# EDGAR Filing Document

**Accession Number:** 0000837276
**File Stem:** 0001752724-25-204945
**Filing Date:** 2025-8
**Character Count:** 207482
**Document Hash:** 911ee7dc23a502e7164b47309ae9d468
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204945.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204945

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya INVESTORS TRUST
- **CENTRAL INDEX KEY:** 0000837276

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05629
- **FILM NUMBER:** 251255361

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-366-0066

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING INVESTORS TRUST
- **DATE OF NAME CHANGE:** 20030501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GCG TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SPECIALTY MANAGERS TRUST
- **DATE OF NAME CHANGE:** 19911209

## Series and Classes Contracts Data

### Voya Limited Maturity Bond Portfolio (Series ID: S000005629)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000015349 | Class ADV    | IMBAX           |
| C000015350 | Class I      | ILBPX           |
| C000015351 | Class S      | ILMBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Investors Trust

- **b. Investment Company Act file number:** 811-05629

- **c. CIK number of Registrant:** 0000837276

- **d. LEI of Registrant:** 549300LPMGZECCP9KQ67

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-366-0066

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

- **a. Name of Series:** VOYA LIMITED MATURITY BOND PORTFOLIO

- **b. EDGAR series identifier (if any):** S000005629

- **c. LEI of Series:** P43TFN6N1YGZEK6HUB92

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $270439034.71

**Total Liabilities:** $5132321.85

**Net Assets:** $265306712.86

**Cash Not Reported:** $827405.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 559.66115000 | **1-Year:** 23851.85210000 | **5-Year:** 33225.63428000 | **10-Year:** 1426.21687000 | **30-Year:** 0.00000000

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

- **3-Month:** 27.11221000 | **1-Year:** 215.35774000 | **5-Year:** 178.52819000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015351 | 0.56%                | 0.06%                | 0.66%                |
| Class ID C000015350 | 0.59%                | 0.08%                | 0.68%                |
| Class ID C000015349 | 0.54%                | 0.02%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $319293.43               | $233164.66                                 |
| Month 2  | $-181525.30              | $-415231.13                                |
| Month 3  | $85345.61                | $791712.92                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                           | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    544000 | PA      | $527468.78    | 0.20%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    604900 | PA      | $607239.26    | 0.23%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                         | Georgia-Pacific LLC                                            | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496610.66    | 0.19%             | 2025-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2017-2                                 | CUSIP: 33850RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12866 | PA      | $11710.23     | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                              | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445941.01    | 0.17%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                             | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $799302.00    | 0.30%             | 2036-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    913000 | PA      | $932095.08    | 0.35%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 26 Ltd                      | CUSIP: 64131QAN0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1084302.72   | 0.41%             | 2038-10-18      | Floating      | 5.63%                 | 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        |        -6 | NC      | $-24895.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                  | NBN Co Ltd                                                     | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    216000 | PA      | $225949.40    | 0.09%             | 2028-10-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                      | Advanced Micro Devices Inc                                     | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    261000 | PA      | $262965.91    | 0.10%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                     | Cooperatieve Rabobank UA/NY                                    | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $443993.19    | 0.17%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                        | ERAC USA Finance LLC                                           | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    296000 | PA      | $303121.39    | 0.11%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX 2024-PALM                                                   | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865385 | PA      | $866573.14    | 0.33%             | 2037-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp              | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    259000 | PA      | $263511.38    | 0.10%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                    | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    781000 | PA      | $765154.28    | 0.29%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                | Stryker Corp                                                   | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315937.31    | 0.12%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                 | Prologis LP                                                    | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    214000 | PA      | $218398.33    | 0.08%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                    | Pioneer Natural Resources Co                                   | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    495000 | PA      | $486461.12    | 0.18%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.          | DAIWA CAPITAL MARKETS AMERICA INC                              | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                  | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393115.86    | 0.15%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                     | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    412000 | PA      | $398076.39    | 0.15%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                         | Quanta Services Inc                                            | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196712.40    | 0.07%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                | CANTOR FITZGERALD SECURITIES                                   | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                        | Niagara Mohawk Power Corp                                      | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    324000 | PA      | $286199.43    | 0.11%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    646000 | PA      | $630498.18    | 0.24%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2018-2                                 | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    227923 | PA      | $227980.63    | 0.09%             | 2031-07-19      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                           | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    434000 | PA      | $438362.17    | 0.17%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                 | Ovintiv Inc                                                    | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    306000 | PA      | $306292.76    | 0.12%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    580000 | PA      | $585067.85    | 0.22%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                         | Sprint Capital Corp                                            | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    835000 | PA      | $896611.54    | 0.34%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XXI Ltd                            | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001489.00   | 0.38%             | 2034-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                               | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    567000 | PA      | $575247.25    | 0.22%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                        | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    307000 | PA      | $310147.09    | 0.12%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    128900 | PA      | $119826.65    | 0.05%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                    | Madison Park Funding XXX LTD                                   | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501121.50    | 0.19%             | 2037-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                            | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    287000 | PA      | $268262.51    | 0.10%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                           | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180113.64    | 0.07%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                     | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    367000 | PA      | $370655.96    | 0.14%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                      | PG&E Wildfire Recovery Funding LLC                             | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545894 | PA      | $536650.08    | 0.20%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                               | AppLovin Corp                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104370.60    | 0.04%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    271000 | PA      | $263468.03    | 0.10%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                      | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    318000 | PA      | $318909.15    | 0.12%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                          | Analog Devices Inc                                             | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    792000 | PA      | $795800.11    | 0.30%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wellman Park CLO Ltd                        | Wellman Park CLO Ltd                                           | CUSIP: 949723AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501734.50    | 0.19%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                | CaixaBank SA                                                   | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    291000 | PA      | $291789.22    | 0.11%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    679000 | PA      | $660113.04    | 0.25%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                       | Rio Tinto Finance USA PLC                                      | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $236913.52    | 0.09%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru              | THPT 2023-THL Mortgage Trust                                   | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    618564 | PA      | $629571.44    | 0.24%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                        | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    159000 | PA      | $161529.76    | 0.06%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                        | Prologis Targeted US Logistics Fund LP                         | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92498.28     | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust              | ILPT Commercial Mortgage Trust 2022-LPF2                       | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2225000 | PA      | $2225959.42   | 0.84%             | 2039-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust                         | ICNQ 2024-MF Mortgage Trust                                    | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515053.90    | 0.19%             | 2034-12-10      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                            | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196045.22    | 0.07%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                | Entergy Corp                                                   | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    533000 | PA      | $529022.84    | 0.20%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38376RSG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    634780 | PA      | $637543.86    | 0.24%             | 2065-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                        | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    507000 | PA      | $527214.20    | 0.20%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Crestline Denali CLO XVII, LLC              | Crestline Denali CLO XVII Ltd                                  | CUSIP: 22616TAN6<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-CBDO         | CORP              | KY        |    340432 | PA      | $340543.29    | 0.13%             | 2031-10-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2020-G               | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203020 | PA      | $189164.52    | 0.07%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                   | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    657000 | PA      | $655212.27    | 0.25%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd         | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749686.39    | 0.28%             | 2036-11-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                    | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    188000 | PA      | $191138.77    | 0.07%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                            | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137592.99    | 0.05%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114863.52    | 0.04%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                     | Canadian Natural Resources Ltd                                 | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $579335.51    | 0.22%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner               | Toyota Auto Receivables 2023-A Owner Trust                     | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $802426.08    | 0.30%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                          | Ameren Illinois Co                                             | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    534000 | PA      | $530114.14    | 0.20%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                           | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    579000 | PA      | $581560.77    | 0.22%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                       | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    426000 | PA      | $429551.57    | 0.16%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                       | Novartis Capital Corp                                          | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213229.37    | 0.08%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    378000 | PA      | $354606.11    | 0.13%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                               | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167982.04    | 0.06%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160975.00    | 0.06%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -2 | NC      | $-10129.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Financial Equipment LLC               | Volvo Financial Equipment LLC Series 2024-1                    | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301497.78    | 0.11%             | 2031-07-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                    | Marsh & McLennan Cos Inc                                       | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    787000 | PA      | $793112.05    | 0.30%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                            | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    683000 | PA      | $658915.02    | 0.25%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                             | CUSIP: 3137HCTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5371000 | PA      | $5393480.54   | 2.03%             | 2054-05-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                       | Aon North America Inc                                          | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $262171.54    | 0.10%             | 2027-03-01      | Fixed         | 5.12%                 | 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        |       -13 | NC      | $-26128.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp              | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    188000 | PA      | $193590.37    | 0.07%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                     | Connecticut Light and Power Co/The                             | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    218000 | PA      | $220782.22    | 0.08%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 3136BUQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4685124 | PA      | $4680636.49   | 1.76%             | 2055-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                          | Roche Holdings Inc                                             | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    448000 | PA      | $465089.40    | 0.18%             | 2028-11-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                             | AREIT 2025-CRE10 Ltd                                           | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998580.00    | 0.38%             | 2029-12-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 31397UYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49249 | PA      | $49224.25     | 0.02%             | 2031-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1021300 | PA      | $1030156.59   | 0.39%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                       | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316736.91    | 0.12%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2025-A                        | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    691086 | PA      | $699816.17    | 0.26%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                 | Equinix Inc                                                    | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474390.88    | 0.18%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                             | Hershey Co/The                                                 | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219377.27    | 0.08%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                      | Tesla Auto Lease Trust 2024-B                                  | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $552696.27    | 0.21%             | 2027-10-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust              | BXSC Commercial Mortgage Trust 2022-WSS                        | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1802057.40   | 0.68%             | 2035-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                 | ONE Gas Inc                                                    | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    389000 | PA      | $398602.00    | 0.15%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                  | Fiserv Inc                                                     | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    444000 | PA      | $456412.28    | 0.17%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14072400 | PA      | $14147709.29  | 5.33%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                            | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168245.45    | 0.06%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                     | Laboratory Corp of America Holdings                            | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168908.23    | 0.06%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                              | Solventum Corp                                                 | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    515000 | PA      | $523615.62    | 0.20%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189400 | PA      | $182660.02    | 0.07%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                            | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    533000 | PA      | $526668.58    | 0.20%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat              | Hyundai Auto Lease Securitization Trust 2025-B                 | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $755571.15    | 0.28%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                   | Aflac Inc                                                      | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195400.83    | 0.07%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                       | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    424000 | PA      | $430421.37    | 0.16%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                            | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    152000 | PA      | $155881.82    | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                            | TCI-Symphony CLO 2017-1 Ltd                                    | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    187837 | PA      | $188051.46    | 0.07%             | 2030-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                              | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    372000 | PA      | $376285.12    | 0.14%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                        | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    659000 | PA      | $663043.11    | 0.25%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                         | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    544000 | PA      | $529370.64    | 0.20%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415554.35    | 0.16%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                               | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64903.99     | 0.02%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                       | Northrop Grumman Corp                                          | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96871.45     | 0.04%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4145500 | PA      | $4148252.86   | 1.56%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                 | Workday Inc                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212317.90    | 0.08%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                  | MSILF Government Portfolio                                     | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    108000 | NS      | $108000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL FINANCE PLC                             | CSL Finance PLC                                                | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    233000 | PA      | $231432.06    | 0.09%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    316000 | PA      | $325395.82    | 0.12%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 3136BRMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3951568 | PA      | $3962135.62   | 1.49%             | 2054-04-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    624300 | PA      | $630445.45    | 0.24%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2022-B               | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    809082 | PA      | $787459.89    | 0.30%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                  | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    527000 | PA      | $525460.53    | 0.20%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                      | National Securities Clearing Corp                              | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254278.00    | 0.10%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                            | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363417.28    | 0.14%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                  | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    328000 | PA      | $330398.02    | 0.12%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2020-1 Trust            | CUSIP: 95002KAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155680 | PA      | $134849.88    | 0.05%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                       | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200489.09    | 0.08%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                      | Zimmer Biomet Holdings Inc                                     | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    780000 | PA      | $784541.57    | 0.30%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                      | Chase Auto Owner Trust 2023-A                                  | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1062104.61   | 0.40%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22    | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810000 | PA      | $1766029.67   | 0.67%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi              | GM Financial Consumer Automobile Receivables Trust 2022-4      | CUSIP: 36265QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $607223.52    | 0.23%             | 2028-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                  | Ecolab Inc                                                     | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    449000 | PA      | $452247.44    | 0.17%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                 | Walmart Inc                                                    | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131526.26    | 0.05%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                    | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88269.02     | 0.03%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                  | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $247852.98    | 0.09%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                          | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422959.23    | 0.16%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                           | 720 East CLO 2023-I Ltd                                        | CUSIP: 81785EAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1203600.00   | 0.45%             | 2038-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                        | OHA Loan Funding 2015-1 Ltd                                    | CUSIP: 67109BDC5<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1601385.60   | 0.60%             | 2037-01-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                               | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    194000 | PA      | $191117.37    | 0.07%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                | Stryker Corp                                                   | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    516000 | PA      | $523129.37    | 0.20%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                | CUSIP: 31391CDB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3240 | PA      | $3347.22      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                          | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254233.89    | 0.10%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    416000 | PA      | $429604.79    | 0.16%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                     | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433612.15    | 0.16%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                               | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    518000 | PA      | $531699.20    | 0.20%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    278000 | PA      | $270084.87    | 0.10%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp              | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    527000 | PA      | $526720.45    | 0.20%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    391000 | PA      | $369643.92    | 0.14%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV              | Octagon Investment Partners XV Ltd                             | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400244.80    | 0.15%             | 2030-07-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                      | GE HealthCare Technologies Inc                                 | CUSIP: 36267VAD5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    316000 | PA      | $316688.46    | 0.12%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                 | Freddie Mac REMICS                                             | CUSIP: 31396HSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1435011 | PA      | $1421034.88   | 0.54%             | 2036-02-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                      | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $426047.83    | 0.16%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                             | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428968.62    | 0.16%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| WMRK Commercial Mortgage Trust              | WMRK Commercial Mortgage Trust 2022-WMRK                       | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250537.95    | 0.09%             | 2027-11-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                            | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    201000 | PA      | $202113.93    | 0.08%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    124000 | PA      | $131611.12    | 0.05%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38384A3E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    751719 | PA      | $756307.11    | 0.29%             | 2050-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2014-4                                  | CUSIP: 81745LBP7<br>LEI: 549300BU8OEB78D7JI24 | Long             | ABS-MBS          | CORP              | US        |    123702 | PA      | $120116.83    | 0.05%             | 2044-11-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner               | Nissan Auto Receivables 2025-A Owner Trust                     | CUSIP: 65481GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1203415.56   | 0.45%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                           | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    268000 | PA      | $264912.67    | 0.10%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    538000 | PA      | $527073.07    | 0.20%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                       | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    421000 | PA      | $392881.71    | 0.15%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38376RWQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    530275 | PA      | $535085.79    | 0.20%             | 2066-06-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                  | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    564000 | PA      | $578596.38    | 0.22%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                  | VMware LLC                                                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    408000 | PA      | $394716.86    | 0.15%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp                                    | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135081.60    | 0.05%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                          | Honda Motor Co Ltd                                             | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    397000 | PA      | $397548.07    | 0.15%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                              | Albemarle Corp                                                 | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    533000 | PA      | $531353.52    | 0.20%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    196000 | PA      | $199300.18    | 0.08%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                    | Capital Power US Holdings Inc                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $477475.25    | 0.18%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111587.44    | 0.04%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                | Veralto Corp                                                   | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    646000 | PA      | $653869.62    | 0.25%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC               | Volvo Financial Equipment LLC Series 2024-1                    | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300711.84    | 0.11%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84873.94     | 0.03%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                    | CenterPoint Energy Houston Electric LLC                        | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    218000 | PA      | $221971.12    | 0.08%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                             | CUSIP: 3137FLUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222683 | PA      | $221181.77    | 0.08%             | 2034-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr              | SoFi Professional Loan Program 2021-B Trust                    | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244695 | PA      | $213327.64    | 0.08%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                    | Blackstone Holdings Finance Co LLC                             | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    248000 | PA      | $228567.49    | 0.09%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                              | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    825000 | PA      | $797076.54    | 0.30%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                            | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    492000 | PA      | $495273.91    | 0.19%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38375UZF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172717 | PA      | $173036.87    | 0.07%             | 2067-03-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                     | Booz Allen Hamilton Inc                                        | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45189.65     | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                           | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    481000 | PA      | $470262.56    | 0.18%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       444 | NC      | $335333.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS FINANCE CORP                      | Toll Brothers Finance Corp                                     | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    658000 | PA      | $654748.70    | 0.25%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                      | Mondelez International Inc                                     | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76177.42     | 0.03%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                        | IBM International Capital Pte Ltd                              | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    445000 | PA      | $449702.82    | 0.17%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                        | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    299000 | PA      | $300219.18    | 0.11%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                     | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343110.49    | 0.13%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                       | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    646000 | PA      | $633155.57    | 0.24%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                             | Venture 37 CLO Ltd                                             | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |    508886 | PA      | $509341.57    | 0.19%             | 2032-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    483000 | PA      | $475350.64    | 0.18%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                    | Air Products and Chemicals Inc                                 | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    528000 | PA      | $530826.38    | 0.20%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    266000 | PA      | $277149.67    | 0.10%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle US CLO 2020-2 Ltd                                      | CUSIP: 14315GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852550.00    | 0.32%             | 2035-01-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                               | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    529000 | PA      | $526649.25    | 0.20%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                               | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    214000 | PA      | $213650.94    | 0.08%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                          | Honda Motor Co Ltd                                             | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    389000 | PA      | $377561.69    | 0.14%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    443000 | PA      | $451256.79    | 0.17%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195811.85    | 0.07%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                | Drive Auto Receivables Trust                                   | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1201906.08   | 0.45%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-A               | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104787 | PA      | $95585.32     | 0.04%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                              | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    711000 | PA      | $712281.04    | 0.27%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust  | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66789 | PA      | $65475.64     | 0.02%             | 2034-06-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva              | AmeriCredit Automobile Receivables Trust 2021-3                | CUSIP: 03066JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77487 | PA      | $77339.67     | 0.03%             | 2027-08-18      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                         | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301833.10    | 0.11%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust               | MTN Commercial Mortgage Trust 2022-LPFL                        | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499977.90    | 0.19%             | 2039-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38376RLL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    907647 | PA      | $910270.46    | 0.34%             | 2065-11-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                  | AB BSL CLO 6 Ltd                                               | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $900783.00    | 0.34%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                            | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    507000 | PA      | $521403.41    | 0.20%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH | CUSIP: 46654EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1237305.55   | 0.47%             | 2038-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                      | Molex Electronic Technologies LLC                              | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118762.34    | 0.04%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                    | Principal Life Global Funding II                               | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    296000 | PA      | $302802.82    | 0.11%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    314000 | PA      | $312726.97    | 0.12%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182539.86    | 0.07%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                       | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    668000 | PA      | $659425.91    | 0.25%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80358.96     | 0.03%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     69000 | PA      | $69525.59     | 0.03%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                     | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    316000 | PA      | $316694.61    | 0.12%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                             | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    767000 | PA      | $779478.20    | 0.29%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                | Drive Auto Receivables Trust 2024-2                            | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499886.15    | 0.19%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                     | Southern Co Gas Capital Corp                                   | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    384000 | PA      | $379818.92    | 0.14%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Rad CLO Ltd                                 | Rad CLO 6 Ltd                                                  | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1303416.40   | 0.49%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117125.57    | 0.04%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                    | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    327000 | PA      | $332164.51    | 0.13%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                            | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    562000 | PA      | $581868.51    | 0.22%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                      | CSTL Commercial Mortgage Trust 2024-GATE                       | CUSIP: 22945JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1493366.40   | 0.56%             | 2041-11-10      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                       | Becton Dickinson & Co                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707035.30    | 0.27%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-AIR2                         | CUSIP: 05613QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1198975 | PA      | $1203215.48   | 0.45%             | 2041-10-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 31396W3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816848 | PA      | $806794.25    | 0.30%             | 2037-08-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                               | DTE Energy Co                                                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    323000 | PA      | $329481.07    | 0.12%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    162000 | PA      | $164912.78    | 0.06%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                          | BMW US Capital LLC                                             | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    428000 | PA      | $413934.68    | 0.16%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur              | Bridgecrest Lending Auto Securitization Trust 2025-2           | CUSIP: 10807HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000063.10   | 0.38%             | 2028-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                    | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193534.91    | 0.07%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2018-CH1                                | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     30927 | PA      | $29055.52     | 0.01%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                      | John Deere Owner Trust 2022                                    | CUSIP: 47787JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $398217.36    | 0.15%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 31396PE98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240729 | PA      | $236709.48    | 0.09%             | 2037-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                | NiSource Inc                                                   | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447932.22    | 0.17%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    246000 | PA      | $248411.76    | 0.09%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Merit                                       | MHP 2022-MHIL                                                  | CUSIP: 55293DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1599193.77   | 0.60%             | 2039-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38375BSK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354518 | PA      | $356584.30    | 0.13%             | 2062-02-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                         | Eastman Chemical Co                                            | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    289000 | PA      | $293180.55    | 0.11%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                    | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    559000 | PA      | $532285.39    | 0.20%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-INV3                             | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146385 | PA      | $132165.41    | 0.05%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                        | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369796.07    | 0.14%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    444000 | PA      | $433998.77    | 0.16%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322196.40    | 0.12%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                           | USAA Capital Corp                                              | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166161.23    | 0.06%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                  | Denso Corp                                                     | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $210067.67    | 0.08%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                | Synopsys Inc                                                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61866.06     | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                      | Mizuho Financial Group Inc                                     | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    256000 | PA      | $263408.73    | 0.10%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    371000 | PA      | $360227.37    | 0.14%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2019-PJ3              | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5646 | PA      | $5338.25      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                    | Blackstone Holdings Finance Co LLC                             | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    104000 | PA      | $95513.66     | 0.04%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                              | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    231000 | PA      | $213470.34    | 0.08%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7900 | PA      | $7912.96      | 0.00%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                   | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190106.29    | 0.07%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                      | Skandinaviska Enskilda Banken AB                               | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    205000 | PA      | $206660.05    | 0.08%             | 2028-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                             | Tyson Foods Inc                                                | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97977.22     | 0.04%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES                        | AGILENT TECHNOLOGIES                                           | CUSIP: 00851CUQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $747685.80    | 0.28%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                              | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    334000 | PA      | $336873.26    | 0.13%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                               | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178924.72    | 0.07%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2019-F               | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181318 | PA      | $174660.12    | 0.07%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                         | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    587000 | PA      | $584596.16    | 0.22%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 31398SSH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334266 | PA      | $334957.67    | 0.13%             | 2030-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    248000 | PA      | $254292.74    | 0.10%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                   | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    444000 | PA      | $439977.05    | 0.17%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategi              | CARLYLE US CLO 2017-3 Ltd                                      | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351575.00    | 0.13%             | 2037-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1295800 | PA      | $1287043.23   | 0.49%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    439000 | PA      | $442626.37    | 0.17%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr              | Sofi Professional Loan Program 2018-A LLC                      | CUSIP: 83406EAC9<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     35328 | PA      | $35211.39     | 0.01%             | 2042-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149963.77    | 0.06%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                               | Amphenol Corp                                                  | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    527000 | PA      | $530751.09    | 0.20%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                    | Toyota Lease Owner Trust 2025-A                                | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $554962.98    | 0.21%             | 2028-02-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    720000 | PA      | $707192.73    | 0.27%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1005800 | PA      | $1006664.36   | 0.38%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26952.54     | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                     | Hanover Insurance Group Inc/The                                | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256313.74    | 0.10%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38379RTQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9711 | PA      | $9639.58      | 0.00%             | 2057-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38380QGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2372531 | PA      | $2342939.90   | 0.88%             | 2070-07-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    906000 | PA      | $886560.37    | 0.33%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                              | ELM Trust 2024-ELM                                             | CUSIP: 26860XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1509423.45   | 0.57%             | 2039-06-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                     | United Airlines 2020-1 Class A Pass Through Trust              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39352 | PA      | $40189.65     | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust              | ARES1 2024-IND2                                                | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002300.00   | 0.38%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                               | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    181000 | PA      | $184093.95    | 0.07%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                               | McKesson Corp                                                  | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107887.55    | 0.04%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC               | Volvo Financial Equipment LLC Series 2025-1                    | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402971.76    | 0.15%             | 2029-05-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                      | Goldman Sachs Bank USA/New York NY                             | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64539.18     | 0.02%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                         | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182823.28    | 0.07%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust              | NXPT Commercial Mortgage Trust 2024-STOR                       | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983756.30    | 0.37%             | 2041-11-05      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU              | SoFi Consumer Loan Program 2025-1 Trust                        | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $808574.56    | 0.30%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    658000 | PA      | $660094.80    | 0.25%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust                            | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $750557.48    | 0.28%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    226000 | PA      | $227768.90    | 0.09%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                  | HEICO Corp                                                     | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    221000 | PA      | $226805.65    | 0.09%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                      | Cadence Design Systems Inc                                     | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    578000 | PA      | $578966.34    | 0.22%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    595000 | PA      | $612484.21    | 0.23%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                               | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    377000 | PA      | $371341.91    | 0.14%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38379RZY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36976 | PA      | $36279.28     | 0.01%             | 2051-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru              | Harley-Davidson Motorcycle Trust 2025-A                        | CUSIP: 41284XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003628.50   | 0.38%             | 2028-07-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit              | Porsche Financial Auto Securitization Trust 2023-1             | CUSIP: 73328QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $955285.99    | 0.36%             | 2031-06-23      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                   | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    308000 | PA      | $311483.62    | 0.12%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                  | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    447000 | PA      | $465853.05    | 0.18%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    802000 | PA      | $804882.94    | 0.30%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | RATE Mortgage Trust 2021-HB1                                   | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492449 | PA      | $399322.72    | 0.15%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                          | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    474000 | PA      | $478434.27    | 0.18%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                       | JB Hunt Transport Services Inc                                 | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238583.97    | 0.09%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68184.81     | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD                            | Carbone Clo Ltd                                                | CUSIP: 141312AA6<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |     95370 | PA      | $95458.83     | 0.04%             | 2031-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | Wind River 2024-1 CLO Ltd                                      | CUSIP: 97317AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401281.20    | 0.15%             | 2037-04-20      | Floating      | 5.87%                 | 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        |       -38 | NC      | $-79789.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| KEY BANK NA                                 | KeyBank NA/Cleveland OH                                        | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    532000 | PA      | $532727.55    | 0.20%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                           | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94015.18     | 0.04%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                     | GlaxoSmithKline Capital Inc                                    | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    149000 | PA      | $150221.74    | 0.06%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                          | Smith & Nephew PLC                                             | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    519000 | PA      | $525412.43    | 0.20%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                       | Rio Tinto Finance USA PLC                                      | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $75449.98     | 0.03%             | 2030-03-14      | Fixed         | 4.88%                 | 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        |      -214 | NC      | $-257879.63   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS ENERGY CO                         | Consumers Energy Co                                            | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149633.78    | 0.06%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                    | Caterpillar Financial Services Corp                            | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    364000 | PA      | $366774.48    | 0.14%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2021-2          | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266534 | PA      | $216372.99    | 0.08%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                         | CNH Equipment Trust 2021-C                                     | CUSIP: 12598LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58854 | PA      | $58610.06     | 0.02%             | 2026-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                               | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    391000 | PA      | $390925.98    | 0.15%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                   | LBA Trust 2024-BOLT                                            | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002025.60   | 0.38%             | 2039-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                            | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164130.35    | 0.06%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                             | HGI CRE CLO 2021-FL1 Ltd                                       | CUSIP: 40441LAJ5<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2093379.54   | 0.79%             | 2036-06-16      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                 | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    516000 | PA      | $522926.51    | 0.20%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                           | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62171.31     | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                      | John Deere Owner Trust 2025                                    | CUSIP: 47800DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402187.76    | 0.15%             | 2032-02-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Bank5                                       | BANK5 2024-5YR10                                               | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1030824.80   | 0.39%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                           | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194069.76    | 0.07%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                      | Sempra                                                         | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156541.83    | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                              | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    662000 | PA      | $665135.54    | 0.25%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2015-GC30                         | CUSIP: 36250GAT2<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     99562 | PA      | $97627.29     | 0.04%             | 2050-05-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM 26 Ltd                                                     | CUSIP: 50200FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600154.20    | 0.23%             | 2031-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                       | Accenture Capital Inc                                          | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119255.73    | 0.04%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                 | Ameren Corp                                                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309979.11    | 0.12%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                       | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    506000 | PA      | $514291.08    | 0.19%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                               | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    353000 | PA      | $348148.24    | 0.13%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                              | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83558.58     | 0.03%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2024-4                  | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $952934.93    | 0.36%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38380QBN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1025720 | PA      | $1042856.24   | 0.39%             | 2070-04-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                           | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    127000 | PA      | $119060.61    | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2  | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    580371 | PA      | $562995.29    | 0.21%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                              | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342835.33    | 0.13%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                       | Accenture Capital Inc                                          | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    264000 | PA      | $263268.99    | 0.10%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10016406.20  | 3.78%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                            | RELX Capital Inc                                               | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194611.09    | 0.07%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    398400 | PA      | $398927.29    | 0.15%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38379RYK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       679 | PA      | $676.75       | 0.00%             | 2057-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                          | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    521000 | PA      | $520798.48    | 0.20%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                     | CarMax Auto Owner Trust 2022-1                                 | CUSIP: 14317CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $734696.63    | 0.28%             | 2027-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                          | Ingersoll Rand Inc                                             | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    523000 | PA      | $531840.07    | 0.20%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $665118.04    | 0.25%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                   | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    519000 | PA      | $530496.46    | 0.20%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                     | Corebridge Global Funding                                      | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    525000 | PA      | $520524.08    | 0.20%             | 2025-09-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                               | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    786000 | PA      | $789785.05    | 0.30%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                  | Fiserv Inc                                                     | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    311000 | PA      | $315200.45    | 0.12%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                            | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167295.10    | 0.06%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2022-PSB                                              | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168072 | PA      | $168229.65    | 0.06%             | 2039-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $504123.89    | 0.19%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp                                    | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240782.18    | 0.09%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                   | AGCO Corp                                                      | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    311000 | PA      | $314957.62    | 0.12%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                             | Chevron USA Inc                                                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    218000 | PA      | $222423.81    | 0.08%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                   | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659552.34    | 0.25%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust              | ILPT Commercial Mortgage Trust 2025-LPF2                       | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1522108.80   | 0.57%             | 2042-07-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                     | Arthur J Gallagher & Co                                        | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $241640.42    | 0.09%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                         | NatWest Markets PLC                                            | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $247997.89    | 0.09%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    651000 | PA      | $652247.66    | 0.25%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                        | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    332000 | PA      | $337652.67    | 0.13%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                               | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    171000 | PA      | $175762.74    | 0.07%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                     | New York State Electric & Gas Corp                             | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    231000 | PA      | $239533.99    | 0.09%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $54787.30     | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                              | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $122976.60    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                           | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42998.16     | 0.02%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                     | CBAM 2017-1 Ltd                                                | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $802117.60    | 0.30%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                               | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    264000 | PA      | $265493.53    | 0.10%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: —       |
| EIDP INC                                    | EIDP Inc                                                       | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    501000 | PA      | $501385.02    | 0.19%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd         | CUSIP: 03880KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99521.00     | 0.04%             | 2034-08-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                              | Mastercard Inc                                                 | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    327000 | PA      | $331563.84    | 0.12%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                         | PFS Financing Corp                                             | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $609157.98    | 0.23%             | 2028-10-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                           | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45699.30     | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                             | HGI CRE CLO 2021-FL3 Ltd                                       | CUSIP: 403950AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    181264 | PA      | $181390.74    | 0.07%             | 2037-04-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                            | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159197.89    | 0.06%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                | CUSIP: 31391DGW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3775 | PA      | $3980.98      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-ACNT                         | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1028758 | PA      | $1027977.34   | 0.39%             | 2038-11-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO XXIII                                          | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800596.80    | 0.30%             | 2034-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                     | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    241000 | PA      | $250293.13    | 0.09%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                       | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125557.36    | 0.05%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                          | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    316000 | PA      | $294113.21    | 0.11%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust               | BLP Commercial Mortgage Trust 2024-IND2                        | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1897655 | PA      | $1902657.73   | 0.72%             | 2041-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                 | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    857000 | PA      | $844611.08    | 0.32%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                   | GATX Corp                                                      | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    517000 | PA      | $524350.10    | 0.20%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner              | Porsche Innovative Lease Owner Trust 2024-1                    | CUSIP: 73328AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $653650.60    | 0.25%             | 2030-02-20      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 31397UJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747981 | PA      | $745383.83    | 0.28%             | 2041-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                          | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    256000 | PA      | $263725.20    | 0.10%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                           | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $206696.73    | 0.08%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PRM Trust                                   | PRM Trust 2025-PRM6                                            | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992778.30    | 0.37%             | 2033-07-05      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                       | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    416000 | PA      | $422394.67    | 0.16%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                              | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    459000 | PA      | $447975.55    | 0.17%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    118000 | PA      | $124849.90    | 0.05%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2022-1 Ltd                                         | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751530.00    | 0.28%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                      | Canadian Imperial Bank of Commerce                             | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    143000 | PA      | $144565.71    | 0.05%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                              | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    515000 | PA      | $523840.84    | 0.20%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                           | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    313000 | PA      | $315015.06    | 0.12%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                          | BMO 2024-5C6 Mortgage Trust                                    | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1281871.00   | 0.48%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    222000 | PA      | $226390.54    | 0.09%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    121000 | PA      | $122641.23    | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-F               | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182969 | PA      | $162220.13    | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Market Street CLO Ltd                       | Market Street CLO Ltd I                                        | CUSIP: 57068UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500911.00    | 0.19%             | 2038-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO XVIII Ltd                                      | CUSIP: 83609TAA5<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | KY        |    345511 | PA      | $345818.40    | 0.13%             | 2031-01-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                              | AGL CLO 13 Ltd                                                 | CUSIP: 00120JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $801206.40    | 0.30%             | 2034-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                  | VMware LLC                                                     | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    530000 | PA      | $525544.98    | 0.20%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95342.95     | 0.04%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                               | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63177.29     | 0.02%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                  | 3M Co                                                          | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    219000 | PA      | $222711.29    | 0.08%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                     | Bank of New York Mellon/The                                    | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60856.61     | 0.02%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    515000 | PA      | $526329.95    | 0.20%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                       | CUSIP: 38375UDY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61947 | PA      | $62192.75     | 0.02%             | 2063-12-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | JGWPT XXXIII LLC                                               | CUSIP: 46618HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275106 | PA      | $246858.15    | 0.09%             | 2077-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner              | Porsche Innovative Lease Owner Trust 2025-1                    | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002403.60   | 0.38%             | 2027-12-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                       | Aon North America Inc                                          | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $98346.07     | 0.04%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                              | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66001.21     | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                      | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    572000 | PA      | $579299.65    | 0.22%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | CARLYLE US CLO 2021-4 LTD                                      | CUSIP: 14316TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1551190.40   | 0.58%             | 2034-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                    | Element Fleet Management Corp                                  | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    242000 | PA      | $245855.88    | 0.09%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                      | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    821000 | PA      | $839118.67    | 0.32%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                 | Extended Stay America Trust 2021-ESH                           | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115046 | PA      | $1116693.50   | 0.42%             | 2038-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129989.80    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                             | CUSIP: 31398W6B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332188 | PA      | $331506.21    | 0.12%             | 2036-05-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    352000 | PA      | $333723.15    | 0.13%             | 2029-03-01      | Fixed         | 2.70%                 | 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        |    126000 | PA      | $126637.52    | 0.05%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    365000 | PA      | $341114.11    | 0.13%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    637000 | PA      | $650943.41    | 0.25%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                        | Waste Management Inc                                           | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    766000 | PA      | $779345.78    | 0.29%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 31395DC80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621558 | PA      | $617088.12    | 0.23%             | 2036-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                    | Amcor Flexibles North America Inc                              | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127944.85    | 0.05%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                             | CUSIP: 3137BLD88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195863 | PA      | $194024.10    | 0.07%             | 2045-09-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust              | ONNI Commerical Mortgage Trust 2024-APT                        | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1227808.56   | 0.46%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                            | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    651000 | PA      | $657148.07    | 0.25%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192789.57    | 0.07%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                    | Caterpillar Financial Services Corp                            | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    207000 | PA      | $212096.53    | 0.08%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2023-A               | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1136022 | PA      | $1162490.09   | 0.44%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                   | Avnet Inc                                                      | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    603000 | PA      | $626934.75    | 0.24%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                          | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234114.85    | 0.09%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    388000 | PA      | $374429.04    | 0.14%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                        | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    462000 | PA      | $454032.70    | 0.17%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                   | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    173000 | PA      | $175051.37    | 0.07%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                         | Consumers Energy Co                                            | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    188000 | PA      | $192037.49    | 0.07%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                      | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    691000 | PA      | $699686.17    | 0.26%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                | Synopsys Inc                                                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    416000 | PA      | $420318.72    | 0.16%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                         | BHMS 2018-ATLS                                                 | CUSIP: 05549GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999151.60   | 0.75%             | 2035-07-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                               | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1021.21      | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                  | FedEx Corp                                                     | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247633.14    | 0.09%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                      | CNH Industrial Capital LLC                                     | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194006.25    | 0.07%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                     | BNP PARIBAS SA                                                 | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Long             | RA               | CORP              | US        |    611350 | PA      | $611350.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable              | Westlake Automobile Receivables Trust 2023-3                   | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005690.80   | 0.38%             | 2028-09-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                              | BorgWarner Inc                                                 | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197938.03    | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 3136ADQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230440 | PA      | $228773.78    | 0.09%             | 2042-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162657.27    | 0.06%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                   | Kubota Credit Owner Trust 2025-2                               | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302831.13    | 0.11%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 31398N2W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138793 | PA      | $137753.97    | 0.05%             | 2040-11-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                              | CUSIP: 3136A1PU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52233 | PA      | $51945.04     | 0.02%             | 2041-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                           | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93013.19     | 0.04%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                       | PACCAR Financial Corp                                          | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134349.22    | 0.05%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                         | PFS Financing Corp                                             | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $649690.34    | 0.24%             | 2027-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                           | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159099.38    | 0.06%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust              | BXSC Commercial Mortgage Trust 2022-WSS                        | CUSIP: 05610BAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $340529.52    | 0.13%             | 2035-03-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    518000 | PA      | $506079.20    | 0.19%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                         | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $527339.71    | 0.20%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                            | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520228.77    | 0.20%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                               | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    642000 | PA      | $647662.38    | 0.24%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                        | Liberty Utilities Co                                           | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200699.58    | 0.08%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    617000 | PA      | $642400.32    | 0.24%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2023-J1 Trust                                              | CUSIP: 67116MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1488323 | PA      | $1435379.80   | 0.54%             | 2053-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                             | CUSIP: 31396RLX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880973 | PA      | $877077.11    | 0.33%             | 2036-05-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2025-LUNR                                             | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003170.70   | 0.38%             | 2040-06-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                              | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219875.21    | 0.08%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    545000 | PA      | $528797.62    | 0.20%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                               | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107900 | PA      | $104094.00    | 0.04%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                           | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $96350.65     | 0.04%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                     | HPS Loan Management 2025-25 Ltd                                | CUSIP: 442918AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1152502.40   | 0.43%             | 2038-07-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                               | CME Group Inc                                                  | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    177000 | PA      | $178295.45    | 0.07%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    424000 | PA      | $418809.43    | 0.16%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    268000 | PA      | $269266.07    | 0.10%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 48              | Octagon Investment Partners 48 Ltd                             | CUSIP: 67577UAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002202.00   | 0.38%             | 2038-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CONCORD                                     | CONCORD MIN. CAP 07/01/25                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499939.70    | 0.19%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                 | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    393000 | PA      | $403181.68    | 0.15%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                         | Eaton Vance Clo 2015-1 Ltd                                     | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300092.70    | 0.11%             | 2030-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                               | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    507000 | PA      | $523518.36    | 0.20%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                    | Stanley Black & Decker Inc                                     | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    504000 | PA      | $524910.97    | 0.20%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                    | Amcor Flexibles North America Inc                              | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129222.08    | 0.05%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                  | Nucor Corp                                                     | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    326000 | PA      | $328705.64    | 0.12%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2020-2                                 | CUSIP: 33851KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218491 | PA      | $188587.10    | 0.07%             | 2050-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXXI Ltd                                      | CUSIP: 09631BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500336.00    | 0.19%             | 2034-04-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                 | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    233000 | PA      | $238583.64    | 0.09%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                       | Pinnacle West Capital Corp                                     | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132106.59    | 0.05%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                             | DTE Electric Co                                                | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69124.80     | 0.03%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                     | Carmax Auto Owner Trust 2025-2                                 | CUSIP: 14320AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $559790.66    | 0.21%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                             | HGI CRE CLO 2021-FL1 Ltd                                       | CUSIP: 40441LAE6<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1356436.39   | 0.51%             | 2036-06-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                  | BFLD 2024-WRHS Mortgage Trust                                  | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    834297 | PA      | $835449.85    | 0.31%             | 2026-08-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2025-1 Ltd                                         | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852093.55    | 0.32%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                           | Hyatt Hotels Corp                                              | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    164000 | PA      | $165823.83    | 0.06%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                     | Imperial Brands Finance PLC                                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200011.05    | 0.08%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                     | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $346602.75    | 0.13%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Voya Investors Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration