# EDGAR Filing Document

**Accession Number:** 0000837276
**File Stem:** 0000940400-26-008921
**Filing Date:** 2026-2
**Character Count:** 187902
**Document Hash:** 51f1b05c7ae1d8d5403c582a4cf28b99
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008921.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-008921

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05629
- **FILM NUMBER:** 26698298

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

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

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

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

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

## Series and Classes Contracts Data

### Voya Inflation Protected Bond Plus Portfolio (Series ID: S000017158)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000047545 | Class ADV    | IBRAX           |
| C000047546 | Class I      | IBRIX           |
| C000047547 | Class S      | IBRSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

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

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

- **a. Name of Series:** Voya Inflation Protected Bond Plus Portfolio

- **b. EDGAR series identifier (if any):** S000017158

- **c. LEI of Series:** 549300X5SJAOIOPWIA53

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $219678556.35

**Total Liabilities:** $2349536.65

**Net Assets:** $217329019.70

**Cash Not Reported:** $785472.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 271.52989000 | **1-Year:** 14601.53140000 | **5-Year:** 30009.87356000 | **10-Year:** 1737.99476000 | **30-Year:** 0.00000000

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

- **3-Month:** 93.30423000 | **1-Year:** 2563.37464000 | **5-Year:** 4627.31127000 | **10-Year:** 1095.46709000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000047545 | 0.24%                | 0.31%                | -0.69%               |
| Class ID C000047546 | 0.39%                | 0.23%                | -0.61%               |
| Class ID C000047547 | 0.26%                | 0.32%                | -0.65%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19.85                   | $9803.87                                   |
| Month 2  | $-166169.84              | $314920.12                                 |
| Month 3  | $-1042041.39             | $573200.68                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Treasury Inflation Protected Securities

- **Index Identifier:** LBUTTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -19 | NC      | $6491.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                 | TRS LBUTTRUU INDEX                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |         1 | NC      | $-71968.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399984.80    | 0.18%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1044779.00   | 0.48%             | 2057-04-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                    | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    214524 | PA      | $219240.55    | 0.10%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1042150.60   | 0.48%             | 2042-04-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN 0126                        | PARKER HANNIFIN 0126                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994244.80   | 0.92%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    584400 | PA      | $645721.77    | 0.30%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137HHDJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    961194 | PA      | $964210.00    | 0.44%             | 2054-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                       | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003276.40   | 0.46%             | 2042-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    142600 | PA      | $222729.17    | 0.10%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    499200 | PA      | $596986.36    | 0.27%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | TRS LBUTTRUU INDEX                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3744.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                             | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    118343 | PA      | $118411.61    | 0.05%             | 2041-05-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T              | Ellington Financial Mortgage Trust 2021-3                                        | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271057 | PA      | $229354.94    | 0.11%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                 | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97477.25     | 0.04%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                           | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568000 | PA      | $562445.93    | 0.26%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    383000 | PA      | $391758.85    | 0.18%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $406342.71    | 0.19%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83600 | PA      | $124484.23    | 0.06%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37668.16     | 0.02%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47521.14     | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $111143.47    | 0.05%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | TRS LBUTTRUU INDEX                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-284330.01   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2025-1                                         | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505390.00    | 0.23%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58103.29     | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    434000 | PA      | $382588.68    | 0.18%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29327.34     | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67800.95     | 0.03%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                 | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749982.30    | 0.35%             | 2036-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM 36 Ltd                                                                       | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349740.65    | 0.16%             | 2034-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37634.58     | 0.02%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168043 | PA      | $168509.43    | 0.08%             | 2041-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25610.33     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22384.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    613500 | PA      | $657089.99    | 0.30%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    139000 | PA      | $145106.24    | 0.07%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                          | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001530.85   | 0.46%             | 2043-01-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    665100 | PA      | $697771.61    | 0.32%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $269502.82    | 0.12%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                      | CITADEL SECURITIES LLC                                                           | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |    394000 | PA      | $394000.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                            | CIFC Funding 2022-IV Ltd                                                         | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100396.00   | 0.51%             | 2035-07-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                           | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1069173.24   | 0.49%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $717099.60    | 0.33%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                        | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    463000 | PA      | $466797.43    | 0.21%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | TRS LBUTTRUU INDEX                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |         1 | NC      | $-141306.88   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90895.34     | 0.04%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2025-A                                          | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1536213 | PA      | $1560677.03   | 0.72%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                            | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212094.77    | 0.10%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    824600 | PA      | $863950.42    | 0.40%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    187600 | PA      | $136611.91    | 0.06%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                            | Berry Global Inc                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13394.26     | 0.01%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                    | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    893000 | PA      | $901957.34    | 0.42%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2021-D                                          | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202486 | PA      | $191861.82    | 0.09%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 0126                            | EQUIFAX INC 0126                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996583.60   | 0.92%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    908000 | PA      | $909626.87    | 0.42%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $27258.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                          | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187996.30    | 0.09%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9452.66      | 0.00%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242702.73    | 0.11%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190022.54    | 0.09%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                          | Wendy's Funding LLC                                                              | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    533841 | PA      | $477345.25    | 0.22%             | 2051-06-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                             | Associated Banc-Corp                                                             | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93547.33     | 0.04%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    112000 | PA      | $100165.70    | 0.05%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243827.80    | 0.11%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303414.18    | 0.14%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                    | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60584.04     | 0.03%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $36617.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    268000 | PA      | $266059.29    | 0.12%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                            | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329855.69    | 0.15%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONCORD MINUTEMEN CAPITAL COMPANY, LLC      | CONCORD MINUTEME 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1698410.16   | 0.78%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                          | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    213000 | PA      | $209632.97    | 0.10%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                     | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23990.54     | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                 | PRKCM 2022-AFC2 Trust                                                            | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63410 | PA      | $63400.42     | 0.03%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    312000 | PA      | $298180.76    | 0.14%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li              | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    730067 | PA      | $692387.42    | 0.32%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                     | Sumitomo Mitsui Banking Corp/New York                                            | CUSIP: 86565GRN2<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | JP        |   2100000 | PA      | $2100208.95   | 0.97%             | 2026-01-30      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    433000 | PA      | $379967.59    | 0.17%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | TRS LBUTTRUU INDEX                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-42890.