# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0000940400-25-012033
**Filing Date:** 2025-11
**Character Count:** 282476
**Document Hash:** fc8b205c79a418489a15cd6d9310f8b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-012033.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-012033

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001066602

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 251536080

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-992-0180

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980721

## Series and Classes Contracts Data

### Voya Short Duration Bond Fund (Series ID: S000039383)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000121358 | Class A      | IASBX           |
| C000121359 | Class C      | ICSBX           |
| C000121360 | Class I      | IISBX           |
| C000121361 | Class R      | VSTRX           |
| C000121362 | Class W      | IWSBX           |
| C000129860 | Class R6     | IGZAX           |

## 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 Funds Trust

- **b. Investment Company Act file number:** 811-08895

- **c. CIK number of Registrant:** 0001066602

- **d. LEI of Registrant:** 5493002OZLWDCTJEFB81

- **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:** 1-800-992-0180

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

- **a. Name of Series:** Voya Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000039383

- **c. LEI of Series:** 5493006MN6OC470MML96

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $395417541.88

**Total Liabilities:** $14313351.41

**Net Assets:** $381104190.47

**Delayed Delivery Securities:** $3122061.25

**Cash Not Reported:** $184700.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1227.92788000 | **1-Year:** 31629.69292000 | **5-Year:** 42154.69016000 | **10-Year:** 239.82954000 | **30-Year:** 0.00000000

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

- **3-Month:** 303.04525000 | **1-Year:** 3210.65969000 | **5-Year:** 2010.18365000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000121360 | 0.09%                | 0.95%                | 0.28%                |
| Class ID C000129860 | 0.10%                | 0.95%                | 0.28%                |
| Class ID C000121361 | 0.05%                | 0.90%                | 0.23%                |
| Class ID C000121359 | 0.01%                | 0.86%                | 0.30%                |
| Class ID C000121362 | 0.09%                | 1.05%                | 0.28%                |
| Class ID C000121358 | -0.04%               | 1.03%                | 0.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $103046.85               | $-1225261.24                               |
| Month 2  | $321275.96               | $2302502.33                                |
| Month 3  | $2803557.88              | $-2714518.33                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    196000 | PA      | $210147.87    | 0.06%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                       | WEC Energy Group Inc                                                  | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295339.51    | 0.08%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319926.16    | 0.08%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                  | IQVIA Inc                                                             | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799739.92    | 0.21%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                        | Consumers Energy Co                                                   | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    357000 | PA      | $360887.74    | 0.09%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                   | TK Elevator US Newco Inc                                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797783.44    | 0.21%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                        | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    189000 | PA      | $191857.74    | 0.05%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                              | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189438.67    | 0.05%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1749945 | PA      | $1759163.43   | 0.46%             | 2054-12-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                          | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1468118.52   | 0.39%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                       | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62424 | PA      | $64037.59     | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                          | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159965.48    | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                  | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62702.96     | 0.02%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                          | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319173.97    | 0.08%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    454000 | PA      | $463122.72    | 0.12%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                             | Owens-Brockway Glass Container Inc                                    | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799200.00    | 0.21%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                     | Goldman Sachs Bank USA/New York NY                                    | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106832.37    | 0.03%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2025-ESH                                  | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005624.60   | 0.26%             | 2042-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                       | ERAC USA Finance LLC                                                  | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64639.36     | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                          | USAA Capital Corp                                                     | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    762000 | PA      | $769587.45    | 0.20%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                         | Viking Cruises Ltd                                                    | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    800000 | PA      | $800835.20    | 0.21%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                               | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    441000 | PA      | $444779.10    | 0.12%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                      | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $127104.90    | 0.03%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | Camden Property Trust                                                 | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63116.00     | 0.02%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC D 10/06/2025                                  | AUTOZONE INC D 10/06/2025                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2498248.25   | 0.66%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                     | John Deere Owner Trust 2022                                           | CUSIP: 47787JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $449608.50    | 0.12%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                              | Exeter Automobile Receivables Trust 2025-4                            | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1101399.42   | 0.29%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                        | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    247000 | PA      | $253472.60    | 0.07%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                    | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    508000 | PA      | $497205.69    | 0.13%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                         | Smith & Nephew PLC                                                    | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    247000 | PA      | $250451.40    | 0.07%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    519000 | PA      | $511629.35    | 0.13%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                            | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1225387.06   | 0.32%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                      | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3595200 | PA      | $3577083.57   | 0.94%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                       | RLJ Lodging Trust LP                                                  | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792577.12    | 0.21%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                             | ARES1 2024-IND2                                                       | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001926.60   | 0.26%             | 2034-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                       | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    388000 | PA      | $349186.51    | 0.09%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                  | Kubota Credit Owner Trust 2025-2                                      | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $711253.06    | 0.19%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                         | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $318550.65    | 0.08%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                             | ELM Trust 2024-ELM                                                    | CUSIP: 26860XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1509114.60   | 0.40%             | 2039-06-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                           | Lseg US Fin Corp                                                      | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    232000 | PA      | $234473.12    | 0.06%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                      | SS&C Technologies Inc                                                 | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799458.00    | 0.21%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                               | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127886.89    | 0.03%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                           | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127123.34    | 0.03%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                  | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252139.23    | 0.07%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                        | BHMS Commercial Mortgage Trust 2025-ATLS                              | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1507246.05   | 0.40%             | 2042-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                      | Quest Diagnostics Inc                                                 | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127590.67    | 0.03%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                 | MSILF Government Portfolio                                            | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    339000 | NS      | $339000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE PLC                                            | Rolls-Royce PLC                                                       | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $599744.77    | 0.16%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                        | PFS Financing Corp                                                    | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $964280.97    | 0.25%             | 2028-10-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                      | Aon North America Inc                                                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $256301.98    | 0.07%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                    | New York State Electric & Gas Corp                                    | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    184000 | PA      | $191267.85    | 0.05%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                        | LSEGA Financing PLC                                                   | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    806000 | PA      | $794615.02    | 0.21%             | 2026-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                          | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $191279.25    | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                   | Element Fleet Management Corp                                         | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    398000 | PA      | $405657.66    | 0.11%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                  | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $191807.06    | 0.05%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    131000 | PA      | $128973.15    | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                       | Mercedes-Benz Finance North America LLC                               | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    249000 | PA      | $255600.97    | 0.07%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38384A3E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1104685 | PA      | $1112980.95   | 0.29%             | 2050-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2024-5YR10                                                      | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2061242.40   | 0.54%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                             | BorgWarner Inc                                                        | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    502000 | PA      | $512768.46    | 0.13%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                       | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    389000 | PA      | $391311.48    | 0.10%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                     | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127969.20    | 0.03%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                           | NTT Finance Corp                                                      | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1024000 | PA      | $1031528.65   | 0.27%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14712 | PA      | $14719.56     | 0.00%             | 2060-12-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                     | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    869000 | PA      | $881718.49    | 0.23%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2021-R01                          | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570781 | PA      | $572006.93    | 0.15%             | 2041-10-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    197000 | PA      | $192052.11    | 0.05%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                      | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585154.93    | 0.15%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                            | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189000.16    | 0.05%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                 | GLS Auto Receivables Issuer Trust 2025-1                              | CUSIP: 36271KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1710284.66   | 0.45%             | 2028-09-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                | KeyBank NA/Cleveland OH                                               | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    253000 | PA      | $254476.35    | 0.07%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                     | National Securities Clearing Corp                                     | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    806000 | PA      | $826317.69    | 0.22%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 6 Ltd                                                         | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752459.25    | 0.20%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BKP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180542 | PA      | $180631.14    | 0.05%             | 2061-02-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                   | Plains All American Pipeline LP / PAA Finance Corp                    | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1252009.69   | 0.33%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                  | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    332000 | PA      | $341331.68    | 0.09%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                      | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    327000 | PA      | $317561.42    | 0.08%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                         | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78224.44     | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                             | CARLYLE US CLO 2021-4 LTD                                             | CUSIP: 14316TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800615.20    | 0.21%             | 2034-04-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                             | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1023226 | PA      | $1023291.87   | 0.27%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    220000 | PA      | $228267.48    | 0.06%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23564 | PA      | $23574.75     | 0.01%             | 2061-02-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                            | AREIT 2025-CRE10 Ltd                                                  | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002588.65   | 0.26%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | Rio Tinto Finance USA PLC                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    176000 | PA      | $180402.62    | 0.05%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                         | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    697000 | PA      | $697617.22    | 0.18%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 10YR NOTE (CBT)                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -289 | NC      | $163542.40    | 0.04%             |  |  |  | No            |                  1 | 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        |    800000 | PA      | $787365.62    | 0.21%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                       | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364931.44    | 0.10%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                            | Tyson Foods Inc                                                       | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    490000 | PA      | $507009.36    | 0.13%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                  | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127755.25    | 0.03%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799211.82    | 0.21%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                 | NBN Co Ltd                                                            | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1497000 | PA      | $1472910.20   | 0.39%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-LGCY                                                    | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997418.30    | 0.26%             | 2036-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                    | Laboratory Corp of America Holdings                                   | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285153.27    | 0.07%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                       | OneMain Finance Corp                                                  | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782370.09    | 0.21%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35888.21     | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                        | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    267000 | PA      | $275597.42    | 0.07%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                           | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    186000 | PA      | $190310.36    | 0.05%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                    | BMW Vehicle Lease Trust 2024-1                                        | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2876473.37   | 0.75%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                   | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63782.38     | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2024-CBM Mortgage Trust                                          | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $510124.10    | 0.13%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                      | Palmer Square CLO 2018-1 Ltd                                          | CUSIP: 69703PAL3<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1859507.15   | 0.49%             | 2037-04-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                    | CUSIP: 3133Q3JL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3466612 | PA      | $3468668.26   | 0.91%             | 2053-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                              | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189016.80    | 0.05%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                     | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    799000 | PA      | $750336.94    | 0.20%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                      | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    249000 | PA      | $247012.25    | 0.06%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                              | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231993.03    | 0.06%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                     | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127632.69    | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                     | CUSIP: 3136BTA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789947 | PA      | $797462.83    | 0.21%             | 2054-12-25      | Floating      | 5.81%                 | 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        |        31 | NC      | $96806.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                               | Veralto Corp                                                          | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    248000 | PA      | $251089.53    | 0.07%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                 | HEICO Corp                                                            | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63679.25     | 0.02%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMRT                                                       | SMRT 2022-MINI                                                        | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $976524.50    | 0.26%             | 2039-01-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                       | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    238000 | PA      | $247576.99    | 0.06%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126497.23    | 0.03%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                               | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    385000 | PA      | $413724.43    | 0.11%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 31396RLX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    820537 | PA      | $816243.11    | 0.21%             | 2036-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    194000 | PA      | $190224.87    | 0.05%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                              | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    513000 | PA      | $507045.43    | 0.13%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64005.52     | 0.02%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81425 | PA      | $81434.45     | 0.02%             | 2062-08-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78164.16     | 0.02%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                         | BMW US Capital LLC                                                    | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128230.25    | 0.03%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                   | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    435000 | PA      | $439733.18    | 0.12%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                       | Niagara Mohawk Power Corp                                             | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    535000 | PA      | $482003.54    | 0.13%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                               | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    706000 | PA      | $735198.69    | 0.19%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                       | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    744000 | PA      | $761772.11    | 0.20%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                         | BMO 2024-5C6 Mortgage Trust                                           | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1288826.50   | 0.34%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                      | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7638800 | PA      | $7622686.87   | 2.00%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1065000 | PA      | $1062742.53   | 0.28%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                            | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192114.50    | 0.05%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                  | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $188887.60    | 0.05%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                 | HSBC SECURITIES (USA) INC                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |    135173 | PA      | $135173.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                   | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62886.24     | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                   | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    348000 | PA      | $357273.44    | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                            | AREIT 2023-CRE8 LLC                                                   | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1321522 | PA      | $1323003.52   | 0.35%             | 2041-08-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                | Cargill Inc                                                           | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126469.57    | 0.03%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                   | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126916.75    | 0.03%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                            | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    496000 | PA      | $511748.22    | 0.13%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                   | Met Tower Global Funding                                              | CUSIP: 58989V2G8<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    717000 | PA      | $724196.72    | 0.19%             | 2027-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                           | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225731.56    | 0.06%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                               | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127959.34    | 0.03%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                          | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1658271.15   | 0.44%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                  | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600364.24    | 0.16%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                      | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126394.28    | 0.03%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                      | JB Hunt Transport Services Inc                                        | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62290.50     | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | 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        |      1097 | NC      | $-102528.89   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                       | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    329000 | PA      | $330896.44    | 0.09%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $266423.34    | 0.07%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127450.21    | 0.03%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                            | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191150.30    | 0.05%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                       | Prologis Targeted US Logistics Fund LP                                | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    148000 | PA      | $152855.37    | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                              | AEP Texas Inc                                                         | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    518000 | PA      | $518000.00    | 0.14%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                        | Sirius XM Radio LLC                                                   | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592305.71    | 0.16%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                | Equifax Inc                                                           | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313697.47    | 0.08%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2016-LC25                       | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1073072.16   | 0.28%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                  | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $163791.36    | 0.04%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                 | Mattel Inc                                                            | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506422.52    | 0.13%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                   | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127705.91    | 0.03%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                 | NBN Co Ltd                                                            | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    349000 | PA      | $365192.55    | 0.10%             | 2028-10-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132497.37    | 0.03%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                           | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512023.02    | 0.13%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                    | CarMax Auto Owner Trust 2022-1                                        | CUSIP: 14317CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $296411.28    | 0.08%             | 2027-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                            | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    685000 | PA      | $704384.16    | 0.18%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust                                        | ICNQ 2024-MF Mortgage Trust                                           | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1032558.80   | 0.27%             | 2034-12-10      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                         | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    272000 | PA      | $268914.39    | 0.07%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                     | CUSIP: 3136BUQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4370702 | PA      | $4387190.00   | 1.15%             | 2055-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                    | Sierra Pacific Power Co                                               | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1241587.72   | 0.33%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252757.09    | 0.07%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                           | Welltower OP LLC                                                      | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    664000 | PA      | $670545.96    | 0.18%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                             | DBJPM 2017-C6 Mortgage Trust                                          | CUSIP: 23312JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214895 | PA      | $211914.31    | 0.06%             | 2050-06-10      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                 | JP MORGAN SECURITIES LLC                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    336913 | PA      | $336913.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    368000 | PA      | $380622.51    | 0.10%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $256922.39    | 0.07%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                           | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191259.56    | 0.05%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| NEXSTAR MEDIA INC                                          | Nexstar Media Inc                                                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488436.15    | 0.13%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                            | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128207.33    | 0.03%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                        | Sprint Capital Corp                                                   | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1233992.64   | 0.32%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2019-F                      | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98191 | PA      | $95049.67     | 0.02%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                   | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    186000 | PA      | $191859.00    | 0.05%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128410.78    | 0.03%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                   | Sumitomo Mitsui Trust Bank Ltd                                        | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1016143.56   | 0.27%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                     | CUSIP: 3136BT6B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3354096 | PA      | $3370995.08   | 0.88%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                     | Chase Auto Owner Trust 2023-A                                         | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1393489 | PA      | $1410111.81   | 0.37%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                   | Acadia Healthcare Co Inc                                              | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793937.68    | 0.21%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    429000 | PA      | $425685.01    | 0.11%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                             | William Carter Co/The                                                 | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801556.58    | 0.21%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                  | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64417.56     | 0.02%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                 | HSBC SECURITIES (USA) INC                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   1091084 | PA      | $1091084.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                     | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171770.18    | 0.05%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                        | Sound Point CLO XVIII Ltd                                             | CUSIP: 83609TAA5<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | KY        |    460152 | PA      | $460587.87    | 0.12%             | 2031-01-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                 | PRM5 Trust 2025-PRM5                                                  | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1496795.10   | 0.39%             | 2033-03-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                               | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429507.85    | 0.11%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                   | SCCU Auto Receivables Trust 2024-1                                    | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $958010.50    | 0.25%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188786.10    | 0.05%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                          | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    619000 | PA      | $634137.40    | 0.17%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                               | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515864.16    | 0.14%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338780.06    | 0.09%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                       | Birch Grove CLO 10 Ltd                                                | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601939.20    | 0.16%             | 2038-01-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                    | Imperial Brands Finance PLC                                           | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    961000 | PA      | $967443.30    | 0.25%             | 2028-06-30      | 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        |   1537514 | PA      | $1567173.56   | 0.41%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38379RH48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45001 | PA      | $43318.61     | 0.01%             | 2052-04-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                  | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    337000 | PA      | $324697.52    | 0.09%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                  | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    457000 | PA      | $447135.89    | 0.12%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                             | SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST                           | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053847 | PA      | $932104.52    | 0.24%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                              | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    289000 | PA      | $294532.43    | 0.08%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                            | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64229.96     | 0.02%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                        | NatWest Markets PLC                                                   | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $409919.41    | 0.11%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                   | Principal Life Global Funding II                                      | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    249000 | PA      | $255677.70    | 0.07%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                            | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125676.23    | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                  | PRM Trust 2025-PRM6                                                   | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997364.10    | 0.26%             | 2033-07-05      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                         | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16209.03     | 0.00%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MCCORMICK + CO 10/01/2025                                  | MCCORMICK + CO 10/01/2025                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5199399.40   | 1.36%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                  | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    197000 | PA      | $192970.18    | 0.05%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                      | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    601000 | PA      | $569167.99    | 0.15%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                               | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    535000 | PA      | $542319.49    | 0.14%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    482000 | PA      | $492238.38    | 0.13%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2024-FL15                                                         | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1505879.25   | 0.40%             | 2041-08-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                       | IBM International Capital Pte Ltd                                     | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    702000 | PA      | $711705.33    | 0.19%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                         | CNO Global Funding                                                    | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192197.95    | 0.05%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                         | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1355000 | PA      | $1351703.14   | 0.35%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                        | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    637000 | PA      | $657064.77    | 0.17%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128630.19    | 0.03%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                       | WEC Energy Group Inc                                                  | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72371.60     | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                    | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc               | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $192370.80    | 0.05%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                     | Toll Brothers Finance Corp                                            | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $512635.28    | 0.13%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                              | KRE Commercial Mortgage Trust 2025-AIP4                               | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000079.00   | 0.26%             | 2042-03-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                          | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    328000 | PA      | $335187.16    | 0.09%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    153000 | PA      | $155934.96    | 0.04%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                        | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1362304.66   | 0.36%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $240272.02    | 0.06%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                    | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254229.03    | 0.07%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | Rio Tinto Finance USA PLC                                             | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    311000 | PA      | $314515.85    | 0.08%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL Finance PLC                                                       | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $126669.28    | 0.03%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194939.62    | 0.05%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    251000 | PA      | $255258.99    | 0.07%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                    | CBAM 2017-1 Ltd                                                       | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1658329.20   | 0.44%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 3137HJZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1163535 | PA      | $1172986.62   | 0.31%             | 2055-02-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                 | CUSIP: 3129305X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80915 | PA      | $83375.44     | 0.02%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                  | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64118.32     | 0.02%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38376RWQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    934860 | PA      | $943469.00    | 0.25%             | 2066-06-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                  | IP 2025-IP Mortgage Trust                                             | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018963.60   | 0.27%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                        | CUSIP: 36267VAD5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    933000 | PA      | $933430.18    | 0.24%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                   | Alimentation Couche-Tard Inc                                          | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1950000 | PA      | $1950705.90   | 0.51%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2021-INV6                                    | CUSIP: 46654FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873764 | PA      | $718905.43    | 0.19%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125833.04    | 0.03%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2019-VI Ltd                                              | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250427.00    | 0.07%             | 2037-07-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128124.63    | 0.03%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner                              | PenFed Auto Receivables Owner Trust                                   | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1208039.88   | 0.32%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                        | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    618000 | PA      | $628217.15    | 0.16%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                           | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    532000 | PA      | $518493.60    | 0.14%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                             | Americredit Automobile Receivables Trust 2023-1                       | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382098 | PA      | $383274.22    | 0.10%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                             | Porsche Innovative Lease Owner Trust 2024-1                           | CUSIP: 73328AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1108644.24   | 0.29%             | 2030-02-20      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                            | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    261000 | PA      | $267768.80    | 0.07%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNO 10/09/2025                                  | AGILENT TECHNO 10/09/2025                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996799.00   | 0.79%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                           | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190233.43    | 0.05%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                     | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    316000 | PA      | $316991.64    | 0.08%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                              | ARDN 2025-ARCP Mortgage Trust                                         | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1502413.50   | 0.39%             | 2035-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                   | Prime Security Services Borrower LLC / Prime Finance Inc              | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $778769.92    | 0.20%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                      | Northrop Grumman Corp                                                 | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    229000 | PA      | $233036.75    | 0.06%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                      | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1520000 | PA      | $1518384.91   | 0.40%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                          | State Street Corp                                                     | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    199000 | PA      | $200687.51    | 0.05%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| DOMINION 3/27/2008 3.20%                                   | DOMINION RES INC 10/14/21                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495860.00   | 0.65%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                          | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    254000 | PA      | $251787.43    | 0.07%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136338.88    | 0.04%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                   | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328858.03    | 0.09%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                 | 3M Co                                                                 | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125819.40    | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128388.91    | 0.03%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2015-I                                                | CUSIP: 056162AN0<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |    408391 | PA      | $408604.86    | 0.11%             | 2031-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                             | Santander Drive Auto Receivables Trust 2024-4                         | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1555637.35   | 0.41%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2021-A                      | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61328 | PA      | $56153.40     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                    | United Airlines 2020-1 Class A Pass Through Trust                     | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24339 | PA      | $25036.63     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                          | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    714000 | PA      | $698458.83    | 0.18%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38376RW69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    438694 | PA      | $438920.23    | 0.12%             | 2067-02-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                          | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    731000 | PA      | $727946.30    | 0.19%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                         | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    656000 | PA      | $659738.65    | 0.17%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                     | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    253000 | PA      | $256301.19    | 0.07%             | 2028-02-28      | Fixed         | 4.54%                 | 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      | $1004381.80   | 0.26%             | 2035-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                         | Pacific Life Global Funding II                                        | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    394000 | PA      | $388462.18    | 0.10%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                       | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    620000 | PA      | $622002.43    | 0.16%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    314000 | PA      | $316769.01    | 0.08%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                          | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    309000 | PA      | $314323.45    | 0.08%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CO 10/20/2025                                  | DUKE ENERGY CO 10/20/2025                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995329.00   | 0.52%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                          | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    399000 | PA      | $395358.56    | 0.10%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253388.70    | 0.07%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                           | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    643000 | PA      | $635502.19    | 0.17%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                   | Blackstone Holdings Finance Co LLC                                    | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    206000 | PA      | $192579.43    | 0.05%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                            | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    197000 | PA      | $191972.33    | 0.05%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38379BJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158203 | PA      | $167828.97    | 0.04%             | 2039-04-20      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                            | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190572.45    | 0.05%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                    | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    777000 | PA      | $801322.37    | 0.21%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                    | CUSIP: 3133Q3JM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2922870 | PA      | $2938698.76   | 0.77%             | 2053-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                  | Aflac Inc                                                             | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128277.55    | 0.03%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2020-G                      | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31369 | PA      | $29464.84     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                       | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    556000 | PA      | $556650.23    | 0.15%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254317.24    | 0.07%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                  | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $218739.22    | 0.06%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38379RZY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20888 | PA      | $20537.21     | 0.01%             | 2051-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27           | CUSIP: 61690AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $968563.70    | 0.25%             | 2047-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                           | NTT Finance Corp                                                      | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    957000 | PA      | $966617.38    | 0.25%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                          | Brown & Brown Inc                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318177.30    | 0.08%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                     | Zimmer Biomet Holdings Inc                                            | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    523000 | PA      | $537997.62    | 0.14%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                             | CUSIP: 3136FGK63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55147 | PA      | $51211.98     | 0.01%             | 2040-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                          | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    736000 | PA      | $733933.16    | 0.19%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                              | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520705.49    | 0.14%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                     | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    552000 | PA      | $566610.35    | 0.15%             | 2030-02-24      | Fixed         | 4.75%                 | 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       |    555000 | PA      | $552042.46    | 0.14%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                   | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63794.89     | 0.02%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                     | CUSIP: 3136ADQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401781 | PA      | $398906.32    | 0.10%             | 2042-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                        | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    916000 | PA      | $875383.97    | 0.23%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                   | Amcor Flexibles North America Inc                                     | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62715.71     | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                 | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128396.41    | 0.03%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                       | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192704.72    | 0.05%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 3137HJSC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911461 | PA      | $924851.40    | 0.24%             | 2055-02-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                    | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    195000 | PA      | $190852.27    | 0.05%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    788000 | PA      | $811758.95    | 0.21%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                              | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573703.29    | 0.15%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                             | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191293.07    | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                | Chemours Co/The                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    595000 | PA      | $580898.32    | 0.15%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2023-A                      | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2130251 | PA      | $2185116.11   | 0.57%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118869.89    | 0.03%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38376RMJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1154193 | PA      | $1157032.90   | 0.30%             | 2065-12-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                               | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    262000 | PA      | $266215.34    | 0.07%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                              | Volvo Financial Equipment LLC Series 2025-1                           | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1058502.90   | 0.28%             | 2029-05-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                           | TCI-Symphony CLO 2017-1 Ltd                                           | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    531330 | PA      | $531630.06    | 0.14%             | 2030-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                   | Jackson National Life Global Funding                                  | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475863.73    | 0.12%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                   | CenterPoint Energy Houston Electric LLC                               | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188367.67    | 0.05%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                    | Hanover Insurance Group Inc/The                                       | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    324000 | PA      | $324239.23    | 0.09%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                   | Stanley Black & Decker Inc                                            | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124743.88    | 0.03%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                      | Aon North America Inc                                                 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192719.89    | 0.05%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                               | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205705.65    | 0.05%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                           | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1098000 | PA      | $1099288.04   | 0.29%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.                         | DAIWA CAPITAL MARKETS AMERICA INC                                     | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   1158411 | PA      | $1158411.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2019-C16                                | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557000 | PA      | $1479193.60   | 0.39%             | 2052-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                             | Bain Capital Credit CLO 2018-2                                        | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    309565 | PA      | $309653.98    | 0.08%             | 2031-07-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                              | Volvo Financial Equipment LLC Series 2024-1                           | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503344.50    | 0.13%             | 2031-07-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-CCRE26 Mortgage Trust                                       | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66410 | PA      | $66286.99     | 0.02%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                             | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $255849.25    | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                       | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    727000 | PA      | $729178.46    | 0.19%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                   | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514039.55    | 0.13%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                 | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256189.96    | 0.07%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                   | EIDP Inc                                                              | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    417000 | PA      | $417796.89    | 0.11%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                        | NOVA Chemicals Corp                                                   | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1204444.44   | 0.32%             | 2027-06-01      | Fixed         | 5.25%                 | 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        |    193000 | PA      | $192059.26    | 0.05%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                             | Bain Capital Credit CLO 2020-5 Ltd                                    | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   1370000 | PA      | $1370663.08   | 0.36%             | 2034-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                 | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396435.43    | 0.10%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221984.42    | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                               | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127198.56    | 0.03%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828616.00    | 0.22%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                         | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2         | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1090032 | PA      | $1065339.58   | 0.28%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC DIS 10/10/2025                                  | FISERV INC DIS 10/10/2025                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498211.70   | 0.39%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                   | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128299.50    | 0.03%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1015327.08   | 0.27%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189394.34    | 0.05%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                        | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    768000 | PA      | $769514.14    | 0.20%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                     | Morgan Stanley Bank NA                                                | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    533000 | PA      | $534541.28    | 0.14%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                   | Capital Power US Holdings Inc                                         | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $190623.10    | 0.05%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                               | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1000314.03   | 0.26%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                      | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188937.88    | 0.05%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                        | Eaton Vance Clo 2015-1 Ltd                                            | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250062.50    | 0.07%             | 2030-01-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                  | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $799357.76    | 0.21%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                         | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $127577.20    | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                    | Astrazeneca Finance LLC                                               | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    317000 | PA      | $320706.24    | 0.08%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63009.45     | 0.02%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                              | CME Group Inc                                                         | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    452000 | PA      | $457324.66    | 0.12%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                             | Benefit Street Partners CLO XXI Ltd                                   | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001607.00   | 0.26%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                 | CUSIP: 312928VT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4848 | PA      | $5004.36      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                        | Sound Point CLO XXV Ltd                                               | CUSIP: 83614DAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $410134.07    | 0.11%             | 2033-04-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                     | John Deere Owner Trust 2025                                           | CUSIP: 47800DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012273.80   | 0.27%             | 2032-02-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 31397E6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316011 | PA      | $312320.55    | 0.08%             | 2036-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                             | THPT 2023-THL Mortgage Trust                                          | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1678958 | PA      | $1705679.27   | 0.45%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-RISE                                                    | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845329 | PA      | $844610.65    | 0.22%             | 2036-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE (NEW YORK BRANCH)                         | SOCIETE GENERALE (NEW YORK BRANCH)                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BJS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55746 | PA      | $55773.41     | 0.01%             | 2061-01-20      | Floating      | 4.97%                 | 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        |    800000 | PA      | $796619.68    | 0.21%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    518000 | PA      | $511398.84    | 0.13%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                            | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    312000 | PA      | $314783.78    | 0.08%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                            | EMD Finance LLC                                                       | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192093.32    | 0.05%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    959000 | PA      | $965943.18    | 0.25%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP DI 10/01/25                                   | ENTERGY CORP DI 10/01/25                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3999531.60   | 1.05%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                     | CSTL Commercial Mortgage Trust 2024-GATE                              | CUSIP: 22945JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998224.60    | 0.26%             | 2041-11-10      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    156000 | PA      | $158591.31    | 0.04%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                       | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609754.24    | 0.16%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                               | DC Commercial Mortgage Trust 2023-DC                                  | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2072954.00   | 0.54%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                           | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287546.26    | 0.08%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    354000 | PA      | $346619.34    | 0.09%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                    | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    127000 | PA      | $127771.23    | 0.03%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                              | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    707000 | PA      | $717216.98    | 0.19%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                    | Corebridge Global Funding                                             | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128127.93    | 0.03%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                        | Fifth Third Bank NA                                                   | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    597000 | PA      | $595969.20    | 0.16%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190073 | PA      | $190394.46    | 0.05%             | 2062-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                            | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    421000 | PA      | $411741.12    | 0.11%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                         | Roche Holdings Inc                                                    | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    365000 | PA      | $379270.53    | 0.10%             | 2028-11-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi                             | GM Financial Consumer Automobile Receivables Trust 2022-4             | CUSIP: 36265QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404979.68    | 0.11%             | 2028-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                         | BMW US Capital LLC                                                    | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64480.80     | 0.02%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BDG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    519906 | PA      | $523347.39    | 0.14%             | 2060-06-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi                             | GM Financial Consumer Automobile Receivables Trust 2023-3             | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1781144.75   | 0.47%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-LUNR                                                    | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955585 | PA      | $959127.16    | 0.25%             | 2040-06-15      | Floating      | 6.00%                 | 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      | $998424.10    | 0.26%             | 2043-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH)        | CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH)                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    332000 | PA      | $340187.94    | 0.09%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | SWOP CDS CDX.NA.HY.44.V1                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -3841000 | NC      | $-13483.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                           | LPL Holdings Inc                                                      | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126788.51    | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                              | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192364.27    | 0.05%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                      | Pinnacle West Capital Corp                                            | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318961.37    | 0.08%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                     | Daimler Truck Finance North America LLC                               | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414419.21    | 0.11%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                          | Southern Power Co                                                     | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372924.93    | 0.10%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                    | Starwood Property Trust Inc                                           | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793794.40    | 0.21%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                             | Albemarle Corp                                                        | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    253000 | PA      | $253377.77    | 0.07%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                            | Hershey Co/The                                                        | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    552000 | PA      | $565533.22    | 0.15%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                     | Federation des Caisses Desjardins du Quebec                           | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    487000 | PA      | $504276.54    | 0.13%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                     | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191514.33    | 0.05%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                              | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126018.87    | 0.03%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                             | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $125826.89    | 0.03%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO XXXII Ltd                                            | CUSIP: 09631EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500577.50   | 0.66%             | 2034-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                     | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128390.16    | 0.03%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                           | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1200000 | PA      | $1199348.32   | 0.31%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                          | Newell Brands Inc                                                     | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813408.80    | 0.21%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                         | RGA Global Funding                                                    | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192312.44    | 0.05%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                   | FS Trust 2024-HULA                                                    | CUSIP: 30338DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003332.80   | 0.26%             | 2039-08-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                       | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166918.70    | 0.04%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128038.93    | 0.03%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                            | Invesco US CLO 2023-1 Ltd                                             | CUSIP: 46146GAQ5<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |    450000 | PA      | $451182.60    | 0.12%             | 2037-04-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                               | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    191000 | PA      | $192012.48    | 0.05%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC (LONDON BRANCH)                              | HSBC BANK PLC (LONDON BRANCH)                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                    | Cooperatieve Rabobank UA/NY                                           | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1072000 | PA      | $1097640.98   | 0.29%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                               | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    975000 | PA      | $973129.37    | 0.26%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                    | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207228.19    | 0.05%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                      | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1897800 | PA      | $1891721.12   | 0.50%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                         | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $376608.41    | 0.10%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                          | Hyatt Hotels Corp                                                     | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188055.58    | 0.05%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                           | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146131.32    | 0.04%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                  | GATX Corp                                                             | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    308000 | PA      | $312599.55    | 0.08%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2024-I                                                | CUSIP: 06763VAA3<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2756941.00   | 0.72%             | 2037-01-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                     | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $354271.40    | 0.09%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                        | LCM 26 Ltd                                                            | CUSIP: 50200FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8236 | PA      | $8238.82      | 0.00%             | 2031-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $251698.10    | 0.07%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                            | NATWEST MARKETS SECURITIES INC                                        | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |    465804 | PA      | $465804.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $513814.47    | 0.13%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                       | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125011.03    | 0.03%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                   | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128651.34    | 0.03%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                     | Northern Oil & Gas Inc                                                | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    555000 | PA      | $564750.80    | 0.15%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                        | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126806.87    | 0.03%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BKL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243425 | PA      | $243399.64    | 0.06%             | 2061-02-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                   | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $441870.64    | 0.12%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                      | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254728.68    | 0.07%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                          | Iron Mountain Inc                                                     | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499531.05    | 0.13%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317730.60    | 0.08%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG (NEW YORK BRANCH)                               | DZ BANK AG (NEW YORK BRANCH)                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                          | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    186000 | PA      | $188309.89    | 0.05%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                     | Skandinaviska Enskilda Banken AB                                      | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    294000 | PA      | $296725.42    | 0.08%             | 2028-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                          | MIZUHO BANK LTD (NEW YORK BRANCH)                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                           | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $66164.68     | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                           | Empower CLO 2022-1 Ltd                                                | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1456053.75   | 0.38%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                      | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    269000 | PA      | $256505.63    | 0.07%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                     | Tesla Auto Lease Trust 2024-B                                         | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1156715.77   | 0.30%             | 2027-10-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    249000 | PA      | $256552.03    | 0.07%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                      | Rentokil Terminix Funding LLC                                         | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    201000 | PA      | $204891.96    | 0.05%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                   | Blackstone Holdings Finance Co LLC                                    | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    329000 | PA      | $306464.87    | 0.08%             | 2030-01-10      | Fixed         | 2.50%                 | 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        |       -66 | NC      | $-138703.74   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 31396CY53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578776 | PA      | $575106.37    | 0.15%             | 2033-05-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                          | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    432000 | PA      | $432839.20    | 0.11%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                             | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    859000 | PA      | $868702.10    | 0.23%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                              | Exeter Automobile Receivables Trust 2025-4                            | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004362.90   | 0.26%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                        | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193003.76    | 0.05%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                      | BOFA SECURITIES INC                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |     23250 | PA      | $23250.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                    | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    316000 | PA      | $320138.59    | 0.08%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                               | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    194000 | PA      | $206053.52    | 0.05%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-CCRE25 Mortgage Trust                                       | CUSIP: 12593PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320421 | PA      | $317335.45    | 0.08%             | 2048-08-10      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                               | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63668.61     | 0.02%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $799567.04    | 0.21%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                              | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304516.54    | 0.08%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                     | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    419000 | PA      | $426941.27    | 0.11%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128232.95    | 0.03%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301450.01    | 0.08%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                              | McKesson Corp                                                         | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180821.63    | 0.05%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                    | Jersey Central Power & Light Co                                       | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    449000 | PA      | $448616.73    | 0.12%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                     | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1122557.93   | 0.29%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                    | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $415835.06    | 0.11%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                   | United Wholesale Mortgage LLC                                         | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800233.28    | 0.21%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | CIGNA GROUP/THE                                                       | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461511.82    | 0.12%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128594.71    | 0.03%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 3133THKP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51754 | PA      | $52825.74     | 0.01%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                      | INTOWN 2025-STAY Mortgage Trust                                       | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1334000 | PA      | $1334397.13   | 0.35%             | 2042-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                     | Cadence Design Systems Inc                                            | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125568.54    | 0.03%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-ACNT                                | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780161 | PA      | $780104.42    | 0.20%             | 2038-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                | ONE Gas Inc                                                           | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    632000 | PA      | $651949.65    | 0.17%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                       | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    415000 | PA      | $417355.80    | 0.11%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                              | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505782.60    | 0.13%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4257.36      | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BKE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152132 | PA      | $152324.26    | 0.04%             | 2060-12-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                   | Celanese US Holdings LLC                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821188.71    | 0.22%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                               | Drive Auto Receivables Trust 2024-2                                   | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $851326.51    | 0.22%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2021-E                      | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017417 | PA      | $918027.48    | 0.24%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    267000 | PA      | $272839.43    | 0.07%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                   | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1171319.11   | 0.31%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                     | Molex Electronic Technologies LLC                                     | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126281.75    | 0.03%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                 | Denso Corp                                                            | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $246475.45    | 0.06%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                              | AppLovin Corp                                                         | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214883.98    | 0.06%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                        | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    757000 | PA      | $764121.52    | 0.20%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    267000 | PA      | $261348.08    | 0.07%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                       | Garda World Security Corp                                             | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $794650.16    | 0.21%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                         | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127160.50    | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                             | NXPT Commercial Mortgage Trust 2024-STOR                              | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1732780.35   | 0.45%             | 2041-11-05      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                 | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    421000 | PA      | $435695.20    | 0.11%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                    | Fidelity National Information Services Inc                            | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1228325.81   | 0.32%             | 2026-03-01      | Fixed         | 1.15%                 | 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        |   1100000 | PA      | $1101955.25   | 0.29%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 22 Ltd                                                  | CUSIP: 05877GAA1<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505466.00   | 0.40%             | 2037-04-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                             | PMT Loan Trust 2025-INV8                                              | CUSIP: 73015EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591405 | PA      | $596903.11    | 0.16%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192106.62    | 0.05%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                    | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126911.37    | 0.03%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                    | Bank of New York Mellon/The                                           | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189093.60    | 0.05%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                 | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234990.83    | 0.06%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 3137HHQ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1720091 | PA      | $1732943.51   | 0.45%             | 2054-12-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                           | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385073.84    | 0.10%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                     | Match Group Holdings II LLC                                           | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798397.12    | 0.21%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2024-CBM Mortgage Trust                                          | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508572.40    | 0.13%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                            | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    491000 | PA      | $502228.98    | 0.13%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA (TORONTO BRANCH)                      | ROYAL BANK OF CANADA (TORONTO BRANCH)                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    253000 | PA      | $255581.01    | 0.07%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38378YYW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204946 | PA      | $197548.62    | 0.05%             | 2043-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                  | AGCO Corp                                                             | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    601000 | PA      | $609975.91    | 0.16%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                 | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192588.55    | 0.05%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    309000 | PA      | $320250.16    | 0.08%             | 2029-06-15      | Fixed         | 5.15%                 | 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        |    279734 | PA      | $245715.68    | 0.06%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    246000 | PA      | $251440.69    | 0.07%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $62979.45     | 0.02%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                      | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2787900 | PA      | $2769059.90   | 0.73%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                      | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    291000 | PA      | $296638.00    | 0.08%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-ARIA                                                    | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1550210.18   | 0.41%             | 2036-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                            | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    369000 | PA      | $382095.92    | 0.10%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                            | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    307000 | PA      | $314491.68    | 0.08%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 31398QT64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18328 | PA      | $18204.71     | 0.00%             | 2040-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                            | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    421000 | PA      | $435245.38    | 0.11%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                        | Consumers Energy Co                                                   | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63594.39     | 0.02%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                     | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192785.51    | 0.05%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                            | HGI CRE CLO 2021-FL3 Ltd                                              | CUSIP: 403950AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    218918 | PA      | $218982.98    | 0.06%             | 2037-04-20      | Floating      | 6.07%                 | 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        |    328000 | PA      | $327879.62    | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD                        | STATE OF WISCONSIN INVESTMENT BOARD                                   | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                              | PRA Group Inc                                                         | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818887.20    | 0.21%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                         | BMO 2024-5C5 Mortgage Trust                                           | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1047825.60   | 0.27%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                   | OZLM XV Ltd                                                           | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700864.50    | 0.18%             | 2033-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                           | MGM Resorts International                                             | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    545000 | PA      | $548897.84    | 0.14%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                             | CARLYLE US CLO 2017-3 Ltd                                             | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $602398.80    | 0.16%             | 2037-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                   | Smyrna Ready Mix Concrete LLC                                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800918.40    | 0.21%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                           | Empower CLO 2025-1 Ltd                                                | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1958061.30   | 0.51%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1169081 | PA      | $1173176.24   | 0.31%             | 2055-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                       | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    191000 | PA      | $192013.04    | 0.05%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                           | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     88000 | PA      | $84683.28     | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                   | Pioneer Natural Resources Co                                          | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    647000 | PA      | $641150.43    | 0.17%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                     | Goldman Sachs Bank USA/New York NY                                    | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    209000 | PA      | $209976.60    | 0.06%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                            | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128167.23    | 0.03%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                 | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127611.67    | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                             | WCORE Commercial Mortgage Trust 2024-CORE                             | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003223.40   | 0.26%             | 2041-11-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                      | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    101000 | PA      | $105426.49    | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VMWARE LLC                                                 | VMware LLC                                                            | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1347326.33   | 0.35%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192666.17    | 0.05%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128301.80    | 0.03%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                    | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64179.24     | 0.02%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                     | CUSIP: 3136AGS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124022 | PA      | $122878.62    | 0.03%             | 2032-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receiva                             | American Heritage Auto Receivables Trust 2024-1                       | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1464098.79   | 0.38%             | 2029-09-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                   | Sumitomo Mitsui Trust Bank Ltd                                        | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    241000 | PA      | $244653.35    | 0.06%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                               | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127894.42    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 17 Ltd                                                  | CUSIP: 05876LAC7<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1901343.30   | 0.50%             | 2034-10-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127498.42    | 0.03%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                    | Southern Co Gas Capital Corp                                          | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    283000 | PA      | $281317.53    | 0.07%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                   | American Airlines 2016-1 Class AA Pass Through Trust                  | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14298 | PA      | $14026.27     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125467.82    | 0.03%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                          | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    147000 | PA      | $128794.28    | 0.03%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 3137FLUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386378 | PA      | $384118.65    | 0.10%             | 2034-08-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113404.22    | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136041.01    | 0.04%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                              | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499859.25    | 0.13%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                   | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    299000 | PA      | $306701.43    | 0.08%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    248000 | PA      | $256276.54    | 0.07%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                           | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    633000 | PA      | $625726.08    | 0.16%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                     | Nationstar Mortgage Holdings Inc                                      | CUSIP: 43734LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $800000.00    | 0.21%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BLE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137049 | PA      | $137110.17    | 0.04%             | 2061-03-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                     | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192566.73    | 0.05%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                           | Alabama Power Co                                                      | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192708.26    | 0.05%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    401000 | PA      | $411121.24    | 0.11%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2021-F                      | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249058 | PA      | $222377.42    | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| KELLANOVA0 CP 10/14/2025                                   | KELLANOVA0 CP 10/14/2025                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3993327.60   | 1.05%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                 | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128186.94    | 0.03%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                    | GlaxoSmithKline Capital Inc                                           | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    357000 | PA      | $361459.51    | 0.09%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                 | FedEx Corp                                                            | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    191000 | PA      | $190081.77    | 0.05%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2025-FL17 LLC                                                     | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002374.00   | 0.26%             | 2040-02-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63526.15     | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                      | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    271000 | PA      | $277620.99    | 0.07%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                       | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309892.00    | 0.08%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                       | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255356.30    | 0.07%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit                             | Porsche Financial Auto Securitization Trust 2023-1                    | CUSIP: 73328QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1260396.00   | 0.33%             | 2031-06-23      | Fixed         | 4.72%                 | 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        |       102 | NC      | $-55992.39    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL SECS CLEARING                                     | National Securities Clearing Corp                                     | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255578.54    | 0.07%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                      | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    182000 | PA      | $188627.46    | 0.05%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                           | RELX Capital Inc                                                      | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188895.92    | 0.05%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38380JTS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       560 | PA      | $557.60       | 0.00%             | 2058-09-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                   | Public Service Enterprise Group Inc                                   | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    244000 | PA      | $252692.81    | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                       | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192324.41    | 0.05%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                     | PG&E Wildfire Recovery Funding LLC                                    | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481672 | PA      | $475566.50    | 0.12%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                       | Liberty Utilities Co                                                  | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330258.56    | 0.09%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                            | Venture 37 CLO Ltd                                                    | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |    793674 | PA      | $793954.77    | 0.21%             | 2032-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                          | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1309092.26   | 0.34%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                   | Amcor Flexibles North America Inc                                     | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125852.11    | 0.03%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                  | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127899.28    | 0.03%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                          | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    248000 | PA      | $250818.91    | 0.07%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38375BLC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199780 | PA      | $199852.67    | 0.05%             | 2061-03-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                        | Hudbay Minerals Inc                                                   | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $798079.04    | 0.21%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                        | United Airlines Inc                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1199188.93   | 0.31%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                               | Enerflex Ltd                                                          | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $817340.80    | 0.21%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                               | RBC DOMINION SECURITIES INC                                           | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |    149924 | PA      | $149924.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                  | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    556000 | PA      | $560665.40    | 0.15%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                     | CUSIP: 3136BUAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688444 | PA      | $691075.85    | 0.18%             | 2054-12-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                      | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    189000 | PA      | $191741.56    | 0.05%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                 | CUSIP: 3128KKLW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9722 | PA      | $10101.43     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                            | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1143304.40   | 0.30%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                              | Volvo Financial Equipment LLC Series 2024-1                           | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502395.35    | 0.13%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                       | WEC Energy Group Inc                                                  | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    204000 | PA      | $192434.57    | 0.05%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21300 | PA      | $21474.73     | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                           | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125983.65    | 0.03%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                      | LoanCore 2025 2025-CRE8 Issuer LLC                                    | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1504975.13   | 0.39%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                       | CUSIP: 3140J9N31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $9.39         | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                            | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270209.54    | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                               | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    493000 | PA      | $493734.72    | 0.13%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    357000 | PA      | $341481.61    | 0.09%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                        | Wells Fargo Bank NA                                                   | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    574000 | PA      | $580418.19    | 0.15%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC                                  | MIZUHO SECURITIES USA LLC                                             | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | RA               | CORP              | US        |     20403 | PA      | $20403.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                    | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    446000 | PA      | $444549.23    | 0.12%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                        | GSAT Trust 2025-BMF                                                   | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001499.90   | 0.26%             | 2040-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                  | DLLAA 2023-1 LLC                                                      | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1666308 | PA      | $1687946.07   | 0.44%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                 | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353561.72    | 0.09%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                            | BAE Systems PLC                                                       | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $334807.89    | 0.09%             | 2029-03-26      | Fixed         | 5.12%                 | 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        |      -244 | NC      | $73625.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW US CAPITAL LLC                                         | BMW US Capital LLC                                                    | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    618000 | PA      | $618898.03    | 0.16%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Oaktree CLO Ltd                                            | Oaktree CLO 2022-2 Ltd                                                | CUSIP: 67402RBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1202462.40   | 0.32%             | 2037-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                     | ARZ Trust 2024-BILT                                                   | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515112.60    | 0.14%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                        | Eastman Chemical Co                                                   | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    188000 | PA      | $191540.06    | 0.05%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                             | WFRBS Commercial Mortgage Trust 2014-C21                              | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   1452745 | PA      | $1419195.72   | 0.37%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                         | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    188000 | PA      | $192709.66    | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                                    | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    961000 | PA      | $989220.32    | 0.26%             | 2030-01-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 31396NGM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4065182 | PA      | $4055551.65   | 1.06%             | 2036-04-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                    | Westpac New Zealand Ltd                                               | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    276000 | PA      | $280156.24    | 0.07%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                              | CUSIP: 38376RY26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279615 | PA      | $279586.21    | 0.07%             | 2067-02-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 3137HNG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3800000 | PA      | $3804652.72   | 1.00%             | 2055-10-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 11/21/2025                                  | ORACLE CORP NE 11/21/2025                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2981675.70   | 0.78%             | 2025-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wellman Park CLO Ltd                                       | Wellman Park CLO Ltd                                                  | CUSIP: 949723AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300680.40    | 0.08%             | 2037-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                             | SoFi Consumer Loan Program 2025-1 Trust                               | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2125454.52   | 0.56%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                    | CUSIP: 31396HJ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2860462 | PA      | $2841616.62   | 0.75%             | 2036-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                               | DNB Bank ASA                                                          | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    836000 | PA      | $836226.04    | 0.22%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                       | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126262.16    | 0.03%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                             | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127937.01    | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                 | CUSIP: 3128M7YM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81363 | PA      | $84604.92     | 0.02%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                             | BAHA Trust 2024-MAR                                                   | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1682606.90   | 0.44%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Voya Funds Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration