# EDGAR Filing Document

**Accession Number:** 0000837276
**File Stem:** 0001752724-23-035991
**Filing Date:** 2023-2
**Character Count:** 154057
**Document Hash:** b00f57c6961ecb9b104a9666173fd0c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035991.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035991

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya INVESTORS TRUST
- **CENTRAL INDEX KEY:** 0000837276
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05629
- **FILM NUMBER:** 23657702

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

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

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

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

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

## Series and Classes Contracts Data

### VY(R) T. Rowe Price Capital Appreciation Portfolio (Series ID: S000005759)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000015823 | Class ADV    | ITRAX           |
| C000015824 | Class I      | ITRIX           |
| C000015825 | Class S      | ITCSX           |
| C000015826 | Class S2     | ITCTX           |
| C000168694 | Class R6     | VPRAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

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

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

- **a. Name of Series:** VY(R) T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO

- **b. EDGAR series identifier (if any):** S000005759

- **c. LEI of Series:** VSWNIGVF1R3YO98E5U49

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $7500125801.14

**Total Liabilities:** $129703990.78

**Net Assets:** $7370421810.36

**Delayed Delivery Securities:** $9014757.01

**Cash Not Reported:** $22576246.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -21.40066700 | **1-Year:** -11353.79346000 | **5-Year:** -12192.24319000 | **10-Year:** -4309.49826800 | **30-Year:** -52139.42428000

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

- **3-Month:** -28.62212200 | **1-Year:** -105403.07910000 | **5-Year:** -320657.85740000 | **10-Year:** -66240.77860000 | **30-Year:** -24830.45629000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015824 | 3.93%                | 4.91%                | -3.28%               |
| Class ID C000168694 | 3.97%                | 4.91%                | -3.27%               |
| Class ID C000015825 | 3.94%                | 4.88%                | -3.28%               |
| Class ID C000015823 | 3.90%                | 4.84%                | -3.30%               |
| Class ID C000015826 | 3.91%                | 4.90%                | -3.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-31333721.71            | $300856163.56                              |
| Month 2  | $16871060.94             | $330541422.52                              |
| Month 3  | $9710780.36              | $-281472309.63                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hilton Worldwide Holdings Inc                | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |    258400 | NS      | $32651424.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SKIN HEALTH TL B 1                    | NESTLE SKIN HEALTH TL B 1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  23059686 | PA      | $22140504.30  | 0.30%             | 2026-07-17      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                   | Alliant Holdings Intermediate LLC                                               | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  12486185 | PA      | $12342594.10  | 0.17%             | 2025-05-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                          | Medline Borrower LP                                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  57499200 | PA      | $54735615.70  | 0.74%             | 2028-10-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA (TORONTO)               | ROYAL BANK OF CANADA (TORONTO)                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.02%             | 2023-01-03      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-2.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sophia LP                                    | ELLUCIAN TL B 10/07/27                                                          | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   5233314 | PA      | $5064864.26   | 0.07%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                 | NiSource Inc                                                                    | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |    110165 | NS      | $2675907.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE TL B 1L BANKDEB                    | CLARIVATE TL B 1L BANKDEB                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4298416 | PA      | $4239849.60   | 0.06%             | 2026-10-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                     | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11860000 | PA      | $11489612.20  | 0.16%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS                        | Six Flags Theme Parks Inc                                                       | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |   5559000 | PA      | $5605928.97   | 0.08%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CLARIV SCI HLD CORP                          | Clarivate Science Holdings Corp                                                 | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1552961.04   | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                   | Alliant Holdings Intermediate LLC                                               | CUSIP: 000000000<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2442855 | PA      | $2414456.42   | 0.03%             | 2025-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -353 | NC      | $-1241724.26  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                | Cedar Fair LP                                                                   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |  14517000 | PA      | $13060278.71  | 0.18%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Dominos Pizza Master Issuer LL               | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3607975 | PA      | $3128050.10   | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                     | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $2981189.60   | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                      | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   6286000 | PA      | $6405936.88   | 0.09%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| AZALEA TOPCO INC                             | Azalea Topco Inc                                                                | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |  24792547 | PA      | $22819482.02  | 0.31%             | 2026-07-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                  | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4099465 | NS      | $86457716.85  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sophia LP                                    | ELLUCIAN TL B 10/07/27                                                          | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    826462 | PA      | $799859.84    | 0.01%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                     | Charles River Laboratories International Inc                                    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $965186.04    | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                      | SBA Communications Corp                                                         | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $4756896.94   | 0.06%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB (NEW YORK)               | CREDIT AGRICOLE CIB (NEW YORK)                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1480000.00   | 0.02%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -267 | NC      | $-0.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                        | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |    718824 | NS      | $95287309.44  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                              | Yum! Brands Inc                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   4961000 | PA      | $4170266.21   | 0.06%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                     | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   4737000 | PA      | $4134500.21   | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Pioneer Natural Resources Co                 | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |    143900 | NS      | $32865321.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | GENERAL ELECTRIC CO                                                             | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -819 | NC      | $-579.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                          | AVANTOR INC 07/01/2024                                                          | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   6387645 | PA      | $6367683.68   | 0.09%             | 2027-11-06      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |    220267 | NS      | $71846690.06  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                      | Sensata Technologies BV                                                         | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   5100000 | PA      | $4989487.74   | 0.07%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                        | HUB INTERNATIONAL                                                               | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   7138865 | PA      | $7070660.28   | 0.10%             | 2029-11-10      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                     | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3708000 | PA      | $3629991.62   | 0.05%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CITIGROUP GLOBAL MARKETS INC.                | YUM! BRANDS INC                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -356 | NC      | $-270736.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                          | ASCEND LEARNING TL 1L BAN                                                       | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |  11683700 | PA      | $11074874.24  | 0.15%             | 2028-12-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                 | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    250637 | NS      | $138023289.53 | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    633389 | NS      | $104648530.58 | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -300 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc/NY                                   | USI INC/NY TL B 1L BANKDE                                                       | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1209318 | PA      | $1202212.96   | 0.02%             | 2026-12-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    125247 | NS      | $14779146.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3784000 | PA      | $3116880.80   | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SUSQUEHANNA FINANCIAL GROUP, LLLP            | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               | CORP              | US        |      -192 | NC      | $-8.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                  | Charter Communications Operating LLC                                            | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   3390092 | PA      | $3377145.09   | 0.05%             | 2025-04-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                | INTERCONTINENTAL EXCHANGE IN                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |   1344694 | NS      | $137952157.46 | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-0.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                              | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 723936700 | PA      | $659347972.55 | 8.95%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -317 | NC      | $-130.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc/NY                                   | USI INC/NY TL B 1L BANKDE                                                       | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  31307141 | PA      | $31123211.63  | 0.42%             | 2026-12-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP, LLLP            | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               | CORP              | US        |      -192 | NC      | $-1.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSPIRE BRANDS TL B 1L BA                    | INSPIRE BRANDS TL B 1L BA                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10756123 | PA      | $10675452.23  | 0.14%             | 2025-02-05      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                     | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                    | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2164553.66   | 0.03%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| KFC HLD/PIZZA HUT/TACO                       | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                  | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25531000 | PA      | $24553673.32  | 0.33%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                 | CANTOR FITZGERALD SECURITIES                                                    | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |  14280800 | PA      | $14280800.00  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                     | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    727800 | NS      | $37095966.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                 | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    438362 | NS      | $116350042.04 | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | GENERAL ELECTRIC CO                                                             | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -693 | NC      | $-490.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -129 | NC      | $-3.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALPAGE INC                                 | REALPAGE INC TL 2L BANKDE                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1125000 | PA      | $1087031.25   | 0.01%             | 2029-02-17      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd                                                           | CUSIP: 000000000<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    319302 | PA      | $316374.90    | 0.00%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    155800 | NS      | $54176334.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I               | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |   1344832 | NS      | $212402766.08 | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME INC                                | Life Time Inc                                                                   | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   9459000 | PA      | $8813423.25   | 0.12%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | UNITEDHEALTH GROUP INC                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -164 | NC      | $-11561.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou               | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    462600 | NS      | $28343502.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | STARBUCKS CORP                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -439 | NC      | $-100529.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                          | TE Connectivity Ltd                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |    927433 | NS      | $106469308.40 | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PETVET CARE CENTERS LLC                      | PetVet Care Centers LLC                                                         | CUSIP: 000000000<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    655000 | PA      | $606079.36    | 0.01%             | 2026-02-13      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| Azalea Topco Inc                             | AZALEA TOPCO INC                                                                | CUSIP: 29102TAE2<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   6118089 | PA      | $5628641.56   | 0.08%             | 2026-07-25      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd                                                           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2440364.01   | 0.03%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                   | USI Inc/NY                                                                      | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21024000 | PA      | $20286571.22  | 0.28%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports C               | Madison Square Garden Sports Corp                                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33680 | NS      | $6174554.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                              | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   6411000 | PA      | $6520756.32   | 0.09%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                         | HEARTLAND DENT 04/30/2025                                                       | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   3444570 | PA      | $3210986.71   | 0.04%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |       -44 | NC      | $-2.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -500 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC                                 | ACRISURE TL B 02/15/2027                                                        | CUSIP: 00488PAN5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   4266000 | PA      | $4065143.92   | 0.06%             | 2027-02-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd                                                           | CUSIP: 000000000<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   6925007 | PA      | $6861525.03   | 0.09%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -317 | NC      | $-463.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS                        | TransDigm UK Holdings PLC                                                       | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $640631.69    | 0.01%             | 2026-05-15      | Fixed         | 6.88%                 | 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        |   2125000 | PA      | $2060677.36   | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FACEBOOK INC-A                               | FACEBOOK INC                                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    233095 | NS      | $28050652.30  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -180 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                         | EYECARE PARTNE 02/20/2027                                                       | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   1653904 | PA      | $1407196.36   | 0.02%             | 2027-02-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| PRESS GANEY TL 07/25/2026                    | PRESS GANEY TL 07/25/2026                                                       | CUSIP: 29102TAF9<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   4228919 | PA      | $3901177.49   | 0.05%             | 2026-07-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| TransUnion                                   | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |   1639475 | NS      | $93040206.25  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP, LLLP            | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               | CORP              | US        |      -192 | NC      | $-8.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | STARBUCKS CORP                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -588 | NC      | $-661716.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US AIRWAYS 2013-1A PTT                       | US Airways 2013-1 Class A Pass Through Trust                                    | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515683 | PA      | $1378887.69   | 0.02%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | ALPHABET INC                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -400 | NC      | $-0.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | GENERAL ELECTRIC CO                                                             | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-35.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | KEURIG DR PEPPER INC                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |     -1196 | NC      | $-1348.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | YUM! BRANDS INC                                                                 | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -101 | NC      | $-306.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                | Life Time Inc                                                                   | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   3731830 | PA      | $3718999.64   | 0.05%             | 2024-12-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                         | Howmet Aerospace Inc                                                            | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507965.10    | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                       | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |    208988 | NS      | $90301624.92  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -108 | NC      | $-0.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                     | Mileage Plus Holdings LLC                                                       | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2154346 | PA      | $2220771.05   | 0.03%             | 2027-06-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                        | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |    834255 | NS      | $131837317.65 | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -387 | NC      | $-0.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -500 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  44545000 | PA      | $41617057.15  | 0.56%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc                             | PRESS GANEY TL 07/25/2026                                                       | CUSIP: 29102TAF9<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |      2455 | PA      | $2264.80      | 0.00%             | 2026-07-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC            | ALLIANT TL B3 1L BANKDEBT                                                       | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  30974259 | PA      | $30322498.65  | 0.41%             | 2027-11-06      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| USI INC/NY TL 11/16/2029                     | USI INC/NY TL 11/16/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  26444854 | PA      | $26226684.12  | 0.36%             | 2029-11-16      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                          | Clarivate Science Holdings Corp                                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1090112.00   | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                              | PERKINELMER INC                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    952439 | NS      | $133550996.58 | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45653000 | PA      | $41553132.34  | 0.56%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / FIN INC                       | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12600000 | PA      | $11596948.27  | 0.16%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                     | BroadStreet Partners Inc                                                        | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1005810.00   | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -180 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                     | Live Nation Entertainment Inc                                                   | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    595000 | PA      | $577027.67    | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP, LLLP            | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               | CORP              | US        |      -192 | NC      | $-3.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -180 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1375413 | NS      | $178707411.09 | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -212 | NC      | $-12.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WURTTEMBERG (NEW YORK)      | LANDESBANK BADEN-WURTTEMBERG (NEW YORK)                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.02%             | 2023-01-03      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -119 | NC      | $-0.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL               | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7784782 | PA      | $7161208.97   | 0.10%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                    | IQVIA Inc                                                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2250202.50   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -750 | NC      | $-950377.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                     | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $2863253.70   | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | APPLE INC                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -191 | NC      | $-15.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                   | Alliant Holdings Intermediate LLC                                               | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    403060 | PA      | $398424.60    | 0.01%             | 2025-05-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                  | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |    502974 | NS      | $97758026.64  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENAHEALTH T 01/27/2029                    | ATHENAHEALTH T 01/27/2029                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4572464 | PA      | $4139986.41   | 0.06%             | 2029-02-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                      | Six Flags Entertainment Corp                                                    | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |  34751000 | PA      | $33512995.63  | 0.45%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                 | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   2210595 | NS      | $142030728.75 | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -119 | NC      | $-0.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |       -44 | NC      | $-1.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | HILTON WORLDWIDE HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -483 | NC      | $-475426.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EYECARE PARTNERS TL 1L ST                    | EYECARE PARTNERS TL 1L ST                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800706 | PA      | $681267.18    | 0.01%             | 2028-10-14      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                 | Teleflex Inc                                                                    | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640241.00    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                                 | Storable Inc                                                                    | CUSIP: 86210LAC2<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |   1056552 | PA      | $1010657.23   | 0.01%             | 2028-04-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                               | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1605811 | NS      | $385105594.02 | 5.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED SYSTEMS INC                          | Applied Systems Inc                                                             | CUSIP: 000000000<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | DBT              | CORP              | US        |   7971769 | PA      | $7949663.28   | 0.11%             | 2024-09-19      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH T 01/27/2029                    | ATHENAHEALTH T 01/27/2029                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  26842649 | PA      | $24303790.34  | 0.33%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PETVET CARE LLC 1L BANKDE                    | PETVET CARE LLC 1L BANKDE                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2087461 | PA      | $1961343.12   | 0.03%             | 2025-02-14      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1777424 | NS      | $149303616.00 | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                   | Mattel Inc                                                                      | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    924000 | PA      | $907940.88    | 0.01%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                         | Ryan Specialty Group LLC                                                        | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    480000 | PA      | $416230.03    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc                        | Aurora Innovation Inc                                                           | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5655527 | NS      | $6843187.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -149 | NC      | $-3.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK)                   | MIZUHO BANK LTD (NEW YORK)                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1490000.00   | 0.02%             | 2023-01-03      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -267 | NC      | $-1.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD          | STATE OF WISCONSIN INVESTMENT BOARD                                             | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |  11091483 | PA      | $11091483.00  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Knight Inc                             | Black Knight Inc                                                                | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |    620674 | NS      | $38326619.50  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | UNITEDHEALTH GROUP INC                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -334 | NC      | $-1424850.65  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                     | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     29089 | NS      | $13531330.13  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                              | Yum! Brands Inc                                                                 | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  10952000 | PA      | $9701848.91   | 0.13%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                              | SkyMiles IP Ltd                                                                 | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1321056 | PA      | $1348784.97   | 0.02%             | 2027-10-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -520 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                              | Yum! Brands Inc                                                                 | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   4153000 | PA      | $3817354.54   | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                     | Crowdstrike Holdings Inc                                                        | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    408000 | PA      | $344776.28    | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | GENERAL ELECTRIC CO                                                             | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |     -1185 | NC      | $-26709.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP, LLLP            | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               | CORP              | US        |      -192 | NC      | $-1.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -108 | NC      | $-0.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                     | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1677196.10   | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                   | Alliant Holdings Intermediate LLC                                               | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2553855 | PA      | $2524166.41   | 0.03%             | 2025-05-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEM 09/19/2026                    | APPLIED SYSTEM 09/19/2026                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1025297 | PA      | $1022733.76   | 0.01%             | 2026-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-0.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                          | Applied Systems Inc                                                             | CUSIP: 000000000<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |  24707734 | PA      | $24639219.79  | 0.33%             | 2024-09-19      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | GENERAL ELECTRIC CO                                                             | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |     -1185 | NC      | $-95504.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                             | Vail Resorts Inc                                                                | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1695913.25   | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                      | PETVET CARE TLB 1L BANKDE                                                       | CUSIP: 70476XAH8<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   7881297 | PA      | $7405132.79   | 0.10%             | 2025-02-14      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -267 | NC      | $-0.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK (TORONTO)              | TORONTO-DOMINION BANK (TORONTO)                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.02%             | 2023-01-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | UNITEDHEALTH GROUP INC                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -292 | NC      | $-240532.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                      | PetVet Care Centers LLC                                                         | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |  10259731 | PA      | $9344050.07   | 0.13%             | 2027-12-23      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                  | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1480043.03   | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MATTEL INC                                   | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2257489.82   | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | YUM! BRANDS INC                                                                 | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -235 | NC      | $-713.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                      | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   5092000 | PA      | $4398724.20   | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                      | PRA Health Sciences Inc                                                         | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1144622.90   | 0.02%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                 | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |    131964 | NS      | $32263878.36  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                     | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   7010000 | PA      | $6599981.81   | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INSPIRE BRANDS TL B 1L BA                    | INSPIRE BRANDS TL B 1L BA                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    897046 | PA      | $890318.21    | 0.01%             | 2025-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                          | General Electric Co                                                             | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  24704000 | PA      | $24362899.77  | 0.33%             | N/A             | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                      | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $1796770.84   | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                            | Service Corp International/US                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3343673.89   | 0.05%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                   | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    290400 | NS      | $46931544.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -212 | NC      | $-5.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                             | IRB Holding Corp                                                                | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |  11485650 | PA      | $11151854.52  | 0.15%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                          | APPLIED SYSTEMS TL 2L BAN                                                       | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   2547975 | PA      | $2538420.09   | 0.03%             | 2025-09-19      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                      | Becton Dickinson and Co                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    367536 | NS      | $93464404.80  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYMO LLC SER A-2 CVT PFD UNITS PP           | WAYMO LLC SER A-2 CVT PFD UNITS PP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    413251 | NS      | $19497182.18  | 0.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd                                                           | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  87726896 | PA      | $87068943.96  | 1.18%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | APPLE INC                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -640 | NC      | $-5.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -154 | NC      | $-2966.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                          | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |  13457000 | PA      | $12255559.04  | 0.17%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                      | STARBUCKS CORP                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -449 | NC      | $-167684.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | STARBUCKS CORP                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -439 | NC      | $-27778.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    273887 | NS      | $145209409.66 | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -108 | NC      | $-1.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | STARBUCKS CORP                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -449 | NC      | $-102819.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                         | Entegris Escrow Corp                                                            | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2826000 | PA      | $2582829.20   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | TE CONNECTIVITY LTD                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -926 | NC      | $-108004.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                     | Altice France Holding SA                                                        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   9330000 | PA      | $7134184.50   | 0.10%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   6907000 | PA      | $6545207.89   | 0.09%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                    | ELLUCIAN TL B 1L BANKDEBT                                                       | CUSIP: 83578BAP8<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   2267650 | PA      | $2212847.38   | 0.03%             | 2027-10-07      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | YUM! BRANDS INC                                                                 | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -235 | NC      | $-163.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADMI Corp                                    | ASPEN DENTAL T 12/23/2027                                                       | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    513464 | PA      | $469434.46    | 0.01%             | 2027-12-23      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                              | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7236000 | PA      | $5861160.00   | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                              | SBA Tower Trust                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    411000 | PA      | $412766.31    | 0.01%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -180 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP, LLLP            | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               | CORP              | US        |      -192 | NC      | $-0.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                     | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4348000 | PA      | $3646624.12   | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                          | Charles Schwab Corp/The                                                         | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     23000 | NS      | $542570.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Starbucks Corp                               | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    384000 | NS      | $38092800.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc               | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |    166016 | NS      | $9692014.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                            | Clarios Global LP                                                               | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   2719000 | PA      | $2729254.57   | 0.04%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                     | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   6596000 | PA      | $5494632.90   | 0.07%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP TL B 1L                     | FILTRATION GROUP TL B 1L                                                        | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   8882710 | PA      | $8742327.72   | 0.12%             | 2028-10-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                     | MSCI Inc                                                                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2982000 | PA      | $2470363.35   | 0.03%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APPLIE                                       | APPLIED SYSTEM 09/19/2026                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4841860 | PA      | $4829755.35   | 0.07%             | 2026-09-19      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | APPLE INC                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -191 | NC      | $-1.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -387 | NC      | $-0.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                 | NiSource Inc                                                                    | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $3996562.50   | 0.05%             | N/A             | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                   | APPLE INC                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -640 | NC      | $-52.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                              | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  14802000 | PA      | $12269525.82  | 0.17%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                     | Korn Ferry                                                                      | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2163801.85   | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                | TransDigm Inc                                                                   | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    940000 | PA      | $915949.87    | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| GARTNER INC                                  | Gartner Inc                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    770000 | PA      | $719257.00    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | HILTON WORLDWIDE HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -484 | NC      | $-563497.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                     | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  11970000 | PA      | $11713321.31  | 0.16%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| S&P Global Inc                               | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     71593 | NS      | $23979359.42  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                 | Catalent Inc                                                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    502162 | NS      | $22602311.62  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                             | Lamar Media Corp                                                                | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3237038.01   | 0.04%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINMENT                      | Six Flags Entertainment Corp                                                    | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |  21402000 | PA      | $19308884.40  | 0.26%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AMWINS GROUP INC                             | AmWINS Group Inc                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $2981558.06   | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | APPLE INC                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -640 | NC      | $-16.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | ALPHABET INC                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -400 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 A                     | United Airlines 2012-1 Class A Pass Through Trust                               | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2073784 | PA      | $2009767.51   | 0.03%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC-CL A                            | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1279660 | NS      | $112904401.80 | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                              | CMS Energy Corp                                                                 | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    435022 | NS      | $9648787.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                     | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4471000 | PA      | $4059176.19   | 0.06%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                      | ALPHABET INC                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -400 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |    214328 | NS      | $85711910.48  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                             | Lamar Media Corp                                                                | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $496816.50    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                      | Sensata Technologies BV                                                         | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1430000 | PA      | $1423221.80   | 0.02%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                              | YUM! BRANDS INC                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |   1147206 | NS      | $146934144.48 | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| HADRIAN MERGER SUB                           | Hadrian Merger Sub Inc                                                          | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11184000 | PA      | $9900132.72   | 0.13%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | STARBUCKS CORP                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -449 | NC      | $-28410.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHANGE HEALTHCARE HOLDINGS                   | Change Healthcare Holdings LLC                                                  | CUSIP: 000000000<br>LEI: 549300GHXFJ3EKF50583 | Long             | DBT              | CORP              | GB        |    821310 | PA      | $773058.04    | 0.01%             | 2027-04-21      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                              | CMS Energy Corp                                                                 | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    534933 | NS      | $11982499.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG TL 2L BANKDEBT                           | UKG TL 2L BANKDEBT                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5385000 | PA      | $4974393.75   | 0.07%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -264 | NC      | $-0.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATTEL INC                                   | Mattel Inc                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1107607.90   | 0.02%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                 | HILTON WORLDWIDE FRN 6/26                                                       | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |   1530558 | PA      | $1527401.49   | 0.02%             | 2026-06-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | GENERAL ELECTRIC CO                                                             | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |     -1185 | NC      | $-287063.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL               | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7286400 | PA      | $6924642.64   | 0.09%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERTICAL MIDCO 01/31/2022                    | VERTICAL MIDCO 01/31/2022                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13882608 | PA      | $13399201.83  | 0.18%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | YUM! BRANDS INC                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -356 | NC      | $-214963.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS                               | SEAWORLD PARKS                                                                  | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   1008433 | PA      | $993201.46    | 0.01%             | 2028-08-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                  | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2365037.38   | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                          | Avantor Funding Inc                                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   6484000 | PA      | $5453206.10   | 0.07%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| LGC GROUP TL B 04/20/2027                    | LGC GROUP TL B 04/20/2027                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1050269 | PA      | $988565.75    | 0.01%             | 2027-04-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                 | RealPage Inc                                                                    | CUSIP: 000000000<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1040000 | PA      | $755733.68    | 0.01%             | 2029-04-13      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| AZALEA TOPCO INC                             | Azalea Topco Inc                                                                | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    513064 | PA      | $472232.83    | 0.01%             | 2026-07-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | UNITEDHEALTH GROUP INC                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -164 | NC      | $-43171.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -388 | NC      | $-0.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                     | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   5778000 | PA      | $4637307.24   | 0.06%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                             | Sensata Technologies Inc                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    664000 | PA      | $579193.60    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | STARBUCKS CORP                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -439 | NC      | $-163950.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                      | PETVET CARE CENTERS LLC                                                         | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |  12352240 | PA      | $11672866.71  | 0.16%             | 2025-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |   1216218 | NS      | $108146104.56 | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FILTRATION GROUP TL B 1L                     | FILTRATION GROUP TL B 1L                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |   9294124 | PA      | $9712573.44   | 0.13%             | 2025-03-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    846300 | NS      | $59334093.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                     | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1230254.49   | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                     | Black Knight InfoServ LLC                                                       | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1476093.00   | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -200 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKG INC                                      | UKG Inc                                                                         | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        | 111132170 | PA      | $105853391.66 | 1.44%             | 2026-05-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                         | HEARTLAND DENTAL TL1BANK                                                        | CUSIP: 42236WAH0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |  29927696 | PA      | $27764162.88  | 0.38%             | 2025-04-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -129 | NC      | $-7.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd                                                           | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  50705000 | PA      | $49742619.10  | 0.67%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                   | Alliant Holdings Intermediate LLC                                               | CUSIP: 000000000<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  23479403 | PA      | $23206454.93  | 0.31%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP, LLLP            | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               | CORP              | US        |      -192 | NC      | $-3.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3362358.69   | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                 | NATIONAL BANK FINANCIAL                                                         | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |  11615574 | PA      | $11615574.00  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                          | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |   1483616 | NS      | $124312184.64 | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | ALPHABET INC                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -400 | NC      | $-0.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                      | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1182000 | PA      | $1121919.37   | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2000706.18   | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MSCI INC                                     | MSCI Inc                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2125363.54   | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                          | Sirius XM Radio Inc                                                             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2425736.96   | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                        | Filtration Group Corp                                                           | CUSIP: 000000000<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |  10645662 | PA      | $10558335.61  | 0.14%             | 2025-03-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                 | Teleflex Inc                                                                    | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   6015000 | PA      | $5743182.15   | 0.08%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                    | ELLUCIAN TL B 1L BANKDEBT                                                       | CUSIP: 83578BAP8<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    395324 | PA      | $385770.20    | 0.01%             | 2027-10-07      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                     | Charles River Laboratories International Inc                                    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   3679000 | PA      | $3259023.76   | 0.04%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LGC GRP TL BK 01/24/27                       | LGC GRP TL BK                                                                   | CUSIP: 000000000<br>LEI: 549300GHXFJ3EKF50583 | Long             | LON              | CORP              | US        |   6153793 | PA      | $5792257.33   | 0.08%             | 2027-01-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -701 | NC      | $-19.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobileye Global Inc                          | Mobileye Global Inc                                                             | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    123009 | NS      | $4312695.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    694127 | NS      | $24752568.82  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -520 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOOF HOLDINGS INC                            | Woof Holdings Inc                                                               | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3266812 | PA      | $3070803.75   | 0.04%             | 2027-12-21      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                 | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |   1298139 | NS      | $60259612.38  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -520 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -317 | NC      | $-233.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                               | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    125200 | NS      | $45803168.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-0.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                     | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18346000 | PA      | $17548866.30  | 0.24%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                      | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    255000 | PA      | $224805.18    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO) | CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO)                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1490000.00   | 0.02%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                   | Twilio Inc                                                                      | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162740.00    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-2.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -200 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMI Corp                                    | ADMI Corp                                                                       | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |  22445755 | PA      | $20521031.42  | 0.28%             | 2027-12-23      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Alcon Inc                                    | Alcon Inc                                                                       | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |   1128638 | NS      | $77445973.87  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES (USA) INC.            | MIRAE ASSET SECURITIES USA INC                                                  | CUSIP: 000000000<br>LEI: 25490087B4GFZLJZE912 | Long             | RA               | CORP              | US        |   4724340 | PA      | $4724340.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $993396.46    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | APPLE INC                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -191 | NC      | $-4.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                     | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8217000 | PA      | $8141704.75   | 0.11%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                  | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   4423000 | PA      | $3891908.28   | 0.05%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -119 | NC      | $-0.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                     | Mileage Plus Holdings LLC                                                       | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  37516500 | PA      | $38673246.24  | 0.52%             | 2027-06-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                          | ASCEND LEARNING TL 7/17                                                         | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |  16356596 | PA      | $15504270.14  | 0.21%             | 2028-12-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    947164 | NS      | $40945899.72  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                 | Teleflex Inc                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |    330654 | NS      | $82541158.02  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITADEL SECURITIES LLC                       | CITADEL SECURITIES LLC                                                          | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |  10677000 | PA      | $10677000.00  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY 07/23/2027                    | RYAN SPECIALTY 07/23/2027                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6585802 | PA      | $6555618.91   | 0.09%             | 2027-07-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -300 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMI CORP                                    | ADMI Corp                                                                       | CUSIP: 000000000<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   2689301 | PA      | $2538987.46   | 0.03%             | 2025-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LGC GRP TL BK 01/24/27                       | LGC GRP TL BK                                                                   | CUSIP: 000000000<br>LEI: 549300GHXFJ3EKF50583 | Long             | LON              | CORP              | US        |  14322953 | PA      | $13481479.79  | 0.18%             | 2027-01-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -149 | NC      | $-8.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                     | Lennox International Inc                                                        | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1473760.38   | 0.02%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESERVE INVESTMENT FUND                      | T.ROWE PRICE RESERVE INVEST                                                     | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        | 471907344 | NS      | $471907343.68 | 6.40%             |  |  |  | No            |                  1 | On Loan: No      |
| US AIRWAYS 2010-1A PTT                       | US Airways 2010-1 Class A Pass Through Trust                                    | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1077926 | PA      | $1077388.32   | 0.01%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                               | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    486210 | NS      | $64466583.90  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | ALPHABET INC                                                                    | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |     -1875 | NC      | $-738656.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Systems Inc                          | APPLIED SYSTEMS TL 2L BAN                                                       | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   4102305 | PA      | $4086921.23   | 0.06%             | 2025-09-19      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE                     | Hilton Worldwide Finance LLC                                                    | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |   1819735 | PA      | $1815982.71   | 0.02%             | 2026-06-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                | TransDigm Inc                                                                   | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4038000 | PA      | $3800081.04   | 0.05%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                     | Charles River Laboratories International Inc                                    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1992823.50   | 0.03%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                     | MARSH & MCLENNAN COS                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    331705 | NS      | $54890543.40  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                              | Yum! Brands Inc                                                                 | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   8784000 | PA      | $8148038.40   | 0.11%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Alliant Holdings Intermediate LLC            | ALLIANT TL B3 1L BANKDEBT                                                       | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2141939 | PA      | $2096868.32   | 0.03%             | 2027-11-06      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-2A PTT                       | US Airways 2012-2 Class A Pass Through Trust                                    | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276939 | PA      | $252658.00    | 0.00%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                         | Howmet Aerospace Inc                                                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3022629.75   | 0.04%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP, LLLP            | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               | CORP              | US        |      -192 | NC      | $-0.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | STARBUCKS CORP                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -588 | NC      | $-802870.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SCE TRUST IV                                 | SCE TRUST IV                                                                    | CUSIP: 78409G206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    331079 | NS      | $5992529.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | KEURIG DR PEPPER INC                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |     -1196 | NC      | $-250.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                           | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |   2234072 | NS      | $116730262.00 | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA SENIOR FINANCE II LLC                    | SBA Senior Finance II LLC                                                       | CUSIP: 000000000<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |    797631 | PA      | $796135.44    | 0.01%             | 2025-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                              | SkyMiles IP Ltd                                                                 | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   8936075 | PA      | $9123643.21   | 0.12%             | 2027-10-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | YUM! BRANDS INC                                                                 | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |     -1440 | NC      | $-1364243.01  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -300 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                             | Arches Buyer Inc                                                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35254.86     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISA INC-CLASS A SHARES                      | VISA INC                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    224268 | NS      | $46593919.68  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    355600 | NS      | $51967384.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Azalea Topco Inc                             | PRESS GANEY TL B 1L BANKD                                                       | CUSIP: 29102TAE2<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    822629 | PA      | $756818.52    | 0.01%             | 2026-07-25      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                | TransDigm Inc                                                                   | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2075619.00   | 0.03%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                     | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1737527.00   | 0.02%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |     -1360 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                     | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7172500 | PA      | $7146692.27   | 0.10%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | YUM! BRANDS INC                                                                 | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -101 | NC      | $-70.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-0.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd                                                           | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    222739 | PA      | $221068.46    | 0.00%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| HOWDEN TL B 1L BANKDEBT                      | HOWDEN TL B 1L BANKDEBT                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  27781023 | PA      | $27108194.78  | 0.37%             | 2027-11-12      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                 | RealPage Inc                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |  31122535 | PA      | $29675337.21  | 0.40%             | 2028-04-22      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd                                                           | CUSIP: 000000000<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        | 124044330 | PA      | $122907215.18 | 1.67%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                   | MICROSOFT CORP                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -770 | NC      | $-975720.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STORABLE INC                                 | Storable Inc                                                                    | CUSIP: 86210LAC2<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |    531448 | PA      | $508363.23    | 0.01%             | 2028-04-16      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                  | AMAZON.COM INC                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11923000 | PA      | $10742742.23  | 0.15%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                            | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    525805 | NS      | $68102263.60  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                      | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   5822000 | PA      | $4851152.39   | 0.07%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Voya Investors Trust

**Signature:** Tin Bui

**Name of Signer:** Tin Bui

**Title:** Vice President