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $180718.45    | 0.08%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248161.88    | 0.11%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                          | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    164000 | PA      | $148181.35    | 0.07%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receiva              | American Heritage Auto Receivables Issuer Trust 2025-1                           | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1307725.38   | 0.60%             | 2031-06-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    194000 | PA      | $182570.64    | 0.08%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025443.80   | 0.47%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                    | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35516.17     | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336900 | PA      | $426770.51    | 0.20%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601412.40    | 0.28%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    219000 | PA      | $215708.96    | 0.10%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-76420.44    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                           | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266604.85    | 0.12%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268562.55    | 0.12%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                    | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $258130.96    | 0.12%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    239400 | PA      | $279655.91    | 0.13%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                     | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    628000 | PA      | $624807.08    | 0.29%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Trust 2025-4                                                      | CUSIP: 69547DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1549945 | PA      | $1566966.73   | 0.72%             | 2033-01-17      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81329.79     | 0.04%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    383000 | PA      | $387341.68    | 0.18%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67039.86     | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BUAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966169 | PA      | $970897.83    | 0.45%             | 2054-12-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    583000 | PA      | $628868.92    | 0.29%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                              | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49724.43     | 0.02%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116783.94    | 0.05%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1042097.60   | 0.48%             | 2058-03-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $704858.98    | 0.32%             | 2044-08-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                          | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419180.58    | 0.19%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                            | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330191.27    | 0.15%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    564000 | PA      | $560307.32    | 0.26%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208673.56    | 0.10%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438363 | PA      | $443105.20    | 0.20%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $204737.60    | 0.09%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        18 | NC      | $-27410.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380400 | PA      | $376237.22    | 0.17%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399789.60    | 0.18%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    338000 | PA      | $332360.80    | 0.15%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EBC2<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500266.50    | 0.23%             | 2038-01-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                        | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    125000 | PA      | $124759.41    | 0.06%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L              | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1258311.25   | 0.58%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | Wind River 2016-1K CLO Ltd                                                       | CUSIP: 97314DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050683.55   | 0.48%             | 2034-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                              | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22396.37     | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $222063.76    | 0.10%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                          | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    504000 | PA      | $500329.70    | 0.23%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105200 | PA      | $97793.90     | 0.04%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    373600 | PA      | $496182.15    | 0.23%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18573.13     | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                       | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85137.20     | 0.04%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Recei              | Exeter Select Automobile Receivables Trust 2025-1                                | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011507.00   | 0.47%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                            | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100401.08    | 0.05%             | 2041-05-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    764500 | PA      | $794797.56    | 0.37%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                 | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002914.40   | 0.46%             | 2042-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $174633.50    | 0.08%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                      | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     30000 | PA      | $27165.45     | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $467301.29    | 0.22%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                     | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1163000 | PA      | $1142392.34   | 0.53%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125200 | PA      | $120596.75    | 0.06%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                 | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    221000 | PA      | $211125.49    | 0.10%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                          | Wendy's Funding LLC                                                              | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    483943 | PA      | $472104.77    | 0.22%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                             | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186106.62    | 0.09%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111913.53    | 0.05%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BUQK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735110 | PA      | $742454.03    | 0.34%             | 2055-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                         | Reach ABS Trust 2025-1                                                           | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109024 | PA      | $109368.30    | 0.05%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    442323 | PA      | $442112.48    | 0.20%             | 2036-10-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                    | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4970.70      | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    769000 | PA      | $789620.16    | 0.36%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    453000 | PA      | $463690.94    | 0.21%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2025-9                                                    | CUSIP: 81750BBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277039 | PA      | $281171.31    | 0.13%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92686.28     | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li              | Textainer Marine Containers VII Ltd                                              | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    263500 | PA      | $265264.34    | 0.12%             | 2049-08-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493932.10    | 0.23%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    212000 | PA      | $222039.54    | 0.10%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                      | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330821.67    | 0.15%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BUQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4202179 | PA      | $4222868.36   | 1.94%             | 2055-01-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                      | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270544.86    | 0.12%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINION RES 110106 5.31%                   | DOMINION ENERGY 0126                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995740.20   | 0.92%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRI 0126                       | VIRGINIA ELECTRI 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499734.35    | 0.23%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65867.29     | 0.03%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137HCTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5755769 | PA      | $5808817.13   | 2.67%             | 2054-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-SLCT                                           | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000297.80   | 0.46%             | 2042-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    302000 | PA      | $306461.06    | 0.14%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    209000 | PA      | $212517.24    | 0.10%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67467.39     | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                    | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $266584.82    | 0.12%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    869400 | PA      | $877344.36    | 0.40%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO                        | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994304.00    | 0.46%             | 2034-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                         | SG Residential Mortgage Trust 2021-1                                             | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325944 | PA      | $272491.99    | 0.13%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E              | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1499012.18   | 0.69%             | 2043-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                   | College Ave Student Loans 2021-B LLC                                             | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88755 | PA      | $80474.19     | 0.04%             | 2052-06-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    294000 | PA      | $309753.11    | 0.14%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157609.67    | 0.07%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66050.82     | 0.03%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus              | Carmax Select Receivables Trust 2025-B                                           | CUSIP: 14320BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1102725.36   | 0.51%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24001.66     | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                   | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    525000 | PA      | $494757.04    | 0.23%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37745.34     | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                          | Hawaii Hotel Trust 2025-MAUI                                                     | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002212.80   | 0.46%             | 2042-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And L              | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002427.50   | 0.46%             | 2035-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                      | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20444.57     | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                 | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69151.71     | 0.03%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71902.45     | 0.03%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    162000 | PA      | $171850.20    | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135800 | PA      | $140513.26    | 0.06%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    206000 | PA      | $209913.34    | 0.10%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                             | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64832.82     | 0.03%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                  | Sunrun Pangea Issuer 2025-2 LLC                                                  | CUSIP: 86773EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015402 | PA      | $1024578.75   | 0.47%             | 2054-01-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    271000 | PA      | $279829.51    | 0.13%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                      | Northwest Pipeline LLC                                                           | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31997.17     | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    126700 | PA      | $184154.12    | 0.08%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                             | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7092.95      | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                         | Reach ABS Trust 2025-2                                                           | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1313000 | PA      | $1326677.00   | 0.61%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                 | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32592.91     | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $554785.66    | 0.26%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AB Bsl CLO 1 Ltd                            | AB BSL CLO 3 Ltd                                                                 | CUSIP: 00037QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989377.00    | 0.46%             | 2038-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                         | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1915000 | PA      | $1809816.71   | 0.83%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120735.77    | 0.06%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265100.14    | 0.12%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    615000 | PA      | $610774.37    | 0.28%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    614800 | PA      | $671497.06    | 0.31%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    258000 | PA      | $257269.46    | 0.12%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64193.89     | 0.03%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                          | Advance Auto Parts Inc                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313213.36    | 0.14%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S              | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $283951.80    | 0.13%             | 2052-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU              | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508185.90    | 0.23%             | 2034-02-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     63000 | PA      | $67854.66     | 0.03%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARTON CAPITAL                              | BARTON CAP CP 2/17/26                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2089477.53   | 0.96%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    809000 | PA      | $805986.56    | 0.37%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137HH4Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1941936 | PA      | $1946514.18   | 0.90%             | 2054-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73508.79     | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72004.56     | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    625000 | PA      | $640480.42    | 0.29%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                      | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $265386.64    | 0.12%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48361.03     | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18953.41     | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                              | Octagon 75 Ltd                                                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501837.50   | 0.69%             | 2038-01-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                  | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1500218.70   | 0.69%             | 2033-03-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                        | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    244000 | PA      | $243792.13    | 0.11%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus              | BRAVO Residential Funding Trust 2023-NQM3                                        | CUSIP: 10568EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210829 | PA      | $210800.33    | 0.10%             | 2062-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    601000 | PA      | $534053.50    | 0.25%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust               | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $641049.83    | 0.29%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    264100 | PA      | $265912.10    | 0.12%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S              | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033647.20   | 0.48%             | 2057-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19558.98     | 0.01%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    226500 | PA      | $193186.09    | 0.09%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -157 | NC      | $-10965.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    139300 | PA      | $296558.32    | 0.14%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45160.36     | 0.02%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                    | Duke Energy Progress LLC                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62436.56     | 0.03%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27082.51     | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    379000 | PA      | $376966.53    | 0.17%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                          | Aqua Finance Issuer Trust 2025-A                                                 | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225159 | PA      | $1248812.03   | 0.57%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1355963.35   | 0.62%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                 | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90785.12     | 0.04%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL              | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1460718.55   | 0.67%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                       | DB Master Finance LLC                                                            | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1305798.78   | 0.60%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    628800 | PA      | $674379.31    | 0.31%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2025-J2 Trust                                                                | CUSIP: 67122EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275708 | PA      | $276636.67    | 0.13%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $190491.40    | 0.09%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    146000 | PA      | $141777.16    | 0.07%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                           | Elevation Clo 2021-13 Ltd                                                        | CUSIP: 28622EAY4<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000297.00   | 0.46%             | 2034-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167308.01    | 0.08%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199983 | PA      | $201710.78    | 0.09%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                 | KSL Commercial Mortgage Trust 2025-MH                                            | CUSIP: 48268VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002939.40   | 0.46%             | 2042-12-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRI 0126                       | AMERICAN ELECTRI 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2097091.29   | 0.96%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                  | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008353.60   | 0.46%             | 2042-04-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL              | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1258415 | PA      | $1156217.48   | 0.53%             | 2051-04-25      | Fixed         | 3.15%                 | 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        |   1092793 | PA      | $958470.67    | 0.44%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                    | Texas Eastern Transmission LP                                                    | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33657.15     | 0.02%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                               | PPM CLO 8 Ltd                                                                    | CUSIP: 69382DAA2<br>LEI: 254900DMFVRHGLYIFG95 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050269.85   | 0.48%             | 2038-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2022-NQM5 Trust                                                             | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409060 | PA      | $409088.24    | 0.19%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    402500 | PA      | $492550.37    | 0.23%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1046021.70   | 0.48%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90345.63     | 0.04%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    376000 | PA      | $375037.93    | 0.17%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269429.97    | 0.12%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                 | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    738000 | PA      | $729371.67    | 0.34%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                         | Moody's Corp                                                                     | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40296.77     | 0.02%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock CLO 19 Ltd                                                             | CUSIP: 05874WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1100000 | PA      | $1099349.90   | 0.51%             | 2035-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2022-BNK42                                                                  | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $275279.98    | 0.13%             | 2055-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18796.51     | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus              | CarMax Select Receivables Trust 2025-A                                           | CUSIP: 14319UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303950.22    | 0.14%             | 2030-09-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2025-GW                                                                 | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $602068.44    | 0.28%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Key Commercial Mortgage Trust               | Key Commercial Mortgage Securities Trust 2018-S1                                 | CUSIP: 49307WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781748 | PA      | $777367.94    | 0.36%             | 2053-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | JGWPT XXIX LLC                                                                   | CUSIP: 46617JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546628 | PA      | $520880.56    | 0.24%             | 2062-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403428.55    | 0.19%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    687000 | PA      | $704565.96    | 0.32%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    554000 | PA      | $625881.81    | 0.29%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    671200 | PA      | $699935.26    | 0.32%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S              | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $246640.55    | 0.11%             | 2052-08-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    635000 | PA      | $627492.86    | 0.29%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455400 | PA      | $545439.40    | 0.25%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust              | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1488367.05   | 0.68%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273617.52    | 0.13%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                    | OZLM XV Ltd                                                                      | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    859667 | PA      | $860095.15    | 0.40%             | 2033-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502222.85    | 0.23%             | 2044-05-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust               | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $214956.44    | 0.10%             | 2039-03-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9228.87      | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238128.97    | 0.11%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                            | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    605000 | PA      | $602948.69    | 0.28%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    207800 | PA      | $232805.89    | 0.11%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                  | Progress Residential 2022-SFR7 Trust                                             | CUSIP: 74333CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $525686.70    | 0.24%             | 2039-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112017.88    | 0.05%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA                              | AMERICAN HONDA 01/09/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1518549.62   | 0.70%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $175349.69    | 0.08%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                            | Ocean Trails Clo XI                                                              | CUSIP: 67514VAQ2<br>LEI: 549300E51CF32RJNO651 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986178.00    | 0.45%             | 2034-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2025-DIME                                                               | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1497956.85   | 0.69%             | 2035-02-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $317762.07    | 0.15%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    197000 | PA      | $205301.77    | 0.09%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    212000 | PA      | $216545.62    | 0.10%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                             | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    106000 | PA      | $97683.72     | 0.04%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    443000 | PA      | $454003.77    | 0.21%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46657.39     | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr              | World Omni Auto Receivables Trust 2025-A                                         | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203964.46    | 0.09%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY 0 02/09/2026                    | DUKE ENERGY 0 02/09/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2091164.46   | 0.96%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                  | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446728 | PA      | $452391.77    | 0.21%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    522300 | PA      | $607652.38    | 0.28%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93315.29     | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $27683.77     | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    388300 | PA      | $496524.01    | 0.23%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                 | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    576000 | PA      | $574277.92    | 0.26%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BRMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4316431 | PA      | $4345981.18   | 2.00%             | 2054-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                    | KLA Corp                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20300.11     | 0.01%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                         | SG Residential Mortgage Trust 2022-2                                             | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102095 | PA      | $102175.73    | 0.05%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                 | ONE Gas Inc                                                                      | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29317.76     | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch               | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1502556.60   | 0.69%             | 2042-02-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    241700 | PA      | $149384.78    | 0.07%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch               | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $90315.28     | 0.04%             | 2039-08-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $242144.50    | 0.11%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                    | Jersey Mike's Funding                                                            | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1346625 | PA      | $1374916.78   | 0.63%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    388000 | PA      | $381016.14    | 0.18%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-INV3                                             | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    726360 | PA      | $635655.87    | 0.29%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209745.64    | 0.10%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CART                                        | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $29994.86     | 0.01%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $203788.80    | 0.09%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2019-BNK23                                                                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $346820.79    | 0.16%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta              | Mello Mortgage Capital Acceptance 2022-INV2                                      | CUSIP: 58549JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881804 | PA      | $771133.92    | 0.35%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    667200 | PA      | $698299.26    | 0.32%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                             | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499871.68    | 0.23%             | 2029-12-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    243900 | PA      | $232175.36    | 0.11%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    233000 | PA      | $210686.34    | 0.10%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    343000 | PA      | $307190.46    | 0.14%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    397000 | PA      | $354173.24    | 0.16%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2023-DSC1                                             | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117137 | PA      | $115885.11    | 0.05%             | 2063-07-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2025-12                                                   | CUSIP: 81749XAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495566 | PA      | $496614.92    | 0.23%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    403000 | PA      | $421110.36    | 0.19%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60078.94     | 0.03%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    181000 | PA      | $178986.41    | 0.08%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204159.54    | 0.09%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Student Loan Trust 2019-B                                                | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58439 | PA      | $57645.25     | 0.03%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares LXV CLO Ltd                                                                 | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450181.35    | 0.21%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251607.50    | 0.12%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                    | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266428.88    | 0.12%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2025-3                                         | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $602602.44    | 0.28%             | 2030-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                             | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   1426357 | PA      | $1329536.57   | 0.61%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2025-DWHP                                  | CUSIP: 95004EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005784.00   | 0.46%             | 2038-04-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $60.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC DIS 0126                       | BROADCOM INC DIS 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997852.80    | 0.46%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700774 | PA      | $701607.88    | 0.32%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                     | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63629.17     | 0.03%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                        | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9372.21      | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                    | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398182.40    | 0.18%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503151.55    | 0.23%             | 2044-03-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    187600 | PA      | $126577.36    | 0.06%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    714000 | PA      | $651894.91    | 0.30%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    123000 | PA      | $115416.75    | 0.05%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118948.84    | 0.05%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108260.05    | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61029.24     | 0.03%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                     | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265711.82    | 0.12%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    168600 | PA      | $163762.35    | 0.08%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                  | Fiserv Inc                                                                       | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    361000 | PA      | $369833.90    | 0.17%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                  | Nucor Corp                                                                       | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    374000 | PA      | $376563.56    | 0.17%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                        | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998366.00    | 0.46%             | 2035-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                   | Nelnet Student Loan Trust 2025-D                                                 | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $598412.64    | 0.28%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                         | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266556.91    | 0.12%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    214000 | PA      | $211377.06    | 0.10%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    158300 | PA      | $257014.34    | 0.12%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    276000 | PA      | $283862.40    | 0.13%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    439100 | PA      | $568132.60    | 0.26%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113245.78    | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                 | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331280.35    | 0.15%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005274.20   | 0.46%             | 2044-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139111 | PA      | $130788.42    | 0.06%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                        | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004866.40   | 0.46%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265749.69    | 0.12%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    664100 | PA      | $692424.03    | 0.32%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40847.36     | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                 | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   1788000 | NS      | $1788000.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    214000 | PA      | $210775.40    | 0.10%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    251000 | PA      | $245350.53    | 0.11%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                     | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $244686.65    | 0.11%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575578 | PA      | $579178.65    | 0.27%             | 2054-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp              | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $568225.59    | 0.26%             | 2037-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp              | AMMC CLO 31 Ltd                                                                  | CUSIP: 03166GAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502378.00    | 0.23%             | 2038-02-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169247.56    | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32267.06     | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996115 | PA      | $993769.15    | 0.46%             | 2030-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.             | NATWEST MARKETS SECURITIES INC                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |     25741 | PA      | $25741.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabal Issuer 2025-1 LLC                     | Palmetto Issuer 2025-2 LLC                                                       | CUSIP: 78517MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997600.00    | 0.46%             | 2061-04-30      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $688093.63    | 0.32%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                           | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $325993.72    | 0.15%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    265000 | PA      | $253705.78    | 0.12%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                        | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1499832.08   | 0.69%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 01/21/2026                   | ENBRIDGE U S I 01/21/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997750.40    | 0.46%             | 2026-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -2 | NC      | $558.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO Ltd.                        | Birch Grove Clo 15 Ltd                                                           | CUSIP: 09078EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400100.00    | 0.18%             | 2039-01-23      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130873.17    | 0.06%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8923.76      | 0.00%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173800 | PA      | $182948.31    | 0.08%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| APA CORP                                    | APA Corp                                                                         | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80595.26     | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59673.27     | 0.03%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169168.89    | 0.08%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                 | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002201.60   | 0.46%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1207615.92   | 0.56%             | 2038-03-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                 | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326068.98    | 0.15%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -248 | NC      | $2273.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAMR Ltd                                   | CBAMR 2021-15 LLC                                                                | CUSIP: 149918AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $702122.40    | 0.32%             | 2038-01-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd              | HPS Loan Management 2025-25 Ltd                                                  | CUSIP: 442918AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $903357.90    | 0.42%             | 2038-07-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                      | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74847.48     | 0.03%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                       | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273385.40    | 0.13%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    713900 | PA      | $750338.98    | 0.35%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                          | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1224273.92   | 0.56%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                    | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197615.96    | 0.09%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334536.81    | 0.15%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $451456.29    | 0.21%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98300 | PA      | $98616.24     | 0.05%             | 2041-08-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | TRS LBUTTRUU INDEX                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-163140.63   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| PRA GROUP INC                               | PRA Group Inc                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410204.40    | 0.19%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $153974.44    | 0.07%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96602.99     | 0.04%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80880.81     | 0.04%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                      | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1495107.90   | 0.69%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 01/16/2026                   | ORACLE CORP NE 01/16/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998293.50    | 0.46%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                   | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276541.02    | 0.13%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                  | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $554671.15    | 0.26%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                      | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    265000 | PA      | $253501.82    | 0.12%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                      | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11591.24     | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | TRS LBUTTRUU INDEX                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-160733.83   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust               | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1198894.20   | 0.55%             | 2042-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1158195.06   | 0.53%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    266000 | PA      | $274545.28    | 0.13%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2025-1                                                   | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336183 | PA      | $337483.50    | 0.16%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006622.20   | 0.46%             | 2045-02-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Merit                                       | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1602500.64   | 0.74%             | 2040-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53330.41     | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65905.09     | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120200 | PA      | $253351.24    | 0.12%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229757 | PA      | $231839.93    | 0.11%             | 2056-10-16      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $35758.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     91000 | PA      | $96541.09     | 0.04%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254951.22    | 0.12%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545100 | PA      | $612255.85    | 0.28%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    426600 | PA      | $559948.95    | 0.26%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    702800 | PA      | $720883.52    | 0.33%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    992000 | PA      | $974104.52    | 0.45%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                     | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    224000 | PA      | $222171.76    | 0.10%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501512.60    | 0.23%             | 2045-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Grantor Trust 2025-3                                              | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1499697 | PA      | $1513456.62   | 0.70%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33103.09     | 0.02%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Voya Investors Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration