# EDGAR Filing Document

**Accession Number:** 0000764624
**File Stem:** 0000940400-26-007268
**Filing Date:** 2026-2
**Character Count:** 208110
**Document Hash:** 8e8b90c4bd2fda4978615e1fe9d8a4da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007268.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007268

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04254
- **FILM NUMBER:** 26664715

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

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

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

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

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

## Series and Classes Contracts Data

### Western Asset Short-Term Bond Fund (Series ID: S000016639)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $247512126.88

**Total Liabilities:** $2199129.54

**Net Assets:** $245312997.34

**Delayed Delivery Securities:** $630000.00

**Cash Not Reported:** $1327969.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1003.47000000 | **1-Year:** 20766.54000000 | **5-Year:** 22933.40000000 | **10-Year:** 1093.20000000 | **30-Year:** 93.85000000

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

- **3-Month:** 59.94000000 | **1-Year:** 1168.81000000 | **5-Year:** 2558.61000000 | **10-Year:** 101.59000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000046471 | 0.35%                | 0.35%                | 0.35%                |
| Class ID C000046473 | 0.06%                | 0.61%                | 0.34%                |
| Class ID C000046474 | 0.39%                | 0.40%                | 0.40%                |
| Class ID C000062459 | 0.32%                | 0.33%                | 0.33%                |
| Class ID C000088507 | 0.28%                | 0.29%                | 0.29%                |
| Class ID C000117030 | 0.38%                | 0.38%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $241311.36               | $-168163.98                                |
| Month 2  | $13697.69                | $236596.67                                 |
| Month 3  | $-122052.74              | $-65587.78                                 |

### 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.                         | 3 MONTH SOFR                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       106 | NC      | $-6847.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | SWOP IRS USD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |    440000 | NC      | $1162.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                   | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1390000 | PA      | $1416255.17   | 0.58%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                   | Taco Bell Funding LLC                                               | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $209315.11    | 0.09%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                  | Jane Street Group / JSG Finance Inc                                 | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30546.90     | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                   | CUSIP: 3136B3HQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132134 | PA      | $123987.26    | 0.05%             | 2048-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8058 | PA      | $8071.20      | 0.00%             | 2062-10-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae I Pool                                                   | CUSIP: 36178NF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35056 | PA      | $32278.38     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2025-COPT                              | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $642308.03    | 0.26%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                  | Oncor Electric Delivery Co LLC                                      | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    610000 | PA      | $615364.75    | 0.25%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                 | OBX 2022-NQM1 Trust                                                 | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799626 | PA      | $725409.54    | 0.30%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                  | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21621.12     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | SWOP IRS USD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |   8260000 | NC      | $21826.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2022-BNK39                                                     | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  60161790 | PA      | $1304385.81   | 0.53%             | 2055-02-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                           | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $969227.15    | 0.40%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BGS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22692 | PA      | $22671.85     | 0.01%             | 2058-08-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2023-BNK45                                                     | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1590000 | PA      | $1626011.91   | 0.66%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                    | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $663520.60    | 0.27%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                           | Structured Asset Securities Corp                                    | CUSIP: 86359DME4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58432 | PA      | $53145.88     | 0.02%             | 2035-06-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140X9MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600145 | PA      | $576165.15    | 0.23%             | 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        |    165000 | PA      | $173472.97    | 0.07%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                              | Marble Point CLO XXIII Ltd                                          | CUSIP: 56607TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    640000 | PA      | $640326.27    | 0.26%             | 2035-01-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                         | BAT Capital Corp                                                    | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673799.07    | 0.27%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -25 | NC      | $-6718.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH Equipment Trust                                      | CNH Equipment Trust 2022-B                                          | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382060 | PA      | $381954.94    | 0.16%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                        | Kinder Morgan Inc                                                   | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120672.49    | 0.05%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                  | Home Equity Asset Trust 2005-6                                      | CUSIP: 437084NG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $372432.95    | 0.15%             | 2035-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                               | Impac Secured Assets Trust 2006-3                                   | CUSIP: 45255RAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588662 | PA      | $526380.17    | 0.21%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                  | Teva Pharmaceutical Finance Netherlands III BV                      | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    236000 | PA      | $233804.28    | 0.10%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31384WD49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1950 | PA      | $2048.25      | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms Inc                                                  | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102606.41   | 0.45%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                       | Kings Park CLO Ltd                                                  | CUSIP: 496094AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $430000.39    | 0.18%             | 2039-01-21      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                 | Medline Borrower LP/Medline Co-Issuer Inc                           | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $175951.92    | 0.07%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                  | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21909.77     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | 3 MONTH SOFR                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -25 | NC      | $260.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                      | Charles Schwab Corp/The                                             | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10112.10     | 0.00%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    740000 | PA      | $745660.26    | 0.30%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31384VQR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       973 | PA      | $1022.63      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                      | United Airlines Inc                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308873.96    | 0.13%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                     | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1054921.79   | 0.43%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                  | Versant Media Group Inc                                             | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51612.72     | 0.02%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14880 | PA      | $14894.25     | 0.01%             | 2062-10-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                    | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1686197.82   | 0.69%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                             | Voya CLO 2016-1 Ltd                                                 | CUSIP: 92915CAU8<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $241522.37    | 0.10%             | 2031-01-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                   | Advanced Micro Devices Inc                                          | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    760000 | PA      | $768181.81    | 0.31%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -103 | NC      | $-3862.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                    | CUSIP: 3132AEFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36802 | PA      | $36472.95     | 0.01%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                     | Waste Management Inc                                                | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486759.20    | 0.20%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                  | Imperial Brands Finance PLC                                         | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $625135.94    | 0.25%             | 2028-06-30      | 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        |    580000 | PA      | $579982.83    | 0.24%             | 2035-01-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375B3N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5612 | PA      | $5612.24      | 0.00%             | 2063-06-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                           | MetroNet Infrastructure Issuer LLC                                  | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $446820.62    | 0.18%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                       | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1       | CUSIP: 35563PES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    393580 | PA      | $388275.30    | 0.16%             | 2057-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                           | Structured Adjustable Rate Mortgage Loan Trust Series 2005-4        | CUSIP: 863579MP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60451 | PA      | $50852.81     | 0.02%             | 2035-03-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                   | EquipmentShare.com Inc                                              | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73743.53     | 0.03%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                          | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210421.96    | 0.09%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US LONG BOND(CBT)                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -11 | NC      | $13645.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                 | Western Midstream Operating LP                                      | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210543.54    | 0.09%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                  | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118797.91    | 0.05%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                        | Chord Energy Corp                                                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101606.80    | 0.04%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                        | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    870000 | PA      | $873362.52    | 0.36%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                    | Toronto-Dominion Bank/The                                           | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $985167.12    | 0.40%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                              | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1008724.15   | 0.41%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae I Pool                                                   | CUSIP: 36241LN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9669 | PA      | $10332.19     | 0.00%             | 2036-03-15      | Fixed         | 7.00%                 | 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        |       765 | PA      | $752.18       | 0.00%             | 2035-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2090000 | PA      | $2112398.89   | 0.86%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                    | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340143.57    | 0.14%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | 5 YEAR U.S. TREASURY NOTE                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        61 | NC      | $8101.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PFS Financing Corp.                                      | PFS Financing Corp                                                  | CUSIP: 69335PEW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1210000 | PA      | $1215550.51   | 0.50%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                  | CUSIP: 3622AAHA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15758 | PA      | $14357.38     | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                   | CUSIP: 3136BN3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66864 | PA      | $64330.77     | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                           | Air Lease Corp                                                      | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1103632.87   | 0.45%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114135 | PA      | $108682.03    | 0.04%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                           | RALI Series 2007-QS7 Trust                                          | CUSIP: 74923WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380563 | PA      | $295619.14    | 0.12%             | 2037-05-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                           | Amur Equipment Finance Receivables XIII LLC                         | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1379311.47   | 0.56%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                              | Fortress Credit Bsl X Ltd                                           | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $480537.46    | 0.20%             | 2033-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                          | Yamana Gold Inc                                                     | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $322110.29    | 0.13%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                    | American Airlines Inc                                               | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $376746.12    | 0.15%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | ULTRA U.S. TREASURY BOND                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -6 | NC      | $9177.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                           | Eli Lilly & Co                                                      | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    820000 | PA      | $835585.49    | 0.34%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                | Towd Point Mortgage Trust 2019-4                                    | CUSIP: 89178BBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $708727.20    | 0.29%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                            | Citigroup Mortgage Loan Trust 2007-AR4                              | CUSIP: 17311WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16265 | PA      | $16537.38     | 0.01%             | 2037-03-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                         | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388923.26    | 0.16%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32         | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54781 | PA      | $54553.65     | 0.02%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                   | Asian Development Bank                                              | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    830000 | PA      | $811866.34    | 0.33%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-XL2                               | CUSIP: 05609KAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693000 | PA      | $696167.29    | 0.28%             | 2038-10-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497488.14    | 0.20%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497502 | PA      | $509523.01    | 0.21%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                  | Luminent Mortgage Trust 2006-7                                      | CUSIP: 55028BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14543 | PA      | $17924.63     | 0.01%             | 2036-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | 5 YEAR U.S. TREASURY NOTE WEEK 2                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        53 | NC      | $6625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARI Fleet Lease Trust                                    | ARI Fleet Lease Trust 2025-B                                        | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1410000 | PA      | $1420503.37   | 0.58%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                 | Occidental Petroleum Corp                                           | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1050293.06   | 0.43%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131293.27    | 0.05%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                          | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $622015.39    | 0.25%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                           | WaMu Mortgage Pass-Through Certificates Series 2005-AR4 Trust       | CUSIP: 92922FG77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5443 | PA      | $5288.43      | 0.00%             | 2035-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                         | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1050026.13   | 0.43%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO 2019                           | Brightwood Capital MM CLO 2023-1 Ltd                                | CUSIP: 108928AQ5<br>LEI: 254900KA4G802DSTDW29 | Long             | ABS-CBDO         | CORP              | JE        |    450000 | PA      | $451174.77    | 0.18%             | 2035-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                           | Chase Mortgage Finance Trust Series 2007-A1                         | CUSIP: 161630AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3434 | PA      | $3258.43      | 0.00%             | 2037-02-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140H3ZJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24131 | PA      | $22828.97     | 0.01%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                 | Mars Inc                                                            | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2311751.58   | 0.94%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | 5 YEAR U.S. TREASURY NOTE                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -124 | NC      | $-6781.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                    | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5730000 | PA      | $5773198.81   | 2.35%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                         | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $444276.44    | 0.18%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                    | Amrize Finance US LLC                                               | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    740000 | PA      | $749222.38    | 0.31%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                               | Intel Corp                                                          | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103245.71    | 0.04%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                | Block Inc                                                           | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123260.28    | 0.05%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31387SX68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1352 | PA      | $1419.79      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                           | Enterprise Fleet Financing 2022-3 LLC                               | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47094 | PA      | $47118.33     | 0.02%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                  | EQUATE Petrochemical Co KSC                                         | CUSIP: 29441WAC9<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    630000 | PA      | $629201.48    | 0.26%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BH21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176072 | PA      | $175789.65    | 0.07%             | 2062-12-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140XJHZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747876 | PA      | $725883.02    | 0.30%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US 10YR NOTE (CBT)                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -5 | NC      | $3046.05      | 0.00%             |  |  |  | No            |                  1 | 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        |       362 | NC      | $41496.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                 | SPIRIT AVIA HOL RESTRICT                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $19.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480812.33    | 0.20%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BCRED MML CLO 2021-1 LLC                                 | BCRED MML CLO 2021-1 LLC                                            | CUSIP: 05554LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    950000 | PA      | $950685.62    | 0.39%             | 2035-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38382YGG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1208338 | PA      | $1200889.41   | 0.49%             | 2071-09-20      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                             | ING Groep NV                                                        | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $550229.23    | 0.22%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                  | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133507.25    | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                        | Herc Holdings Inc                                                   | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53048.71     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                       | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1623241.83   | 0.66%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                 | CenterPoint Energy Houston Electric LLC                             | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1374702.64   | 0.56%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                  | Verdant Receivables 2024-1 LLC                                      | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    986926 | PA      | $1007211.51   | 0.41%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        50 | NC      | $3437.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                                         | NTT Finance Corp                                                    | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $658750.00    | 0.27%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                     | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20525.22     | 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        |    240000 | PA      | $257134.80    | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                            | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149253.64    | 0.06%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108418 | PA      | $108035.47    | 0.04%             | 2063-03-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                   | SLM Private Credit Student Loan Trust 2006-A                        | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |    441023 | PA      | $425456.43    | 0.17%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MASTR Specialized Loan Trust                             | Mastr Specialized Loan Trust                                        | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20983 | PA      | $20527.77     | 0.01%             | 2046-06-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                     | BlueMountain CLO XXX Ltd                                            | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $420074.97    | 0.17%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                          | Venture 38 CLO Ltd                                                  | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |    144552 | PA      | $144684.18    | 0.06%             | 2032-07-30      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                          | Sands China Ltd                                                     | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $410423.58    | 0.17%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CDS CDX.NA.IG.45.V1                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $182010.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                    | QXO Building Products Inc                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135878.43    | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                | ONEOK Inc                                                           | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284739.26    | 0.12%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc) | ASCENSUS HOLDINGS INC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $120024.00    | 0.05%             | 2032-11-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                  | VERSANT MEDIA GROUP INC                                             | CUSIP: 000000000<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    100000 | PA      | $100156.50    | 0.04%             | 2030-10-23      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                               | Abry Liquid Credit CLO 2025-2 Ltd                                   | CUSIP: 003943AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $390000.00    | 0.16%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                           | Milos CLO Ltd                                                       | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |     47648 | PA      | $47706.94     | 0.02%             | 2030-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                         | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $834088.08    | 0.34%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                    | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $649365.24    | 0.26%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                               | Intel Corp                                                          | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    850000 | PA      | $845640.05    | 0.34%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ent Auto Receivables Trust                               | Ent Auto Receivables Trust 2023-1                                   | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $654661.57    | 0.27%             | 2029-11-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | SWOP IRS USD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |  -1910000 | NC      | $-15987.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                      | Bank of Nova Scotia/The                                             | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1021685.67   | 0.42%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                 | Snam SpA                                                            | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $224512.44    | 0.09%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                     | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1033357.68   | 0.42%             | 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        |   1381894 | PA      | $1382597.81   | 0.56%             | 2032-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                           | Galaxy 36 CLO Ltd                                                   | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $480063.98    | 0.20%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                                   | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2858215.87   | 1.17%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                  | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $600785.05    | 0.24%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                           | Solventum Corp                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    252000 | PA      | $255725.63    | 0.10%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                            | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162266.59    | 0.07%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2014-6                                    | CUSIP: 64033RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150368 | PA      | $149138.42    | 0.06%             | 2052-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US 5YR NOTE (CBT)                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       115 | NC      | $19456.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                       | Coterra Energy Inc                                                  | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1355696.67   | 0.55%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                          | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9824.76      | 0.00%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                      | PFS Financing Corp                                                  | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $903172.50    | 0.37%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                  | CUSIP: 36208A7L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14923 | PA      | $15162.22     | 0.01%             | 2060-02-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America Inc                                    | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    420000 | PA      | $400917.45    | 0.16%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                       | Credit Agricole SA                                                  | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    520000 | PA      | $518924.93    | 0.21%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140XMTM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429360 | PA      | $449617.17    | 0.18%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2480000 | PA      | $2455393.74   | 1.00%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                          | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259275.98    | 0.11%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                           | Carvana Auto Receivables Trust 2021-P4                              | CUSIP: 14687KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752984 | PA      | $747249.85    | 0.30%             | 2027-12-10      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                | IRS USD                                                             | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-19535.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                           | WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust       | CUSIP: 929227R65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9494 | PA      | $9502.08      | 0.00%             | 2033-06-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                        | Herc Holdings Inc                                                   | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52651.17     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                            | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1292812.21   | 0.53%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                 | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $240068.93    | 0.10%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                              | SREIT Trust 2021-MFP2                                               | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1449861.67   | 0.59%             | 2036-11-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                   | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1962675 | PA      | $1979488.22   | 0.81%             | 2054-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                           | Structured Adjustable Rate Mortgage Loan Trust Series 2005-12       | CUSIP: 863579SU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2791 | PA      | $2353.18      | 0.00%             | 2035-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | Hyundai Capital America                                             | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455929.64    | 0.19%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                   | SLM Student Loan Trust 2003-10                                      | CUSIP: 78442GJH0<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |    430559 | PA      | $429320.78    | 0.18%             | 2068-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                    | CUSIP: 31329KUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610577 | PA      | $584210.47    | 0.24%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | IRS USD                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $214244.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38382YSC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2315701 | PA      | $2316392.82   | 0.94%             | 2072-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                              | Extended Stay America Trust 2025-ESH                                | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $240699.46    | 0.10%             | 2042-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae I Pool                                                   | CUSIP: 3622A3CG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80426 | PA      | $75230.18     | 0.03%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                 | Petrobras Global Finance BV                                         | CUSIP: 71647NAZ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $377197.25    | 0.15%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                          | McDonald's Corp                                                     | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9959.71      | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                            | New Residential Mortgage Loan Trust 2017-2                          | CUSIP: 64829KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199975 | PA      | $199599.90    | 0.08%             | 2057-03-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                   | Diamondback Energy Inc                                              | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253739.36    | 0.10%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                   | Venture Global LNG Inc                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352614.68    | 0.14%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BJS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12401 | PA      | $12407.60     | 0.01%             | 2061-01-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                 | Engie SA                                                            | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $868492.53    | 0.35%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | IRS USD                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $5500.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    560000 | PA      | $543065.34    | 0.22%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2022-BNK40                                                     | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $440316.63    | 0.18%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                       | Wendy's Funding LLC                                                 | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    510339 | PA      | $497855.94    | 0.20%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                      | Apex Credit CLO 2021-II LLC                                         | CUSIP: 03755QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $570693.98    | 0.23%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                           | Structured Asset Sec Corp Mort Pass Thr Cert Ser 2002-3             | CUSIP: 86358RWV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263166 | PA      | $260468.00    | 0.11%             | 2032-03-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                              | Columbia Cent CLO 32 Ltd                                            | CUSIP: 19737TBG0<br>LEI: 549300NBGVSLUALOY827 | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $690170.15    | 0.28%             | 2034-07-24      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                      | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1090000 | PA      | $1103039.76   | 0.45%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                   | Spirit Contingent TL                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348615 | PA      | $142130.27    | 0.06%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MILLROSE PROPERTIES INC                                  | Millrose Properties Inc                                             | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30292.75     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                    | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $541434.38    | 0.22%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                      | NCL Corp Ltd                                                        | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $79742.51     | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                    | CUSIP: 3132E0BE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475605 | PA      | $489794.68    | 0.20%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                | ONEOK Inc                                                           | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485346.18    | 0.20%             | 2026-11-01      | Fixed         | 5.55%                 | 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        |    873271 | PA      | $769115.37    | 0.31%             | 2067-01-25      | Variable      | 2.21%                 | 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        |     81339 | PA      | $81431.52     | 0.03%             | 2039-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                              | SREIT Trust 2021-PALM                                               | CUSIP: 85237AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $824027.66    | 0.34%             | 2034-10-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31386X4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5773 | PA      | $6064.27      | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                             | Parallel 2023-1 Ltd                                                 | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $571731.89    | 0.23%             | 2036-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2022-R04                        | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $553359.33    | 0.23%             | 2042-03-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                 | Marsh & McLennan Cos Inc                                            | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    860000 | PA      | $870753.10    | 0.35%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BKP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14481 | PA      | $14490.16     | 0.01%             | 2061-02-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                       | BMW US Capital LLC                                                  | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1236475.58   | 0.50%             | 2029-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BJN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88408 | PA      | $88392.51     | 0.04%             | 2060-11-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BMT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61373 | PA      | $61383.55     | 0.03%             | 2061-08-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31371FSZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        52 | PA      | $54.11        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                                   | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10075.14     | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                     | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1282862.46   | 0.52%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                        | TSMC Arizona Corp                                                   | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    630000 | PA      | $619480.51    | 0.25%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae I Pool                                                   | CUSIP: 3617MKLU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44127 | PA      | $40369.90     | 0.02%             | 2050-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                  | Millrose Properties Inc                                             | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112625.59    | 0.05%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                         | Georgia Power Co                                                    | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1307285.85   | 0.53%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                               | Atlas Senior Loan Fund XXVI Ltd                                     | CUSIP: 04942WAE2<br>LEI: 2138002FK7N1KZ7PEF33 | Long             | ABS-CBDO         | CORP              | KY        |    140000 | PA      | $140340.28    | 0.06%             | 2038-10-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -54 | NC      | $-12487.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bear Stearns Alt-A Trust                                 | Bear Stearns ALT-A Trust 2007-1                                     | CUSIP: 07386XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61200 | PA      | $53526.75     | 0.02%             | 2047-01-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31384VWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1397 | PA      | $1468.11      | 0.00%             | 2030-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Student Loan Trust 2016-6                                   | CUSIP: 63940LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1318471 | PA      | $1341599.76   | 0.55%             | 2066-03-25      | Floating      | 5.29%                 | 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        |    781281 | PA      | $787845.64    | 0.32%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                           | SMB Private Education Loan Trust 2021-A                             | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263788 | PA      | $261475.52    | 0.11%             | 2053-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                      | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489561.34    | 0.20%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                     | Freeport-McMoRan Inc                                                | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279285.59    | 0.11%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E                           | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC              | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $259661.58    | 0.11%             | 2043-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Sovereign Commercial Mortgage                            | SCMS 2025-BNC1 Mortgage Trust                                       | CUSIP: 78398LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $620842.58    | 0.25%             | 2057-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31385JJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2286 | PA      | $2401.84      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                           | Air Lease Corp                                                      | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    720000 | PA      | $733539.35    | 0.30%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                    | Sycamore Tree CLO 2025-6 Ltd                                        | CUSIP: 87122HAA0<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |    540000 | PA      | $539848.10    | 0.22%             | 2038-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                               | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60491.13     | 0.02%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae I Pool                                                   | CUSIP: 36210FXS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1098 | PA      | $1102.85      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                    | Continental Resources Inc/OK                                        | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1518301.06   | 0.62%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                           | WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust      | CUSIP: 93363RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281132 | PA      | $269822.59    | 0.11%             | 2046-10-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                      | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1187416.89   | 0.48%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                     | Mercedes-Benz Finance North America LLC                             | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1255801.62   | 0.51%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                 | PM General Purchaser LLC                                            | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173000.00    | 0.07%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                    | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | PA      | $437432.62    | 0.18%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                               | Atlas Senior Loan Fund XXVI Ltd                                     | CUSIP: 04942WAC6<br>LEI: 2138002FK7N1KZ7PEF33 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $390939.67    | 0.16%             | 2038-10-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31382N3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       946 | PA      | $993.90       | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                    | Palmer Square CLO 2021-1 Ltd                                        | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $460329.87    | 0.19%             | 2038-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797942.37    | 0.33%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                  | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    140000 | PA      | $143170.17    | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140XB4B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299326 | PA      | $288184.37    | 0.12%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                    | GFL Environmental Inc                                               | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148038.64    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                 | Occidental Petroleum Corp                                           | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    730000 | PA      | $724545.22    | 0.30%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                      | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $74076.52     | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9994.64      | 0.00%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                            | DISH DBS Corp                                                       | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97050.24     | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                             | ARES XLIV CLO Ltd                                                   | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250079.23    | 0.10%             | 2034-04-15      | Floating      | 5.03%                 | 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        |      7135 | PA      | $6937.62      | 0.00%             | 2035-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                           | STWD 2025-FL4 LLC                                                   | CUSIP: 863922AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $641153.66    | 0.26%             | 2042-11-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31387EKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       489 | PA      | $513.60       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                  | Crescent Energy Finance LLC                                         | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75968.95     | 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        |    230000 | PA      | $237742.72    | 0.10%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae I Pool                                                   | CUSIP: 36241LNK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23740 | PA      | $24850.45     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                   | Diamondback Energy Inc                                              | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1012991.63   | 0.41%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                           | CUSIP: 31326FRF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45144 | PA      | $46876.95     | 0.02%             | 2043-06-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                             | Saxon Asset Securities Trust 2003-3                                 | CUSIP: 805564PE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8887 | PA      | $8711.90      | 0.00%             | 2033-12-25      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BKL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42675 | PA      | $42673.88     | 0.02%             | 2061-02-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                     | Spirit Airlines, LLC Second DIP New Money Delayed TL                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18866 | PA      | $16318.67     | 0.01%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                            | Freddie Mac Structured Pass-Through Certificates                    | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36584 | PA      | $38042.62     | 0.02%             | 2043-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375B3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6283 | PA      | $6283.83      | 0.00%             | 2063-05-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                     | Targa Resources Corp                                                | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330997.55    | 0.13%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38376XNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38177 | PA      | $38226.05     | 0.02%             | 2060-03-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TRP LLC                                                  | TRP 2021 LLC                                                        | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787405 | PA      | $759476.61    | 0.31%             | 2051-06-19      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                    | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201187.50    | 0.08%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1037403.56   | 0.42%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                     | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9571.01      | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                 | MIDCAP FINANCIAL ISSR TR                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $630000.00    | 0.26%             | 2029-03-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                  | Teva Pharmaceutical Finance Netherlands III BV                      | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210053.63    | 0.09%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                  | Federal Home Loan Bank Discount Notes                               | CUSIP: 313385SD9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3790000 | PA      | $3781525.14   | 1.54%             | 2026-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                           | Ford Credit Floorplan Master Owner Trust A                          | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1314406.97   | 0.54%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                            | NYC Commercial Mortgage Trust 2025-28L                              | CUSIP: 67123JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505288.10    | 0.21%             | 2038-11-05      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                                             | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240201.37    | 0.10%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                            | New Residential Mortgage Loan Trust 2017-4                          | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84921 | PA      | $82392.54     | 0.03%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                              | Paychex Inc                                                         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339899.55    | 0.14%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                   | GE HealthCare Technologies Inc                                      | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1040587.16   | 0.42%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                             | Synopsys Inc                                                        | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    590000 | PA      | $598301.74    | 0.24%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                   | Sequoia Mortgage Trust 2003-2                                       | CUSIP: 81743PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27500 | PA      | $27113.66     | 0.01%             | 2033-06-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae I Pool                                                   | CUSIP: 36178WGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36791 | PA      | $33399.22     | 0.01%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                   | Service Experts Issuer 2025-1 LLC                                   | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436817 | PA      | $437682.19    | 0.18%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                           | WMRK Commercial Mortgage Trust 2022-WMRK                            | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905360 | PA      | $912625.92    | 0.37%             | 2027-11-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                   | Navigator 2025-1 Aviation Ltd                                       | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |    267303 | PA      | $265257.25    | 0.11%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                               | Kenvue Inc                                                          | CUSIP: 49177JAD4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    640000 | PA      | $641269.44    | 0.26%             | 2026-03-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC / CCO Holdings Capital Corp                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $280904.03    | 0.11%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                       | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $516557.47    | 0.21%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                           | WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust      | CUSIP: 92925CBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12455 | PA      | $12580.96     | 0.01%             | 2045-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31371HYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       566 | PA      | $594.18       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                         | BAT Capital Corp                                                    | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $635511.89    | 0.26%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Stonepeak                                                | Stonepeak 2021-1 ABS                                                | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475359 | PA      | $463755.09    | 0.19%             | 2033-02-28      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                   | Tesla Auto Lease Trust 2023-B                                       | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1313443.86   | 0.54%             | 2027-08-20      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                           | STWD 2022-FL3 Ltd                                                   | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     90645 | PA      | $90832.30     | 0.04%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                   | Goldman Sachs Bank USA/New York NY                                  | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200509.08    | 0.08%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105932 | PA      | $100870.05    | 0.04%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                           | MF1 2025-FL19 LLC                                                   | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $391112.79    | 0.16%             | 2042-05-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126521 | PA      | $126315.79    | 0.05%             | 2060-10-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                      | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $32006.94     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                                    | Newark BSL CLO 2 Ltd                                                | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     69200 | PA      | $69232.46     | 0.03%             | 2030-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140FXFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61707 | PA      | $58758.81     | 0.02%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                      | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1032473.83   | 0.42%             | 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        |   1720000 | PA      | $1781993.58   | 0.73%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                  | Carmax Auto Owner Trust 2025-2                                      | CUSIP: 14320AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058773 | PA      | $1060577.44   | 0.43%             | 2028-07-17      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31377BXH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18 | PA      | $18.92        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                           | Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2          | CUSIP: 589929P51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21429 | PA      | $18728.34     | 0.01%             | 2033-03-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                              | OCCU Auto Receivables Trust 2025-1                                  | CUSIP: 67098SAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $475957.86    | 0.19%             | 2034-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                  | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40990.41     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                 | RTX Corp                                                            | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1946721.25   | 0.79%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                           | Eli Lilly & Co                                                      | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10110.52     | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | Exxon Mobil Corp                                                    | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    670000 | PA      | $667489.02    | 0.27%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                     | Las Vegas Sands Corp                                                | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    810000 | PA      | $826572.00    | 0.34%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                         | GREYWOLF CLO VI Ltd                                                 | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250668.53    | 0.10%             | 2031-04-26      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                  | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518525.60    | 0.21%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae I Pool                                                   | CUSIP: 36178WDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42679 | PA      | $39219.27     | 0.02%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                    | GFL Environmental Inc                                               | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $367647.70    | 0.15%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                          | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114378.06    | 0.05%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575872 | PA      | $500578.94    | 0.20%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America Inc                                    | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112923.50    | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                       | Whitebox CLO III Ltd                                                | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $330165.83    | 0.13%             | 2035-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                            | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254218.31    | 0.10%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                     | Las Vegas Sands Corp                                                | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    870000 | PA      | $892188.59    | 0.36%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                           | SWCH Commercial Mortgage Trust 2025-DATA                            | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $664803.95    | 0.27%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140XJFG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1413281 | PA      | $1424056.72   | 0.58%             | 2038-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                             | Chevron Corp                                                        | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $469710.53    | 0.19%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31390PM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6048 | PA      | $6352.79      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                 | Virgin Media Bristol LLC                                            | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    375000 | PA      | $372123.75    | 0.15%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                          | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1624472.48   | 0.66%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2017129.21   | 0.82%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | 3 MONTH SOFR                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        25 | NC      | $-1302.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                    | CUSIP: 31329KUV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575274 | PA      | $551421.40    | 0.22%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                           | Structured Asset Securities Corp Trust 2005-SC1                     | CUSIP: 86359DTG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313847 | PA      | $217899.17    | 0.09%             | 2031-05-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                       | Ingersoll Rand Inc                                                  | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    830000 | PA      | $858203.42    | 0.35%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                 | Canadian Pacific Railway Co                                         | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $323646.55    | 0.13%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                      | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $489806.25    | 0.20%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2670000 | PA      | $2704470.13   | 1.10%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                              | Cencora Inc                                                         | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486521.76    | 0.20%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109822.82    | 0.04%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BBX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85472 | PA      | $86047.91     | 0.04%             | 2060-05-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                  | CUSIP: 3620E0DZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1697 | PA      | $1711.46      | 0.00%             | 2060-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                           | IndyMac INDX Mortgage Loan Trust 2004-AR14                          | CUSIP: 45660LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41483 | PA      | $32209.38     | 0.01%             | 2035-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                         | Trinitas CLO XVI Ltd                                                | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $360079.49    | 0.15%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31390HA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1156 | PA      | $1214.26      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38381B4T8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78711 | PA      | $71787.17     | 0.03%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                              | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1897065.89   | 0.77%             | 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        |    262500 | PA      | $264119.63    | 0.11%             | 2028-11-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                 | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $99985.82     | 0.04%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2017-BNK9                                                      | CUSIP: 06540RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489818 | PA      | $486615.07    | 0.20%             | 2054-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae I Pool                                                   | CUSIP: 36178WDM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25892 | PA      | $23808.32     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                      | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380528.62    | 0.16%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                 | Angel Oak Mortgage Trust 2024-10                                    | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |    485527 | PA      | $488197.96    | 0.20%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3140LYQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930454 | PA      | $889575.99    | 0.36%             | 2051-11-01      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                      | SPIRIT AIRLINES LLC                                                 | CUSIP: 84863V135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9458 | NS      | $2373.96      | 0.00%             |  |  |  | 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        |    239149 | PA      | $233618.73    | 0.10%             | 2039-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                      | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341131.93    | 0.14%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                    | Aon North America Inc                                               | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $596887.29    | 0.24%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                  | Jane Street Group / JSG Finance Inc                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52222.82     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                  | CUSIP: 3620E0DY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1207 | PA      | $1214.30      | 0.00%             | 2060-07-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                     | Spirit Airlines, LLC DIP New Money Term Loan 10/25                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76068 | PA      | $75830.77     | 0.03%             | 2040-01-02      | None          | 11.75%                | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                            | GM Financial Consumer Automobile Receivables Trust 2022-4           | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1357328.61   | 0.55%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                  | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9844.32      | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38380LF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    746717 | PA      | $747648.53    | 0.30%             | 2069-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                       | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1       | CUSIP: 35563PJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    794748 | PA      | $781726.20    | 0.32%             | 2058-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                       | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2       | CUSIP: 35563PRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    803528 | PA      | $780329.98    | 0.32%             | 2059-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                           | 1261229 BC Ltd                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    430000 | PA      | $447529.76    | 0.18%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                  | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    240000 | PA      | $241887.94    | 0.10%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                  | BDS 2021-FL10 Ltd                                                   | CUSIP: 07335YAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1331367.84   | 0.54%             | 2036-12-16      | Floating      | 6.70%                 | 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        |    444347 | PA      | $438931.29    | 0.18%             | 2069-12-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                  | Connecticut Light and Power Co/The                                  | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    580000 | PA      | $591520.91    | 0.24%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                   | Reperforming Loan REMIC Trust 2006-R2                               | CUSIP: 125435AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45489 | PA      | $43188.52     | 0.02%             | 2036-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc                                        | UPBOUND GROUP INC                                                   | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    685848 | PA      | $690706.80    | 0.28%             | 2032-08-13      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                 | Columbia Pipelines Holding Co LLC                                   | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60567.21     | 0.02%             | 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        |    580000 | PA      | $603059.56    | 0.25%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                 | Warnermedia Holdings Inc                                            | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53735.51     | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                         | Ocean Trails CLO XII Ltd                                            | CUSIP: 67515DAS7<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |    920000 | PA      | $921650.57    | 0.38%             | 2035-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                  | CUSIP: 3620E0D78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83151 | PA      | $85362.05     | 0.03%             | 2060-08-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                   | Asurion LLC and Asurion Co-Issuer Inc                               | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124575.17    | 0.05%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                           | JP Morgan Mortgage Acquisition Trust 2007-CH2                       | CUSIP: 46630MAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310027 | PA      | $306121.02    | 0.12%             | 2037-01-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                          | McDonald's Corp                                                     | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9952.41      | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic                                        | JP Morgan Resecuritization Trust Series 2009-10                     | CUSIP: 46634ACP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1653990 | PA      | $771472.43    | 0.31%             | 2037-02-26      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 3138EKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258578 | PA      | $261702.79    | 0.11%             | 2037-09-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2025-1                                    | CUSIP: 64035EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $640176.64    | 0.26%             | 2033-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                 | RTX Corp                                                            | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261099.39    | 0.11%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                      | Inversiones CMPC SA                                                 | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    560000 | PA      | $560766.14    | 0.23%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31387N3S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       319 | PA      | $335.57       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                     | Spirit Airlines, LLC Third DIP New Money TL                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37260 | PA      | $37143.56     | 0.02%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38381BDT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101933 | PA      | $99306.29     | 0.04%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara           | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    742000 | PA      | $761062.72    | 0.31%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                | Prosus NV                                                           | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $660640.53    | 0.27%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                 | Columbia Pipelines Holding Co LLC                                   | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $1019607.65   | 0.42%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                    | Petroleos del Peru SA                                               | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    710000 | PA      | $524104.25    | 0.21%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BKE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23085 | PA      | $23098.45     | 0.01%             | 2060-12-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                  | Shell International Finance BV                                      | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $179457.14    | 0.07%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                               | Humana Inc                                                          | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1424978.24   | 0.58%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                    | Texas Instruments Inc                                               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9905.46      | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2024-BIO2                              | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244322.80    | 0.10%             | 2041-08-13      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                              | PRKCM 2025-AFC1 Trust                                               | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295391 | PA      | $296056.26    | 0.12%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                     | Mercedes-Benz Finance North America LLC                             | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    490000 | PA      | $506164.16    | 0.21%             | 2029-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                      | Bank of Nova Scotia/The                                             | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $395874.23    | 0.16%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                            | New Residential Mortgage Loan Trust 2019-NQM5                       | CUSIP: 64830PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317182 | PA      | $304749.98    | 0.12%             | 2059-11-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31384WJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       732 | PA      | $768.77       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38382MTZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62983 | PA      | $62844.70     | 0.03%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    710000 | PA      | $701297.74    | 0.29%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva                           | Capital One Prime Auto Receivables Trust 2022-2                     | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69945 | PA      | $69922.73     | 0.03%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                  | CUSIP: 3622AANA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17138 | PA      | $15912.90     | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                           | Greystone CRE Notes 2025-FL4 LLC                                    | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $390961.19    | 0.16%             | 2043-01-15      | Floating      | 5.23%                 | 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        |   1005062 | PA      | $992745.45    | 0.40%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2024-R01                        | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251806.28    | 0.10%             | 2044-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bayswater Park CLO Ltd                                   | Bayswater Park CLO Ltd                                              | CUSIP: 072929AQ5<br>LEI: 254900BXH0PMWI87VS84 | Long             | ABS-CBDO         | CORP              | JE        |    390000 | PA      | $390000.00    | 0.16%             | 2039-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                  | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10175.84     | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                         | LPL Holdings Inc                                                    | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    950000 | PA      | $964131.40    | 0.39%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2021-A                                    | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287264 | PA      | $271941.45    | 0.11%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                         | Ocean Trails Clo X                                                  | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $521023.78    | 0.21%             | 2034-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                              | PRKCM 2022-AFC1 Trust                                               | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471206 | PA      | $470773.74    | 0.19%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                    | Black Diamond CLO 2024-1 Ltd                                        | CUSIP: 09204UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1040000 | PA      | $1046178.74   | 0.43%             | 2037-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                    | Quest Diagnostics Inc                                               | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2045559.10   | 0.83%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                 | Viper Energy Partners LLC                                           | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101211.50    | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                          | Israel Government International Bond                                | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    370000 | PA      | $381317.33    | 0.16%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                           | ABFC 2003-OPT1 Trust                                                | CUSIP: 04542BDG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370983 | PA      | $368506.68    | 0.15%             | 2033-04-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                               | Apidos CLO XXX                                                      | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002094.80   | 0.41%             | 2031-10-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                           | Morgan Stanley Capital I Trust 2018-H4                              | CUSIP: 61691RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21606511 | PA      | $428266.97    | 0.17%             | 2051-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                             | Spirit Aviation Holdings Inc                                        | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13311 | NS      | $3341.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Tru                           | SMB Private Education Loan Trust 2021-A                             | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    548880 | PA      | $486495.93    | 0.20%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                    | Quikrete Holdings Inc                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135399.55    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aimco                                                    | Aimco CLO 15 Ltd                                                    | CUSIP: 00889BAE1<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550665.72    | 0.22%             | 2038-04-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                            | McKesson Corp                                                       | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    720000 | PA      | $724990.36    | 0.30%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | FED FUND 30DAY                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -128 | NC      | $-22911.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                        | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    630000 | PA      | $640617.86    | 0.26%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                           | PRPM 2024-NQM4 Trust                                                | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434054 | PA      | $437476.58    | 0.18%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                  | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50946.22     | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAYFRONT IABS VII PTE. LTD.                              | Bayfront Iabs VII Pte Ltd                                           | CUSIP: 000000000<br>LEI: 213800DAFLLBYWNXMG91 | Long             | ABS-CBDO         | CORP              | SG        |    400000 | PA      | $400230.80    | 0.16%             | 2048-04-11      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BVU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    666867 | PA      | $667585.28    | 0.27%             | 2062-07-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31384VQK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       809 | PA      | $849.84       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38380QYC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886876 | PA      | $883630.67    | 0.36%             | 2070-04-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $480671.88    | 0.20%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                               | Kenvue Inc                                                          | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    540000 | PA      | $551810.63    | 0.22%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                     | CUSIP: 31386QFL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       159 | PA      | $166.67       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        52 | NC      | $-7909.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                      | Cardinal Health Inc                                                 | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906009.49    | 0.37%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America Inc                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10429.23     | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Obra CLO Ltd                                             | Obra CLO 2 Ltd                                                      | CUSIP: 674436AA8<br>LEI: 254900MMN4MOZ34WUC71 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601009.74    | 0.24%             | 2038-07-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                        | Cedar Funding V CLO Ltd                                             | CUSIP: 15032AAY3<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |    769659 | PA      | $763866.08    | 0.31%             | 2031-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                   | Bank of New York Mellon Corp/The                                    | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    860000 | PA      | $860604.22    | 0.35%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                                 | Verdelite Static CLO 2024-1 Ltd                                     | CUSIP: 92338VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    390000 | PA      | $390835.50    | 0.16%             | 2032-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2024-II Ltd                                            | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150389.03    | 0.06%             | 2037-04-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                       | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31980.00     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                              | Citibank NA                                                         | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1330495.17   | 0.54%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                 | FirstEnergy Transmission LLC                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    930000 | PA      | $937763.74    | 0.38%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | 1 MONTH SOFR                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       128 | NC      | $47735.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                    | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10450000 | PA      | $10275287.70  | 4.19%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                          | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1031029.45   | 0.42%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                          | QazaqGaz NC JSC                                                     | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    800000 | PA      | $798108.45    | 0.33%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | Hyundai Capital America                                             | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    830000 | PA      | $844320.77    | 0.34%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375BAM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3595 | PA      | $3606.65      | 0.00%             | 2060-02-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                 | Pioneer Natural Resources Co                                        | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1108843.32   | 0.45%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                       | Roche Holdings Inc                                                  | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1107281.06   | 0.45%             | 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        |    630000 | PA      | $650729.19    | 0.27%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                         | Altria Group Inc                                                    | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10573.06     | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                  | Dryden 41 Senior Loan Fund                                          | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |     40519 | PA      | $40569.19     | 0.02%             | 2031-04-15      | Floating      | 5.14%                 | 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        |        34 | NC      | $1331.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                              | Hertz Vehicle Financing LLC                                         | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1270535.50   | 0.52%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                           | RAMP Series 2004-SL4 Trust                                          | CUSIP: 76112BGP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3314 | PA      | $908.60       | 0.00%             | 2032-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38375B3L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12204 | PA      | $12205.69     | 0.00%             | 2063-06-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                  | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200111.78    | 0.08%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                    | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4980000 | PA      | $4959768.75   | 2.02%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303939.13    | 0.12%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co                                                 | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582835.18    | 0.24%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2021-B31 Mortgage Trust                                   | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1184104.94   | 0.48%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                     | Lockheed Martin Corp                                                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181226.42    | 0.07%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                      | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $917222.83    | 0.37%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                         | THREE-MONTH SOFR                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       111 | NC      | $36075.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                    | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1833315 | PA      | $1589078.23   | 0.65%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                               | Federal National Mortgage Association                               | CUSIP: 3135G07G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1640000 | PA      | $1640777.10   | 0.67%             | 2026-06-18      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                      | Lightning Power LLC                                                 | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74474.12     | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                     | Flutter Treasury DAC                                                | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202889.00    | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Government National Mortgage Association                            | CUSIP: 38382NZ83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63141 | PA      | $63093.01     | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                            | ZF North America Capital Inc                                        | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161833.92    | 0.07%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                    | General Dynamics Corp                                               | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329465.83    | 0.13%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                            | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52694.51     | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | 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        |     47303 | PA      | $47339.67     | 0.02%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                     | Howmet Aerospace Inc                                                | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    520000 | PA      | $504587.03    | 0.21%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer