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | Aimco CLO 15 Ltd                                                                | CUSIP: 00889BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $891229.54    | 0.22%             | 2038-04-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    940000 | PA      | $971770.32    | 0.24%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    640000 | PA      | $649509.76    | 0.16%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                     | Cardinal Health Inc                                                             | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    930000 | PA      | $932080.25    | 0.23%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -44 | NC      | $-10175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                       | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70146.58     | 0.02%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                     | Apex Credit CLO 2020 LTD                                                        | CUSIP: 03756ABC0<br>LEI: 549300WAK1RS0910RU63 | Long             | ABS-CBDO         | CORP              | BM        |    620000 | PA      | $621658.50    | 0.15%             | 2035-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| KFW                                                     | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1340000 | PA      | $1333218.69   | 0.32%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding V CLO Ltd                                                         | CUSIP: 15032AAY3<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |   1457670 | PA      | $1419966.41   | 0.35%             | 2031-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1                   | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    743165 | PA      | $679118.26    | 0.17%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2024-II Ltd                                                        | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200911.82    | 0.05%             | 2037-04-22      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-SOAR                                          | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    964412 | PA      | $964021.87    | 0.24%             | 2038-06-15      | Floating      | 5.11%                 | 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        |    745447 | PA      | $746380.25    | 0.18%             | 2032-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    970000 | PA      | $961469.46    | 0.23%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2454010.81   | 0.60%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        95 | NC      | $103878.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QAZAQGAZ NC JSC                                         | QazaqGaz NC JSC                                                                 | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   1550000 | PA      | $1499824.56   | 0.37%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Student Loan Trust 2015-1                                               | CUSIP: 63939FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568631 | PA      | $542017.39    | 0.13%             | 2040-04-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                            | DNB Bank ASA                                                                    | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1230000 | PA      | $1193348.68   | 0.29%             | 2027-05-25      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2024-BOCA                                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $782583.98    | 0.19%             | 2041-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| NORDEA BK ABP NEW YORK BRH 24NOV25                      | NORDEA BK ABP NEW YORK BRH 24NOV25                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |   6175000 | PA      | $6175754.59   | 1.51%             | 2025-11-24      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                                    | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1135899.60   | 0.28%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    790000 | PA      | $830490.60    | 0.20%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                              | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    980000 | PA      | $995261.91    | 0.24%             | 2029-03-08      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1055346.75   | 0.26%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM5 Trust                                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    704429 | PA      | $593401.01    | 0.14%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       180 | NC      | $158625.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 41 Senior Loan Fund                                                      | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |    260587 | PA      | $261147.07    | 0.06%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                      | UBS AG/Stamford CT                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $429988.34    | 0.10%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                          | RAMP Series 2004-SL4 Trust                                                      | CUSIP: 76112BGP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5661 | PA      | $1882.87      | 0.00%             | 2032-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1585551.49   | 0.39%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $536988.70    | 0.13%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                             | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282576.06    | 0.07%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $656821.03    | 0.16%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2024-H2 Mortgage Trust                                                    | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284598 | PA      | $286377.02    | 0.07%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                              | Federal National Mortgage Association                                           | CUSIP: 3135G07G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1210000 | PA      | $1210907.90   | 0.30%             | 2026-06-18      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115398.88    | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | SOFR 1 YEAR MIDCURVE                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -88 | NC      | $-31350.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital, Inc                                | BRSP 2021-FL1 Ltd                                                               | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    474683 | PA      | $473471.32    | 0.12%             | 2038-08-19      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                     | Cardinal Health Inc                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1375685.52   | 0.34%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2005-4                                                   | CUSIP: 78442GPL4<br>LEI: 549300L7X3DWAOC00Z83 | Long             | ABS-O            | CORP              | US        |    116999 | PA      | $109836.41    | 0.03%             | 2055-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201125.00    | 0.05%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                             | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191841 | PA      | $192071.21    | 0.05%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83277.36     | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2390000 | PA      | $2389536.20   | 0.58%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133KRQN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79909 | PA      | $83093.73     | 0.02%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1116732.63   | 0.27%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                     | M&T Equipment 2023-LEAF1 Notes                                                  | CUSIP: 551925AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1285608.30   | 0.31%             | 2030-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                        | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        88 | NC      | $62150.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR US Funding Trust                                  | Oscar US Funding XIII LLC                                                       | CUSIP: 68785BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    712740 | PA      | $702787.08    | 0.17%             | 2028-09-11      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management                                     | HPS Loan Management 15-2019 Ltd                                                 | CUSIP: 40439DAN8<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |    370000 | PA      | $369911.16    | 0.09%             | 2035-01-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    840000 | PA      | $842127.47    | 0.21%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                    | Fannie Mae Trust 2003-W8                                                        | CUSIP: 31393CX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39593 | PA      | $39511.97     | 0.01%             | 2042-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                          | SoFi Professional Loan Program 2020-C Trust                                     | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310685 | PA      | $289646.92    | 0.07%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31360.14     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $907744.56    | 0.22%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                          | Structured Asset Securities Corp                                                | CUSIP: 86359DME4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210301 | PA      | $188196.69    | 0.05%             | 2035-06-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140X9MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    883349 | PA      | $835734.63    | 0.20%             | 2038-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $501738.24    | 0.12%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-22

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer