# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0001145549-23-009181
**Filing Date:** 2023-2
**Character Count:** 107926
**Document Hash:** 04749ad0e6e8d67faa912cdef78b39cc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009181.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009181

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LoCorr Investment Trust
- **CENTRAL INDEX KEY:** 0001506768
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22509
- **FILM NUMBER:** 23663161

**BUSINESS ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331
- **BUSINESS PHONE:** 952-767-2920

**MAIL ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331

## Series and Classes Contracts Data

### LoCorr Long/Short Commodities Strategy Fund (Series ID: S000035412)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000108780 | Class A      | LCSAX           |
| C000108781 | Class C      | LCSCX           |
| C000108782 | Class I      | LCSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LoCorr Investment Trust

- **b. Investment Company Act file number:** 811-22509

- **c. CIK number of Registrant:** 0001506768

- **d. LEI of Registrant:** 54930075F5KEPQITLS33

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

  - **Street Address 1:** 687 Excelsior Blvd

  - **City:** Excelsior

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55331

  - **Telephone number:** 952-767-2920

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

- **a. Name of Series:** LoCorr Long/Short Commodities Strategy Fund

- **b. EDGAR series identifier (if any):** S000035412

- **c. LEI of Series:** 5493004RVCIUQZ231D58

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1360544275.52

**Total Liabilities:** $2503464.13

**Net Assets:** $1358040811.39

**Amount of Assets Invested in Other Investment Companies:** $340061170.67

**Cash Not Reported:** $34309280.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6572.900000000000 | **1-Year:** 56535.220000000000 | **5-Year:** 35898.240000000000 | **10-Year:** 215.870000000000 | **30-Year:** 2.630000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000108780 | 2.29%                | -0.63%               | 0.88%                |
| Class ID C000108781 | 2.32%                | -0.66%               | 0.73%                |
| Class ID C000108782 | 2.26%                | -0.53%               | 0.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1647450.86             | $12823034.85                               |
| Month 2  | $-636174.66              | $-1903752.52                               |
| Month 3  | $-1216055.72             | $3048039.88                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                     | AbbVie Inc                                                          | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $496102.04    | 0.04%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST | ACRE Commercial Mortgage 2021-FL4 Ltd                               | CUSIP: 00489TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    368128 | PA      | $364486.87    | 0.03%             | 2037-12-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1835000 | PA      | $1748169.95   | 0.13%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    860000 | PA      | $757565.96    | 0.06%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1425000 | PA      | $1371044.41   | 0.10%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2645000 | PA      | $2440687.61   | 0.18%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust  | Alen 2021-ACEN Mortgage Trust                                       | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1147304.88   | 0.08%             | 2034-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                      | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1109273.62   | 0.08%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC          | Amcor Finance USA Inc                                               | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1454006.63   | 0.11%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent          | American Homes 4 Rent 2014-SFR2 Trust                               | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274811 | PA      | $265252.76    | 0.02%             | 2036-10-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2020-3                     | CUSIP: 03066PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899563 | PA      | $889065.06    | 0.07%             | 2025-06-18      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2021-2                     | CUSIP: 03066RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010000 | PA      | $1956743.64   | 0.14%             | 2026-12-18      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-1                                     | CUSIP: 03464RAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877000 | PA      | $727631.29    | 0.05%             | 2059-12-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-5                                     | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55794 | PA      | $49454.30     | 0.00%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H | Asset Backed Securities Corp Home Equity Loan Trust Series 2002-HE1 | CUSIP: 04541GCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238243 | PA      | $234080.29    | 0.02%             | 2032-03-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr | BA Credit Card Trust                                                | CUSIP: 05522RDD7<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $801305.54    | 0.06%             | 2026-09-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch  | BAMLL Commercial Mortgage Securities Trust 2022-DKLX                | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3628498.13   | 0.27%             | 2039-01-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BHP Trust                      | BHP Trust 2019-BXHP                                                 | CUSIP: 05550TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920766 | PA      | $1867520.90   | 0.14%             | 2036-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2096646.47   | 0.15%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1267602.61   | 0.09%             | 2025-11-03      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2059121.02   | 0.15%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance  | Citibank Credit Card Issuance Trust                                 | CUSIP: 17305EGM1<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1085000 | PA      | $1077807.43   | 0.08%             | 2025-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1033166.39   | 0.08%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                        | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    850000 | PA      | $810188.86    | 0.06%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                  | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    620000 | PA      | $602372.84    | 0.04%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R03                        | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2316357 | PA      | $2301850.89   | 0.17%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R04                        | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2183173 | PA      | $2173312.97   | 0.16%             | 2042-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2021-R03                        | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2039200 | PA      | $2000134.63   | 0.15%             | 2041-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C6                               | CUSIP: 90276UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982352 | PA      | $939814.61    | 0.07%             | 2050-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                         | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12680000 | PA      | $12424386.42  | 0.91%             | 2023-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                         | CUSIP: 912796YJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7385000 | PA      | $7135484.41   | 0.53%             | 2023-10-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72380000 | PA      | $65761188.46  | 4.84%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29300000 | PA      | $28219562.50  | 2.08%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11630000 | PA      | $11249299.16  | 0.83%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38940000 | PA      | $37745941.50  | 2.78%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33605000 | PA      | $32960466.52  | 2.43%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8285000 | PA      | $8253284.03   | 0.61%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                          | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1858024.75   | 0.14%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                          | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    855000 | PA      | $768357.80    | 0.06%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust            | Verizon Owner Trust 2019-C                                          | CUSIP: 92348AAA3<br>LEI: 549300WANFF5OIMC3D47 | Long             | ABS-O            | CORP              | US        |      6982 | PA      | $6969.67      | 0.00%             | 2024-04-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust            | Verizon Owner Trust 2020-A                                          | CUSIP: 92348TAA2<br>LEI: 549300XY7L2MRX0BQH89 | Long             | ABS-O            | CORP              | US        |    270051 | PA      | $269038.75    | 0.02%             | 2024-07-22      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2020-1                                   | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172833 | PA      | $162782.61    | 0.01%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2020-1                                   | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407361 | PA      | $382369.12    | 0.03%             | 2060-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                     | VMware Inc                                                          | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $996067.75    | 0.07%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                             | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    855000 | PA      | $822370.40    | 0.06%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                             | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    850000 | PA      | $758454.51    | 0.06%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced  | Volkswagen Auto Loan Enhanced Trust 2021-1                          | CUSIP: 92868KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2790000 | PA      | $2651651.43   | 0.20%             | 2026-06-22      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-C14                            | CUSIP: 92890PAE4<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197766.42    | 0.01%             | 2046-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-C13                            | CUSIP: 92937UAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $183042.83    | 0.01%             | 2045-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-C17                            | CUSIP: 92938GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44093 | PA      | $43687.49     | 0.00%             | 2046-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2013-UBS1                           | CUSIP: 92938JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689551 | PA      | $677471.29    | 0.05%             | 2046-03-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WALMART INC                    | Walmart Inc                                                         | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1349199.82   | 0.10%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                            | LCLSCSDB FUND LIMITED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |         1 | NC      | $97891964.00  | 7.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY COMMODITY POLARIS FUND  | GALAXY COMMODITY POLARIS FUND                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    211845 | NS      | $193715486.74 | 14.26%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1370495.07   | 0.10%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                             | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    595000 | PA      | $542584.17    | 0.04%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                   | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1205000 | PA      | $1098706.83   | 0.08%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2018-5                          | CUSIP: 64829XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366777 | PA      | $353291.22    | 0.03%             | 2057-12-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                         | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1340000 | PA      | $1368195.58   | 0.10%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2018-1 Trust                                                    | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231321 | PA      | $217551.02    | 0.02%             | 2057-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OPG Trust                      | OPG Trust 2021-PORT                                                 | CUSIP: 67118AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850510 | PA      | $1743762.54   | 0.13%             | 2036-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST            | OMERS Finance Trust                                                 | CUSIP: 682142AA2<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    920000 | PA      | $889747.05    | 0.07%             | 2024-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru | OneMain Financial Issuance Trust 2018-2                             | CUSIP: 68269CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $490170.90    | 0.04%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                         | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424477.53    | 0.03%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                  | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $849155.04    | 0.06%             | 2026-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                  | CUSIP: 69335PED3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1337356.17   | 0.10%             | 2026-08-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust | PKHL Commercial Mortgage Trust 2021-MF                              | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3009191.58   | 0.22%             | 2038-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                | PerkinElmer Inc                                                     | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2369819.02   | 0.17%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PHOENIX 2012 LLC               | Phoenix 2012 LLC                                                    | CUSIP: 719160AA1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |      3973 | PA      | $3854.95      | 0.00%             | 2024-07-03      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L | Planet Fitness Master Issuer LLC                                    | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2382000 | PA      | $2065298.57   | 0.15%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                    | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $960976.53    | 0.07%             | 2026-01-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                    | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1223619.11   | 0.09%             | 2024-04-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING         | Private Export Funding Corp                                         | CUSIP: 742651DW9<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |    510000 | PA      | $491314.26    | 0.04%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL         | Protective Life Global Funding                                      | CUSIP: 74368CBF0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1538858.24   | 0.11%             | 2024-07-05      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1095000 | PA      | $1078529.62   | 0.08%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust    | SMR 2022-IND Mortgage Trust                                         | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3617214 | PA      | $3417667.77   | 0.25%             | 2039-02-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2021-4                       | CUSIP: 80285VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1197713 | PA      | $1192320.22   | 0.09%             | 2025-08-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                             | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    890000 | PA      | $812697.63    | 0.06%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Small Business Administration  | United States Small Business Administration                         | CUSIP: 83162CVD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5303 | PA      | $4804.01      | 0.00%             | 2032-11-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2017-B LLC                           | CUSIP: 83403YAB0<br>LEI: 549300THMTEP636GV478 | Long             | ABS-O            | CORP              | US        |     51121 | PA      | $50476.56     | 0.00%             | 2040-05-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2016-D LLC                           | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109366 | PA      | $107095.00    | 0.01%             | 2033-04-25      | Fixed         | 2.34%                 | 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        |   1725579 | PA      | $1421105.54   | 0.10%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON            | Southern California Edison Co                                       | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    305000 | PA      | $270761.14    | 0.02%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON            | Southern California Edison Co                                       | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1439378.24   | 0.11%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP2                                               | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3608926.50   | 0.27%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                              | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $597141.27    | 0.04%             | 2024-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                            | CUSIP: 86959LAG8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    420000 | PA      | $393968.69    | 0.03%             | 2024-06-11      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC         | Taco Bell Funding LLC                                               | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2499750 | PA      | $2111453.83   | 0.16%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL          | Takeda Pharmaceutical Co Ltd                                        | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1420000 | PA      | $1408520.31   | 0.10%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust         | Tesla Auto Lease Trust 2021-A                                       | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1051159.23   | 0.08%             | 2025-03-20      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC  | 321 Henderson Receivables I LLC                                     | CUSIP: 88576PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20476 | PA      | $20169.49     | 0.00%             | 2045-09-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                           | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1305000 | PA      | $1142596.48   | 0.08%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                           | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1065000 | PA      | $1033430.95   | 0.08%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2020-1                         | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $961264.71    | 0.07%             | 2033-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust       | Toyota Lease Owner Trust 2021-B                                     | CUSIP: 89239CAC3<br>LEI: 5493006AB33TXC4NJ781 | Long             | ABS-O            | CORP              | US        |   2640000 | PA      | $2566420.03   | 0.19%             | 2024-10-21      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                           | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1319190.05   | 0.10%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        | 467341705 | NS      | $467341704.99 | 34.41%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                        | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    525000 | PA      | $510561.77    | 0.04%             | 2024-07-30      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                        | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    650000 | PA      | $635766.22    | 0.05%             | 2026-05-12      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                  | UBS AG/London                                                       | CUSIP: 902674YF1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    770000 | PA      | $754595.77    | 0.06%             | 2023-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                  | UBS AG/London                                                       | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1120000 | PA      | $1044094.90   | 0.08%             | 2024-08-09      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                    | Federal Home Loan Mortgage Corp                                     | CUSIP: 3134GXCB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2730000 | PA      | $2686700.45   | 0.20%             | 2023-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | Federal National Mortgage Association                               | CUSIP: 3135G06L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5505000 | PA      | $4821193.23   | 0.36%             | 2026-12-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | Federal National Mortgage Association                               | CUSIP: 3135G0T94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    220000 | PA      | $219813.37    | 0.02%             | 2023-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                   | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $596911.95    | 0.04%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                   | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $676147.90    | 0.05%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                      | State of Hawaii                                                     | CUSIP: 419792F92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1955000 | PA      | $1788346.22   | 0.13%             | 2025-08-01      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| HELIOS LEASING I LLC           | Helios Leasing I LLC                                                | CUSIP: 42328BAA0<br>LEI: 549300H2L807705NLV88 | Long             | DBT              | USGSE             | US        |      3462 | PA      | $3381.24      | 0.00%             | 2024-05-29      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| HELIOS LEASING I LLC           | Helios Leasing I LLC                                                | CUSIP: 42328BAB8<br>LEI: 549300H2L807705NLV88 | Long             | DBT              | USGSE             | US        |      4009 | PA      | $3903.93      | 0.00%             | 2024-07-24      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| HELIOS LEASING I LLC           | Helios Leasing I LLC                                                | CUSIP: 42328BAC6<br>LEI: 549300H2L807705NLV88 | Long             | DBT              | USGSE             | US        |      3961 | PA      | $3754.31      | 0.00%             | 2024-09-28      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2019-A                                 | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126282 | PA      | $1052430.96   | 0.08%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2020-3 Owner Trust                           | CUSIP: 43813KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1178712 | PA      | $1152957.49   | 0.08%             | 2024-10-18      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2020-C                               | CUSIP: 44891RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375019 | PA      | $1338952.43   | 0.10%             | 2025-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                        | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1175000 | PA      | $1149738.49   | 0.08%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                        | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1130000 | PA      | $1088144.45   | 0.08%             | 2026-03-28      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX         | Trane Technologies Luxembourg Finance SA                            | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $566641.15    | 0.04%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3       | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1367844.15   | 0.10%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC       | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1653569 | PA      | $1609965.03   | 0.12%             | 2038-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10       | CUSIP: 46639JAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762000 | PA      | $760109.17    | 0.06%             | 2047-12-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2013-C15                 | CUSIP: 46640NAJ7<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1227765.13   | 0.09%             | 2045-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C22                 | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1294015.50   | 0.10%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C23                 | CUSIP: 46643ABF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492776 | PA      | $482047.29    | 0.04%             | 2047-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                 | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3122273.71   | 0.23%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                 | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1399883.10   | 0.10%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                 | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2610374.87   | 0.19%             | 2025-06-01      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA SWR REVENUE       | County of King WA Sewer Revenue                                     | CUSIP: 495290DN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $292627.52    | 0.02%             | 2025-07-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust  | MHC Commercial Mortgage Trust 2021-MHC                              | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1939633.00   | 0.14%             | 2038-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                             | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1093454.43   | 0.08%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MSN 41079 AND 41084 LTD        | MSN 41079 and 41084 Ltd                                             | CUSIP: 553737AA5<br>LEI: N/A                  | Long             | DBT              | USGSE             | KY        |      4000 | PA      | $3874.89      | 0.00%             | 2024-07-13      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW Owner Trust 2019-1                                              | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244960 | PA      | $230912.43    | 0.02%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2021-1W LLC                                                     | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    823545 | PA      | $752390.24    | 0.06%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2019-2 LLC                                                      | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310331 | PA      | $293007.47    | 0.02%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                            | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1513168.02   | 0.11%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                            | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1309402.20   | 0.10%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                  | CUSIP: 59217GEJ4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    945000 | PA      | $856889.01    | 0.06%             | 2025-07-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                  | CUSIP: 59217GEN5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1367203.00   | 0.10%             | 2024-06-07      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE | County of Miami-Dade FL Aviation Revenue                            | CUSIP: 59333PV21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $638901.38    | 0.05%             | 2023-10-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                  | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1165000 | PA      | $1091099.83   | 0.08%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                      | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1458537.60   | 0.11%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                      | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $396001.51    | 0.03%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                      | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2276454.73   | 0.17%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW Owner Trust 2018-1                                              | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522337 | PA      | $505932.62    | 0.04%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                          | CUSIP: 62878U2C5<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $876327.45    | 0.06%             | 2024-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                 | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $787848.14    | 0.06%             | 2024-08-12      | Fixed         | 0.80%                 | 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        |    739022 | PA      | $639555.01    | 0.05%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NEBRASKA ST PUBLIC PWR DIST RE | Nebraska Public Power District                                      | CUSIP: 63968A2A2<br>LEI: 5493001J0BLQRMOJKP23 | Long             | DBT              | MUN               | US        |    675000 | PA      | $655580.45    | 0.05%             | 2024-01-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-1                          | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111322 | PA      | $102213.03    | 0.01%             | 2056-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1479621 | PA      | $1452727.00   | 0.11%             | 2041-11-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R01                        | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430174 | PA      | $1411932.86   | 0.10%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R06                        | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538691 | PA      | $545320.28    | 0.04%             | 2042-05-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2021-R01                        | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570000 | PA      | $1530054.33   | 0.11%             | 2041-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK         | Credit Suisse AG/New York NY                                        | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1100000 | PA      | $1074007.00   | 0.08%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK         | Credit Suisse AG/New York NY                                        | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1490000 | PA      | $1417362.50   | 0.10%             | 2023-08-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK         | Credit Suisse AG/New York NY                                        | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    850000 | PA      | $775614.01    | 0.06%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II           | DH Europe Finance II Sarl                                           | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1090000 | PA      | $1037822.42   | 0.08%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC          | DB Master Finance LLC                                               | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   2029500 | PA      | $1731681.02   | 0.13%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP              | SITE Centers Corp                                                   | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    525000 | PA      | $495822.58    | 0.04%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP              | SITE Centers Corp                                                   | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1413972.21   | 0.10%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                             | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    460000 | PA      | $436906.33    | 0.03%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                        | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    655000 | PA      | $612685.95    | 0.05%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust    | Diamond Resorts Owner Trust 2021-1                                  | CUSIP: 25273CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479312 | PA      | $441956.10    | 0.03%             | 2033-11-21      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T | Discover Card Execution Note Trust                                  | CUSIP: 254683CE3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1224755.61   | 0.09%             | 2025-08-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| DRAGON 2012 LLC                | Dragon 2012 LLC                                                     | CUSIP: 26144YAA5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |      2954 | PA      | $2891.79      | 0.00%             | 2024-03-12      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                   | ELP Commercial Mortgage Trust 2021-ELP                              | CUSIP: 26863LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2523728.56   | 0.19%             | 2038-11-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | Federal National Mortgage Association                               | CUSIP: 3135G0V75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $5745895.56   | 0.42%             | 2024-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BLW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1452323 | PA      | $1416151.72   | 0.10%             | 2025-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BMTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192925 | PA      | $187634.20    | 0.01%             | 2025-01-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BSRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    635460 | PA      | $611983.44    | 0.05%             | 2025-09-25      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                    | Federal Home Loan Mortgage Corp                                     | CUSIP: 3137EAES4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2938065.06   | 0.22%             | 2023-06-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                    | Federal Home Loan Mortgage Corp                                     | CUSIP: 3137EAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    885000 | PA      | $858371.05    | 0.06%             | 2023-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                    | Federal Home Loan Mortgage Corp                                     | CUSIP: 3137EAEZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3848187.00   | 0.28%             | 2023-11-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FQ3N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95706 | PA      | $95207.87     | 0.01%             | 2026-02-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                         | CUSIP: 31429KAE3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1180000 | PA      | $1105764.88   | 0.08%             | 2024-05-21      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FORSYTH CNTY GA SCH DIST       | Forsyth County School District                                      | CUSIP: 346604LK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $634198.82    | 0.05%             | 2024-02-01      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | STACR Trust 2018-HRP2                                               | CUSIP: 35564ABN0<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   2166631 | PA      | $2100814.76   | 0.15%             | 2047-02-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-DNA5                             | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109498 | PA      | $107993.24    | 0.01%             | 2034-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-DNA6                             | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3207683.05   | 0.24%             | 2041-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-DNA6                             | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $379987.68    | 0.03%             | 2041-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-DNA7                             | CUSIP: 35564KMA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3472896 | PA      | $3412896.05   | 0.25%             | 2041-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-HQA4                             | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3089984 | PA      | $2931836.19   | 0.22%             | 2041-12-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA1                             | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4434268 | PA      | $4320411.32   | 0.32%             | 2042-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA2                             | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2819221 | PA      | $2772537.76   | 0.20%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-HQA1                             | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    894823 | PA      | $890846.50    | 0.07%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA3                             | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2298544 | PA      | $2293452.74   | 0.17%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust  | GCT Commercial Mortgage Trust 2021-GCT                              | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1299007.08   | 0.10%             | 2038-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2015-GC28                              | CUSIP: 36251FBA3<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $838923.98    | 0.06%             | 2048-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term  | GM Financial Consumer Automobile Receivables Trust 2021-4           | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1736000 | PA      | $1640194.33   | 0.12%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term  | GM Financial Consumer Automobile Receivables Trust 2021-1           | CUSIP: 36261LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    971507 | PA      | $939869.56    | 0.07%             | 2025-10-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2021-NQM1                  | CUSIP: 36262EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945904 | PA      | $751613.34    | 0.06%             | 2061-07-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE        | GSK Consumer Healthcare Capital UK PLC                              | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   2765000 | PA      | $2631398.38   | 0.19%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2021-ROSS                         | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1869432.80   | 0.14%             | 2026-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp II                                      | CUSIP: 36266CAA4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2565307.59   | 0.19%             | 2036-11-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC              | General Mills Inc                                                   | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    490000 | PA      | $491362.25    | 0.04%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                     | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1625413.69   | 0.12%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                     | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    605000 | PA      | $560359.03    | 0.04%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                    | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    355000 | PA      | $331681.75    | 0.02%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term  | GM Financial Consumer Automobile Receivables Trust 2021-3           | CUSIP: 380140AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2310000 | PA      | $2204339.21   | 0.16%             | 2026-06-16      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin | GM Financial Automobile Leasing Trust 2021-2                        | CUSIP: 380144AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2182000 | PA      | $2110724.53   | 0.16%             | 2025-05-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3277860.24   | 0.24%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1400458.72   | 0.10%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2814486.21   | 0.21%             | 2024-03-08      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trus | BSREP Commercial Mortgage Trust 2021-DC                             | CUSIP: 05591UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1877357.80   | 0.14%             | 2038-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-21M                               | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856763 | PA      | $823186.72    | 0.06%             | 2036-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                               | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3243503 | PA      | $3088938.78   | 0.23%             | 2038-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                  | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1196482.18   | 0.09%             | 2023-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                  | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    675000 | PA      | $650452.18    | 0.05%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                  | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    465000 | PA      | $435212.68    | 0.03%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3275506.98   | 0.24%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2148005.26   | 0.16%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6546440.86   | 0.48%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                        | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1318735.12   | 0.10%             | 2024-12-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                            | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2509671.67   | 0.18%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                    | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $995023.67    | 0.07%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BIRMINGHAM AL WTRWKS BRD WTR R | Water Works Board of the City of Birmingham/The                     | CUSIP: 091096ND5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $263483.60    | 0.02%             | 2024-01-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                      | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1645000 | PA      | $1559054.77   | 0.11%             | 2025-11-19      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                       | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1109649.79   | 0.08%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | Brixmor Operating Partnership LP                                    | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    810000 | PA      | $768544.96    | 0.06%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-CIP                               | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2846427.27   | 0.21%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | Comm 2014-UBS2 Mortgage Trust                                       | CUSIP: 12591UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1123921.22   | 0.08%             | 2047-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | Comm 2014-UBS2 Mortgage Trust                                       | CUSIP: 12591UAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1115869.50   | 0.08%             | 2047-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-3BP Mortgage Trust                                        | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $952520.52    | 0.07%             | 2035-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE6 Mortgage Trust                                      | CUSIP: 12624XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212840 | PA      | $212156.31    | 0.02%             | 2046-03-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE6 Mortgage Trust                                      | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992294.10    | 0.07%             | 2046-03-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE9 Mortgage Trust                                      | CUSIP: 12625UBF9<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |    693932 | PA      | $689681.70    | 0.05%             | 2045-07-10      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE10 Mortgage Trust                                     | CUSIP: 12626BAD6<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198643.86    | 0.01%             | 2046-08-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-CCRE27 Mortgage Trust                                     | CUSIP: 12635QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $937595.70    | 0.07%             | 2048-10-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2017-CALI                                                | CUSIP: 12652FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1606040.63   | 0.12%             | 2032-11-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                     | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1364576.18   | 0.10%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    975000 | PA      | $915884.36    | 0.07%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                         | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $881504.83    | 0.06%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                          | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1089517.99   | 0.08%             | 2025-05-09      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2021-4                                      | CUSIP: 14317JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2620000 | PA      | $2480127.89   | 0.18%             | 2026-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2022-P3                              | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3825000 | PA      | $3713735.34   | 0.27%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  3 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-P4                              | CUSIP: 14687KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3620000 | PA      | $3436422.20   | 0.25%             | 2027-01-11      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-P2                              | CUSIP: 14687TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2335621 | PA      | $2249775.90   | 0.17%             | 2026-03-10      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust           | Chase Issuance Trust                                                | CUSIP: 161571HP2<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1048835.34   | 0.08%             | 2025-01-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2021-PRM2                       | CUSIP: 17291HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3608154.00   | 0.27%             | 2036-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER     | Elara HGV Timeshare Issuer 2021-A LLC                               | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1997072 | PA      | $1784005.29   | 0.13%             | 2035-08-27      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                        | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $604300.74    | 0.04%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                  | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $334784.47    | 0.02%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE       | Equitable Financial Life Global Funding                             | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $989191.78    | 0.07%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE       | Equitable Financial Life Global Funding                             | CUSIP: 29449WAC1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    370000 | PA      | $354884.29    | 0.03%             | 2023-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust  | EQUS 2021-EQAZ Mortgage Trust                                       | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2649947 | PA      | $2550222.75   | 0.19%             | 2038-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                   | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174871.85    | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TAGUA LEASING LLC              | Tagua Leasing LLC                                                   | CUSIP: 873782AC0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |      4528 | PA      | $4374.21      | 0.00%             | 2024-11-16      | None          | 1.58%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust    | Extended Stay America Trust 2021-ESH                                | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1171431 | PA      | $1137633.95   | 0.08%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2016-SB17 Mortgage Trust                                      | CUSIP: 30294UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246591 | PA      | $243513.12    | 0.02%             | 2023-05-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2017-SB32 Mortgage Trust                                      | CUSIP: 302952AB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    284107 | PA      | $274232.99    | 0.02%             | 2024-04-25      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2016-SB23 Mortgage Trust                                      | CUSIP: 30295LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    577238 | PA      | $539523.06    | 0.04%             | 2026-09-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2019-SB69 Mortgage Trust                                      | CUSIP: 30312XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1397680 | PA      | $1332920.26   | 0.10%             | 2024-10-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2019-SB67 Mortgage Trust                                      | CUSIP: 30314KAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    549300 | PA      | $524256.26    | 0.04%             | 2024-07-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 30711XZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    146519 | PA      | $145522.05    | 0.01%             | 2030-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                             | CUSIP: 3130A0F70<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2325000 | PA      | $2291694.42   | 0.17%             | 2023-12-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                             | CUSIP: 3130A8HK2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5365000 | PA      | $5140982.39   | 0.38%             | 2024-06-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                             | CUSIP: 3130AJHU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3950000 | PA      | $3633060.41   | 0.27%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                             | CUSIP: 3130ANYM6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $6789540.10   | 0.50%             | 2023-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                             | CUSIP: 3130AQF40<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5835000 | PA      | $5451122.88   | 0.40%             | 2024-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                             | CUSIP: 313383QR5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2345000 | PA      | $2332406.76   | 0.17%             | 2023-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                             | CUSIP: 313383YJ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2235000 | PA      | $2212432.51   | 0.16%             | 2023-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK       | Federal Farm Credit Banks Funding Corp                              | CUSIP: 3133EJUS6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1600000 | PA      | $1584671.86   | 0.12%             | 2023-07-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK       | Federal Farm Credit Banks Funding Corp                              | CUSIP: 3133EKSN7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2450000 | PA      | $2417295.66   | 0.18%             | 2023-06-26      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK       | Federal Farm Credit Banks Funding Corp                              | CUSIP: 3133ENDR8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5900000 | PA      | $5681425.71   | 0.42%             | 2023-11-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-21

**Name of Applicant:** LoCorr Investment Trust

**Signature:** Jon Essen

**Name of Signer:** Jon Essen

**Title:** Treasurer