# EDGAR Filing Document

**Accession Number:** 0000837276
**File Stem:** 0001752724-23-035996
**Filing Date:** 2023-2
**Character Count:** 214505
**Document Hash:** 3357630a27b2676c13b381a4b1b0e236
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035996.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035996

**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:** 23657707

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $424212060.82

**Total Liabilities:** $52307281.58

**Net Assets:** $371904779.24

**Cash Not Reported:** $1865465.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1211.00000000 | **1-Year:** 15370.00000000 | **5-Year:** 14189.00000000 | **10-Year:** 17779.00000000 | **30-Year:** 7257.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 1.00000000 | **30-Year:** 424.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015351 | -0.41%               | 0.88%                | 0.05%                |
| Class ID C000015350 | -0.39%               | 0.90%                | 0.07%                |
| Class ID C000015349 | -0.45%               | 0.87%                | 0.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1412168.86             | $-613736.37                                |
| Month 2  | $-462959.84              | $3194397.74                                |
| Month 3  | $734057.67               | $-1556737.93                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                           | Title                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                 | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    621000 | PA      | $567072.86    | 0.15%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                        | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $385844.66    | 0.10%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    284000 | PA      | $250434.32    | 0.07%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                   | 7-Eleven Inc                                                              | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    358000 | PA      | $313924.59    | 0.08%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | CARLYLE US CLO 2021-4 LTD                                                 | CUSIP: 14316TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1500865.00   | 0.40%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                    | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158769.27    | 0.04%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM 26 Ltd                                                                | CUSIP: 50200FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $571944.00    | 0.15%             | 2031-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                        | CUSIP: 05565EBQ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    236000 | PA      | $223853.59    | 0.06%             | 2024-04-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       529 | NC      | $111595.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    326000 | PA      | $304963.16    | 0.08%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                               | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $432584.09    | 0.12%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                    | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    314000 | PA      | $291222.40    | 0.08%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78013XW20<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    553000 | PA      | $547916.65    | 0.15%             | 2023-10-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | SoFi Professional Loan Program 2021-B Trust                               | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383462 | PA      | $315796.68    | 0.08%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Global Market Strategies CLO 2016-1 Ltd                           | CUSIP: 14312HAU0<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1170428.40   | 0.31%             | 2034-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 31396PE98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362117 | PA      | $352437.68    | 0.09%             | 2037-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                          | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    653000 | PA      | $619309.27    | 0.17%             | 2024-03-01      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                           | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    305000 | PA      | $294676.41    | 0.08%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                        | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $335840.01    | 0.09%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $277610.15    | 0.07%             | 2023-04-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                        | Sky Ltd                                                                   | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $449320.68    | 0.12%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                            | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    316000 | PA      | $318285.12    | 0.09%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 31397UYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563730 | PA      | $562072.89    | 0.15%             | 2031-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RXR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16400 | PA      | $16074.79     | 0.00%             | 2053-05-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2021-3                             | CUSIP: 80287EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870130 | PA      | $863625.61    | 0.23%             | 2025-12-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38380VPL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    450661 | PA      | $445204.47    | 0.12%             | 2068-03-20      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2021-2                     | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321660 | PA      | $247330.10    | 0.07%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                                            | CUSIP: 86563VAW9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $429821.42    | 0.12%             | 2024-09-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                            | CUSIP: 6944PL2C2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    498000 | PA      | $480823.67    | 0.13%             | 2023-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                        | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    326000 | PA      | $329003.07    | 0.09%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                            | Rate Mortgage Trust 2021-J2                                               | CUSIP: 75409QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718460 | PA      | $552437.25    | 0.15%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                 | Westlake Automobile Receivables Trust 2022-3                              | CUSIP: 96043PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1148672.21   | 0.31%             | 2026-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                        | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    358000 | PA      | $343840.70    | 0.09%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                            | CUSIP: 822582CJ9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    519000 | PA      | $502954.87    | 0.14%             | 2023-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78015K7D0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $344677.91    | 0.09%             | 2023-01-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                            | COMM 2013-LC6 Mortgage Trust                                              | CUSIP: 20048EBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1696945.24   | 0.46%             | 2046-01-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Clear Creek CLO Ltd                            | Clear Creek CLO                                                           | CUSIP: 18452LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $593464.80    | 0.16%             | 2030-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BD74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1530704 | PA      | $1514670.50   | 0.41%             | 2062-12-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                   | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1120000 | PA      | $1111916.93   | 0.30%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                         | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    327000 | PA      | $319921.79    | 0.09%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                   | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    252000 | PA      | $242811.72    | 0.07%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    371000 | PA      | $330171.29    | 0.09%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                               | Triton Container International Ltd                                        | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    470000 | PA      | $434912.15    | 0.12%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                         | John Deere Owner Trust 2022                                               | CUSIP: 47787JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $377213.92    | 0.10%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                       | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    286000 | PA      | $260856.12    | 0.07%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                               | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    473000 | PA      | $423982.76    | 0.11%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1184957.93   | 0.32%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                               | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186621.98    | 0.05%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle US CLO 2020-2 Ltd                                                 | CUSIP: 14315GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $826328.35    | 0.22%             | 2035-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 11 Ltd                                                          | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1950818.00   | 0.52%             | 2034-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PFP III                                        | PFP 2021-8 Ltd                                                            | CUSIP: 69357XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $466926.80    | 0.13%             | 2037-08-09      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                         | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17338 | PA      | $16097.32     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 7 Ltd                                                             | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981478.00    | 0.26%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2017-2                                            | CUSIP: 33850RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16975 | PA      | $15449.65     | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                            | RATE Mortgage Trust 2021-HB1                                              | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569463 | PA      | $435034.65    | 0.12%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Deer Creek CLO, Ltd.                           | Deer Creek Clo Ltd 2017-1                                                 | CUSIP: 24380LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247170.25    | 0.07%             | 2030-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                             | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    448000 | PA      | $440683.13    | 0.12%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                     | CUSIP: 29364WAS7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248858.72    | 0.07%             | 2023-09-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    304000 | PA      | $287132.62    | 0.08%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                         | PG&E Wildfire Recovery Funding LLC                                        | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    797443 | PA      | $756245.43    | 0.20%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                            | CUSIP: 6944PL2B4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    207000 | PA      | $187843.09    | 0.05%             | 2025-06-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                 | Albemarle Corp                                                            | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    288000 | PA      | $281311.53    | 0.08%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                          | CUSIP: 83051GAS7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    619000 | PA      | $573236.49    | 0.15%             | 2024-09-09      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                  | JGWPT XXXIII LLC                                                          | CUSIP: 46618HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338586 | PA      | $287232.78    | 0.08%             | 2077-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                         | Berkshire Hathaway Inc                                                    | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    277000 | PA      | $265771.38    | 0.07%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                              | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1246000 | PA      | $1162586.04   | 0.31%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                       | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387684.47    | 0.10%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                    | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    323000 | PA      | $306402.94    | 0.08%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                   | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    138000 | PA      | $125775.25    | 0.03%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                          | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    380000 | PA      | $366345.86    | 0.10%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    654000 | PA      | $609973.04    | 0.16%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2020-1                             | CUSIP: 80287AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355349 | PA      | $353692.21    | 0.10%             | 2025-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44152000 | PA      | $44001952.08  | 11.83%            | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.IG.39.V1                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-30307.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                 | Octagon Investment Partners XV Ltd                                        | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $381763.20    | 0.10%             | 2030-07-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                      | CUSIP: 63254ABD9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    324000 | PA      | $314400.17    | 0.08%             | 2025-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                              | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    495000 | PA      | $441733.63    | 0.12%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                 | CSWF 2021-SOP2                                                            | CUSIP: 12657VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2520000 | PA      | $2262553.53   | 0.61%             | 2034-06-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                              | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    464000 | PA      | $456318.34    | 0.12%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT 5 Year US Treasury Note                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -165 | NC      | $20722.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38380LPX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1389534 | PA      | $1371736.49   | 0.37%             | 2069-01-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                   | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $297126.36    | 0.08%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2021-4                                | CUSIP: 30165JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382941 | PA      | $381360.50    | 0.10%             | 2025-07-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                        | Ovintiv Exploration Inc                                                   | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    306000 | PA      | $303289.17    | 0.08%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2020-2                                            | CUSIP: 33851KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272540 | PA      | $227472.94    | 0.06%             | 2050-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                           | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    279000 | PA      | $270470.01    | 0.07%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                       | Graphic Packaging International LLC                                       | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    392000 | PA      | $367064.96    | 0.10%             | 2024-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                  | GM Financial Consumer Automobile Receivables Trust 2019-4                 | CUSIP: 36258MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $444753.23    | 0.12%             | 2025-01-16      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CGI INC                                        | CGI Inc                                                                   | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $256844.10    | 0.07%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                           | CUSIP: 31391DGW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7153 | PA      | $7134.72      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                   | Avangrid Inc                                                              | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    425000 | PA      | $406510.61    | 0.11%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                                 | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    525000 | PA      | $469253.66    | 0.13%             | 2025-09-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2021-1 Ltd                                                    | CUSIP: 67402JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $683517.10    | 0.18%             | 2034-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                          | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    414000 | PA      | $385648.99    | 0.10%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2022-4                             | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $587841.30    | 0.16%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                        | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    473000 | PA      | $459679.55    | 0.12%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                   | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    420000 | PA      | $368638.69    | 0.10%             | 2026-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                        | BMW Vehicle Owner Trust 2020-A                                            | CUSIP: 09661RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259269 | PA      | $255894.79    | 0.07%             | 2024-10-25      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                         | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    293000 | PA      | $279170.37    | 0.08%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                         | CUSIP: 36264PAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680761 | PA      | $523449.89    | 0.14%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                | OGE Energy Corp                                                           | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    284000 | PA      | $279010.57    | 0.08%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2019-F                          | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356770 | PA      | $330366.40    | 0.09%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                              | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    702000 | PA      | $674478.22    | 0.18%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                              | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    298000 | PA      | $283540.12    | 0.08%             | 2023-08-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                               | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    288000 | PA      | $284524.06    | 0.08%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                            | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    213000 | PA      | $211242.59    | 0.06%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                 | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    467000 | PA      | $434907.18    | 0.12%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    393000 | PA      | $362767.57    | 0.10%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2022-A                                       | CUSIP: 345286AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $685995.45    | 0.18%             | 2027-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2020-2                           | CUSIP: 03066EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1321846.70   | 0.36%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    278000 | PA      | $247923.21    | 0.07%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                              | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    326000 | PA      | $330632.84    | 0.09%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BLACK HILLS CORP                               | Black Hills Corp                                                          | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    279000 | PA      | $260366.16    | 0.07%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                               | CUSIP: 02665WDC2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389852.73    | 0.10%             | 2023-01-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                   | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    349000 | PA      | $324814.91    | 0.09%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3652600 | PA      | $3587466.98   | 0.96%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                      | Aflac Inc                                                                 | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    410000 | PA      | $363713.42    | 0.10%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152434.72    | 0.04%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXXI Ltd                                                 | CUSIP: 09631BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $478351.50    | 0.13%             | 2034-04-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                         | John Deere Owner Trust 2022-B                                             | CUSIP: 47800AAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $922621.29    | 0.25%             | 2029-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107900 | PA      | $97434.54     | 0.03%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                 | CUSIP: 01609WAS1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $553680.84    | 0.15%             | 2023-06-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                                      | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $273047.12    | 0.07%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                        | CUSIP: 74456QBD7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479027.05    | 0.13%             | 2024-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | CarMax Auto Owner Trust 2022-1                                            | CUSIP: 14317CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $681835.05    | 0.18%             | 2027-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD                               | Carbone Clo Ltd                                                           | CUSIP: 141312AA6<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246606.75    | 0.07%             | 2031-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                         | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    474000 | PA      | $449838.32    | 0.12%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT                         | US Airways 2012-1 Class A Pass Through Trust                              | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195982 | PA      | $189742.80    | 0.05%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                       | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $340651.91    | 0.09%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                        | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    634000 | PA      | $632500.96    | 0.17%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                              | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    384000 | PA      | $358000.50    | 0.10%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos Clo Xxv                                                            | CUSIP: 03762YAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    840000 | PA      | $826739.76    | 0.22%             | 2031-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                               | CUSIP: 31429KAD5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $284512.04    | 0.08%             | 2025-02-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    186000 | PA      | $164763.10    | 0.04%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                           | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    257000 | PA      | $236691.07    | 0.06%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                            | Sound Point CLO XXIII                                                     | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $772423.20    | 0.21%             | 2034-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    271000 | PA      | $241971.79    | 0.07%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                  | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    176000 | PA      | $170447.40    | 0.05%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                        | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $415120.15    | 0.11%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                            | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    328000 | PA      | $316090.36    | 0.08%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                            | BHMS 2018-ATLS                                                            | CUSIP: 05549GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1837852.00   | 0.49%             | 2035-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                        | CUSIP: 05565EBZ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    505000 | PA      | $487801.22    | 0.13%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                 | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    468000 | PA      | $436148.30    | 0.12%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| BOFA SECURITIES, INC.                          | BOFA SECURITIES INC                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   1149290 | PA      | $1149290.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                               | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    386000 | PA      | $357180.12    | 0.10%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                   | CUSIP: 24422EWB1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    184000 | PA      | $174254.52    | 0.05%             | 2025-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RYK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16321 | PA      | $16116.96     | 0.00%             | 2057-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                       | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $498881.29    | 0.13%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle US Clo 2017-2 Ltd                                                 | CUSIP: 14315JAS8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $780798.40    | 0.21%             | 2031-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust 2013-C14                                  | CUSIP: 92890PAJ3<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |   5720000 | PA      | $4361424.50   | 1.17%             | 2046-06-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                               | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    326000 | PA      | $318271.36    | 0.09%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                          | Marble Point CLO XIV Ltd                                                  | CUSIP: 56608KAN3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $704541.60    | 0.19%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | CarMax Auto Owner Trust 2021-2                                            | CUSIP: 14314QAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $270899.91    | 0.07%             | 2026-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                            | Eaton Vance Clo 2015-1 Ltd                                                | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $285277.50    | 0.08%             | 2030-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                            | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374437.02    | 0.10%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    348000 | PA      | $306175.34    | 0.08%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2021-C                                     | CUSIP: 44935FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $762504.32    | 0.21%             | 2027-12-15      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                           | CUSIP: 65559CAC5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    395000 | PA      | $369909.68    | 0.10%             | 2024-05-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    128900 | PA      | $111951.66    | 0.03%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust 2021-ESH                                      | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1269050 | PA      | $1220883.48   | 0.33%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                         | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    933000 | PA      | $899279.03    | 0.24%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400287.88    | 0.11%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2021-F                          | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276457 | PA      | $233080.27    | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                 | Deephaven Residential Mortgage Trust 2022-2                               | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455392 | PA      | $435092.29    | 0.12%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                 | Ready Capital Mortgage Financing 2020-FL4 LLC                             | CUSIP: 75575JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    796484 | PA      | $778201.91    | 0.21%             | 2035-02-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    174300 | PA      | $173374.03    | 0.05%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-II Ltd                                                  | CUSIP: 12547LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $879795.90    | 0.24%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    272000 | PA      | $264399.16    | 0.07%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    425000 | PA      | $392280.50    | 0.11%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                         | National Securities Clearing Corp                                         | CUSIP: 637639AA3<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346414.34    | 0.09%             | 2023-04-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                                               | CUSIP: 87020PAL1<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    425000 | PA      | $410997.69    | 0.11%             | 2023-09-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2022-PSB                                                         | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425082 | PA      | $424776.96    | 0.11%             | 2039-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                         | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481621.25    | 0.13%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                              | USAA Capital Corp                                                         | CUSIP: 90327QD48<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277172.57    | 0.07%             | 2023-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                  | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    370000 | PA      | $333870.61    | 0.09%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                                    | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142798.27    | 0.04%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                              | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203906.86    | 0.05%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    907000 | PA      | $866987.59    | 0.23%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                        | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    323000 | PA      | $293611.04    | 0.08%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375UZF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    459117 | PA      | $454857.30    | 0.12%             | 2067-03-20      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                          | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    518000 | PA      | $490217.79    | 0.13%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2019-C Owner Trust                                | CUSIP: 89238UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759983 | PA      | $753870.16    | 0.20%             | 2024-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                               | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    475000 | PA      | $433338.68    | 0.12%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                              | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    372000 | PA      | $363913.88    | 0.10%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                         | Oscar US Funding XIII LLC                                                 | CUSIP: 68785BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    400000 | PA      | $377582.74    | 0.10%             | 2025-09-10      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust 2021-WILL                                                       | CUSIP: 05591VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3284857.80   | 0.88%             | 2038-06-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Wellman Park CLO Ltd                           | Wellman Park CLO Ltd                                                      | CUSIP: 949723AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489754.00    | 0.13%             | 2034-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                            | PFS Financing Corp                                                        | CUSIP: 69335PED3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $553730.88    | 0.15%             | 2026-08-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                 | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    713000 | PA      | $673905.58    | 0.18%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44101000 | PA      | $43825368.75  | 11.78%            | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                       | Trans-Allegheny Interstate Line Co                                        | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $262816.57    | 0.07%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    496000 | PA      | $460790.39    | 0.12%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $260829.06    | 0.07%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                   | Drive Auto Receivables Trust 2021-1                                       | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50911 | PA      | $50837.52     | 0.01%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                        | Daimler Trucks Finance North America LLC                                  | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    710000 | PA      | $681691.96    | 0.18%             | 2025-04-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                       | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    258000 | PA      | $225171.47    | 0.06%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                         | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    417000 | PA      | $411092.22    | 0.11%             | 2024-05-22      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust             | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89767 | PA      | $84274.73     | 0.02%             | 2034-06-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                 | Benefit Street Partners CLO XIX Ltd                                       | CUSIP: 08182RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $982271.00    | 0.26%             | 2033-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $843317.26    | 0.23%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                 | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    173000 | PA      | $159424.13    | 0.04%             | 2025-05-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375UDY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    701102 | PA      | $698358.27    | 0.19%             | 2063-12-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                | CUSIP: 60687YBC2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $616676.09    | 0.17%             | 2024-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 48                 | Octagon Investment Partners 48 Ltd                                        | CUSIP: 67577UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $974787.00    | 0.26%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                    | CUSIP: 11271RAA7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $344731.50    | 0.09%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                         | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    395000 | PA      | $349206.06    | 0.09%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                   | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    261000 | PA      | $248167.32    | 0.07%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                              | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    614000 | PA      | $593787.91    | 0.16%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                    | Equinix Inc                                                               | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    475000 | PA      | $429938.62    | 0.12%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    268000 | PA      | $261899.42    | 0.07%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                       | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    334000 | PA      | $291210.64    | 0.08%             | 2027-01-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376RSG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2086713 | PA      | $2068102.66   | 0.56%             | 2065-07-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                  | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    421000 | PA      | $379722.20    | 0.10%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                           | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    467000 | PA      | $426656.39    | 0.11%             | 2025-09-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38375BSK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1256357 | PA      | $1250859.05   | 0.34%             | 2062-02-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RZD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63761 | PA      | $62676.59     | 0.02%             | 2057-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                              | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    233000 | PA      | $209886.61    | 0.06%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                              | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    462000 | PA      | $416929.32    | 0.11%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    307000 | PA      | $285848.74    | 0.08%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376RWQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1753639 | PA      | $1727815.21   | 0.46%             | 2066-06-20      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    316000 | PA      | $322657.63    | 0.09%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                       | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    536000 | PA      | $515804.73    | 0.14%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                            | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236339.63    | 0.06%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                            | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    187000 | PA      | $175833.81    | 0.05%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB Bank ASA                                                              | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    465000 | PA      | $448739.01    | 0.12%             | 2025-03-28      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                              | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    467000 | PA      | $451167.82    | 0.12%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2015-1 Ltd                                               | CUSIP: 67109BDC5<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1561212.80   | 0.42%             | 2037-01-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2019-3                           | CUSIP: 03066NAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59983 | PA      | $59897.50     | 0.02%             | 2025-07-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 3136A1PU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87393 | PA      | $86168.60     | 0.02%             | 2041-10-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    457000 | PA      | $432626.02    | 0.12%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                 | CUSIP: 040555CQ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    425000 | PA      | $411612.27    | 0.11%             | 2024-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                        | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    447000 | PA      | $417359.26    | 0.11%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10               | CUSIP: 61762MBW0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1240265.50   | 0.33%             | 2046-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                        | GA Global Funding Trust                                                   | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470075.96    | 0.13%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy Inc                                                           | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    658000 | PA      | $634336.56    | 0.17%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                           | FS RIALTO                                                                 | CUSIP: 30319YAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1805819.80   | 0.49%             | 2038-05-16      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1154836.06   | 0.31%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    262000 | PA      | $255303.55    | 0.07%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                         | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    531000 | PA      | $479724.95    | 0.13%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                 | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    454000 | PA      | $441004.70    | 0.12%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                       | Ameriprise Financial Inc                                                  | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    234000 | PA      | $224338.51    | 0.06%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                             | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    388000 | PA      | $385378.21    | 0.10%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                             | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    479000 | PA      | $492367.38    | 0.13%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-INV3                                        | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206445 | PA      | $179657.14    | 0.05%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                   | NATIONAL BANK FINANCIAL                                                   | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |   1149290 | PA      | $1149290.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                | CUSIP: 75513ECF6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    435000 | PA      | $430068.57    | 0.12%             | 2023-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                         | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    428000 | PA      | $396020.63    | 0.11%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    537000 | PA      | $531784.20    | 0.14%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                            | Georgia-Pacific LLC                                                       | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457192.23    | 0.12%             | 2025-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                 | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    449000 | PA      | $432692.64    | 0.12%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                               | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201257.31    | 0.05%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                           | CUSIP: 65559CAB7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    293000 | PA      | $261698.28    | 0.07%             | 2025-08-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189400 | PA      | $169979.10    | 0.05%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                           | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    324000 | PA      | $312954.54    | 0.08%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                       | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    466000 | PA      | $485958.09    | 0.13%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    384000 | PA      | $351832.45    | 0.09%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| CARGILL INC                                    | Cargill Inc                                                               | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154957.28    | 0.04%             | 2025-04-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                                     | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    223000 | PA      | $216269.12    | 0.06%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                  | Nissan Auto Receivables 2018-C Owner Trust                                | CUSIP: 65478NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55597 | PA      | $55571.57     | 0.01%             | 2025-06-16      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                       | Harley-Davidson Financial Services Inc                                    | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    270000 | PA      | $240834.83    | 0.06%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                        | CUSIP: 3137BLD88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297503 | PA      | $291430.48    | 0.08%             | 2045-09-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                               | CUSIP: 02665WDK4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    509000 | PA      | $498744.48    | 0.13%             | 2023-07-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                       | Ameriprise Financial Inc                                                  | CUSIP: 03076CAF3<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    485000 | PA      | $481797.23    | 0.13%             | 2023-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                  | CUSIP: 571748AU6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    460000 | PA      | $455221.46    | 0.12%             | 2023-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    301000 | PA      | $288318.23    | 0.08%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2022-B                          | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1214808 | PA      | $1136524.28   | 0.31%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2015-2 Ltd                                              | CUSIP: 69689CAW6<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |    962537 | PA      | $951646.59    | 0.26%             | 2030-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                          | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471395.28    | 0.13%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                        | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    233000 | PA      | $224298.14    | 0.06%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                 | Octagon Investment Partners 32 Ltd                                        | CUSIP: 67578BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1058583.90   | 0.28%             | 2029-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                                          | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    475000 | PA      | $455912.48    | 0.12%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131734.38    | 0.04%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2021-3                           | CUSIP: 03066JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $506869.06    | 0.14%             | 2027-08-18      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                         | Old Republic International Corp                                           | CUSIP: 680223AJ3<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    587000 | PA      | $583936.90    | 0.16%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2013-C15                       | CUSIP: 46640NAP3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1731428.97   | 0.47%             | 2045-11-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                 | Trafigura Securitisation Finance PLC 2021-1                               | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    650000 | PA      | $598660.40    | 0.16%             | 2025-01-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-1 C                 | THL Credit Wind River 2019-1 CLO Ltd                                      | CUSIP: 97316JAC7<br>LEI: 549300TGVPUHSOMYKZ89 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1797804.10   | 0.48%             | 2034-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                            | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    472000 | PA      | $447594.31    | 0.12%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                       | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    473000 | PA      | $419295.76    | 0.11%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                        | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    276000 | PA      | $273416.16    | 0.07%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                | CUSIP: 14040HBU8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520000.00    | 0.14%             | 2023-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                 | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                    | CUSIP: 03880RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1825890.40   | 0.49%             | 2036-11-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                   | RBC DOMINION SECURITIES INC                                               | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   1149290 | PA      | $1149290.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                         | National Securities Clearing Corp                                         | CUSIP: 637639AB1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231953.35    | 0.06%             | 2025-04-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB Bank ASA                                                              | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    611000 | PA      | $611651.78    | 0.16%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 6 Ltd                                                             | CUSIP: 48661NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1282893.30   | 0.34%             | 2033-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                               | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    213000 | PA      | $183853.74    | 0.05%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                              | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    463000 | PA      | $440899.06    | 0.12%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                    | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    587000 | PA      | $535099.64    | 0.14%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                            | PFS Financing Corp                                                        | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $634756.46    | 0.17%             | 2027-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                  | DEUTSCHE BANK SEC INC                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |   1149290 | PA      | $1149290.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                             | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    473000 | PA      | $443173.98    | 0.12%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                | Ross Stores Inc                                                           | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    423000 | PA      | $420588.95    | 0.11%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2022-P1                                    | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $721385.93    | 0.19%             | 2027-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 31398SSH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606299 | PA      | $605128.59    | 0.16%             | 2030-12-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                        | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    226000 | PA      | $216783.01    | 0.06%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    157000 | PA      | $150188.17    | 0.04%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    252000 | PA      | $250799.06    | 0.07%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    738000 | PA      | $725502.18    | 0.20%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                               | Triton Container International Ltd                                        | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    121000 | PA      | $116800.34    | 0.03%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                     | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383563.32    | 0.10%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2021-2                             | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207742 | PA      | $207167.81    | 0.06%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38380QBN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    843492 | PA      | $845103.98    | 0.23%             | 2070-04-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                         | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    519000 | PA      | $488216.53    | 0.13%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                  | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    374000 | PA      | $349201.94    | 0.09%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                   | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    506000 | PA      | $455206.26    | 0.12%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                            | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $540139.58    | 0.15%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                          | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    464000 | PA      | $448767.06    | 0.12%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $771192.96    | 0.21%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RAC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15154 | PA      | $15018.80     | 0.00%             | 2056-07-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                               | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    259000 | PA      | $252281.17    | 0.07%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                    | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35361.23     | 0.01%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376RRL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637237 | PA      | $628656.38    | 0.17%             | 2066-03-20      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                          | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    368000 | PA      | $362388.67    | 0.10%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                 | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $250070.90    | 0.07%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                   | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318260.19    | 0.09%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                       | Interstate Power and Light Co                                             | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    485000 | PA      | $468198.83    | 0.13%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                            | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    461000 | PA      | $421709.28    | 0.11%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236818.03    | 0.06%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                        | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $177935.02    | 0.05%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 34 CLO Ltd                                                        | CUSIP: 92332CAA7<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244070.25    | 0.07%             | 2031-10-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                             | Elmwood CLO IX Ltd                                                        | CUSIP: 29003UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $439639.65    | 0.12%             | 2034-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                   | Assurant Inc                                                              | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326434.53    | 0.09%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                           | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    418000 | PA      | $365632.41    | 0.10%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                           | CUSIP: 166756AJ5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486274.81    | 0.13%             | 2023-08-11      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                               | CUSIP: 141781BL7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    219000 | PA      | $214589.51    | 0.06%             | 2023-07-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    392000 | PA      | $378418.20    | 0.10%             | 2024-09-08      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                          | CUSIP: 06406RBF3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    733000 | PA      | $717053.36    | 0.19%             | 2025-06-13      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden XXVIII Senior Loan Fund                                            | CUSIP: 26251BAL0<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | KY        |    477917 | PA      | $474207.81    | 0.13%             | 2030-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                   | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    462000 | PA      | $404538.46    | 0.11%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    457000 | PA      | $450492.82    | 0.12%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                            | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    502000 | PA      | $483439.19    | 0.13%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                               | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    236000 | PA      | $226161.17    | 0.06%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                    | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $474794.96    | 0.13%             | 2023-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                       | BXMT 2021-FL4 Ltd                                                         | CUSIP: 05609GAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1368069.60   | 0.37%             | 2038-05-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                       | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    271000 | PA      | $266911.41    | 0.07%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                            | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    721000 | PA      | $696359.67    | 0.19%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                       | Element Fleet Management Corp                                             | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    587000 | PA      | $556314.67    | 0.15%             | 2025-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   1724000 | NS      | $1724000.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                      | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    465000 | PA      | $379945.58    | 0.10%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 912828T91<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18713100 | PA      | $18249659.79  | 4.91%             | 2023-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    430000 | PA      | $413810.13    | 0.11%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                   | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    468000 | PA      | $435604.81    | 0.12%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                    | Oracle Corp                                                               | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    288000 | PA      | $271790.91    | 0.07%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                      | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43035.15     | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                      | Mylan Inc                                                                 | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    433000 | PA      | $432672.94    | 0.12%             | 2023-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1A                        | Delta Air Lines 2019-1 Class A Pass Through Trust                         | CUSIP: 24737RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $239023.05    | 0.06%             | 2024-04-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                             | THL Credit Wind River 2018-2 Clo Ltd                                      | CUSIP: 88434HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $820488.00    | 0.22%             | 2030-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                                           | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    629000 | PA      | $590986.47    | 0.16%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                 | GM Financial Automobile Leasing Trust 2022-3                              | CUSIP: 380130AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $490205.75    | 0.13%             | 2026-08-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2020-1 Trust                       | CUSIP: 95002KAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192280 | PA      | $159968.62    | 0.04%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                  | CITIGROUP GLOBAL MARKETS INC                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |    268767 | PA      | $268767.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | AmeriCredit Automobile Receivables Trust 2020-1                           | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $871102.98    | 0.23%             | 2025-10-20      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A                         | Delta Air Lines 2020-1 Class A Pass Through Trust                         | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150950 | PA      | $128397.22    | 0.03%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                        | United Airlines 2020-1 Class A Pass Through Trust                         | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227630 | PA      | $224746.14    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite XXVI Ltd                                                        | CUSIP: 55954YAS4<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481986.00    | 0.13%             | 2034-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  56033000 | NS      | $56033000.00  | 15.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379UD52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8652 | PA      | $8594.26      | 0.00%             | 2049-05-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2018-IV Ltd                                                  | CUSIP: 17181TAA9<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $591086.40    | 0.16%             | 2031-10-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                    | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    386000 | PA      | $360642.09    | 0.10%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| American Express Credit Accoun                 | American Express Credit Account Master Trust                              | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1467572.70   | 0.39%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                          | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176446.82    | 0.05%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                   | CUSIP: 05578AAA6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249857.48    | 0.07%             | 2023-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45265.19     | 0.01%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                           | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    480000 | PA      | $483045.39    | 0.13%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RZY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109078 | PA      | $105245.82    | 0.03%             | 2051-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                        | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    431000 | PA      | $422061.88    | 0.11%             | 2025-04-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    644000 | PA      | $571349.32    | 0.15%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite XXVII Ltd                                                       | CUSIP: 55955EAL2<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1463041.50   | 0.39%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                   | CUSIP: 064159YM2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    432000 | PA      | $418593.05    | 0.11%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    990000 | PA      | $911967.17    | 0.25%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                             | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    388000 | PA      | $382560.39    | 0.10%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                               | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    448000 | PA      | $429752.38    | 0.12%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 31397UJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867062 | PA      | $854872.92    | 0.23%             | 2041-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                     | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    555000 | PA      | $516980.93    | 0.14%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                        | CUSIP: 254687CR5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    259000 | PA      | $257086.77    | 0.07%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                            | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    265000 | PA      | $233984.81    | 0.06%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    496000 | PA      | $484823.58    | 0.13%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38379RTQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51972 | PA      | $50793.26     | 0.01%             | 2057-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                        | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    532000 | PA      | $486835.16    | 0.13%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                  | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    399000 | PA      | $394541.47    | 0.11%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                         | IPALCO Enterprises Inc                                                    | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69815.36     | 0.02%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                            | LSEGA Financing PLC                                                       | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $450834.79    | 0.12%             | 2024-04-06      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                              | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    329000 | PA      | $293296.92    | 0.08%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                        | Hanover Insurance Group Inc/The                                           | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    257000 | PA      | $251771.42    | 0.07%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1436150.31   | 0.39%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                  | CUSIP: 26442UAF1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286935.67    | 0.08%             | 2023-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                           | CUSIP: 31391CDB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8274 | PA      | $8488.56      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    565000 | PA      | $489877.33    | 0.13%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                          | CUSIP: 83051GAN8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    954000 | PA      | $925017.48    | 0.25%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                 | Sofi Professional Loan Program 2018-A LLC                                 | CUSIP: 83406EAC9<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    481238 | PA      | $463015.09    | 0.12%             | 2042-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                 | WMRK Commercial Mortgage Trust 2022-WMRK                                  | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249779.83    | 0.07%             | 2027-11-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                    | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    198000 | PA      | $185165.34    | 0.05%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                           | CUSIP: 313747AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $383109.21    | 0.10%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                 | AGL CLO 13 Ltd                                                            | CUSIP: 00120JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $781240.80    | 0.21%             | 2034-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78013XW61<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $225028.15    | 0.06%             | 2023-10-05      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                  | CUSIP: 86959LAF0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $782692.04    | 0.21%             | 2023-06-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2021-A                          | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184756 | PA      | $159902.20    | 0.04%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS                       | Five Corners Funding Trust                                                | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $353056.65    | 0.09%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding IV CLO Ltd                                                  | CUSIP: 150323BA0<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $972243.00    | 0.26%             | 2034-07-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                         | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    325000 | PA      | $305032.54    | 0.08%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| CNH Equipment Trust                            | CNH Equipment Trust 2021-C                                                | CUSIP: 12598LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $512897.72    | 0.14%             | 2026-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                         | Reliance Standard Life Global Funding II                                  | CUSIP: 75951AAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $494199.75    | 0.13%             | 2023-01-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                     | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    566000 | PA      | $545185.12    | 0.15%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    261000 | PA      | $227645.45    | 0.06%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES XLVI CLO Ltd                                                         | CUSIP: 04016UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $675203.20    | 0.18%             | 2030-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                         | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    651000 | PA      | $632259.75    | 0.17%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                       | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    477000 | PA      | $439050.93    | 0.12%             | 2026-01-21      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                                           | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    465000 | PA      | $431204.13    | 0.12%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                  | CUSIP: 86959LAJ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    468000 | PA      | $453779.46    | 0.12%             | 2025-06-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 31395DC80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896922 | PA      | $884488.87    | 0.24%             | 2036-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                 | CARDS II Trust                                                            | CUSIP: 14161GBY5<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | CA        |   1350000 | PA      | $1273624.43   | 0.34%             | 2027-04-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    389000 | PA      | $389303.40    | 0.10%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                  | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    273000 | PA      | $268440.90    | 0.07%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                         | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    277000 | PA      | $255442.60    | 0.07%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                      | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    467000 | PA      | $462160.17    | 0.12%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                        | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $654106.23    | 0.18%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust 2021-1                                             | CUSIP: 57110NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525294 | PA      | $518313.62    | 0.14%             | 2031-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    317000 | PA      | $303489.26    | 0.08%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    103700 | PA      | $103027.57    | 0.03%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    274000 | PA      | $244429.50    | 0.07%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                       | SMBC Aviation Capital Finance DAC                                         | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $298365.07    | 0.08%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust 2021-ESH                                      | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488096 | PA      | $470064.38    | 0.13%             | 2038-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                       | CUSIP: 03027XAB6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    258000 | PA      | $257697.76    | 0.07%             | 2023-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    407000 | PA      | $378257.42    | 0.10%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                      | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    446000 | PA      | $439203.01    | 0.12%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                               | CUSIP: 63859UBE2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    399000 | PA      | $398210.45    | 0.11%             | 2023-01-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                | HGI CRE CLO 2021-FL1 Ltd                                                  | CUSIP: 40441LAE6<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1289944.02   | 0.35%             | 2036-06-16      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                       | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    335000 | PA      | $300565.05    | 0.08%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                        | CUSIP: 31398W6B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    467179 | PA      | $464569.21    | 0.12%             | 2036-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                         | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $314840.43    | 0.08%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                           | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    266000 | PA      | $259963.67    | 0.07%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                             | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    475000 | PA      | $456723.90    | 0.12%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45360.87     | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2014-C19                       | CUSIP: 46641WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $823875.21    | 0.22%             | 2047-04-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                          | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    194000 | PA      | $176833.13    | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                       | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375778.00    | 0.10%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                 | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                    | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $696253.80    | 0.19%             | 2036-11-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                                               | CUSIP: 87020PAQ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    371000 | PA      | $356892.06    | 0.10%             | 2025-04-04      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                               | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    469000 | PA      | $449806.97    | 0.12%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                              | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $583543.75    | 0.16%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                | VMC Finance 2021-FL4 LLC                                                  | CUSIP: 91835RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3691531.80   | 0.99%             | 2036-06-16      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                 | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                    | CUSIP: 03880KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $92633.50     | 0.02%             | 2034-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                                          | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128489.11    | 0.03%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    444000 | PA      | $433929.30    | 0.12%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                   | CUSIP: 773903AK5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296925.40    | 0.08%             | 2023-08-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: —       |
| Oak Hill Credit Partners                       | OHA Credit Partners XVI                                                   | CUSIP: 67115LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1956542.00   | 0.53%             | 2034-10-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                               | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123719.18    | 0.03%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                           | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    408000 | PA      | $402137.40    | 0.11%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                      | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    466000 | PA      | $435544.38    | 0.12%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75078.91     | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    121000 | PA      | $105149.96    | 0.03%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25768.19     | 0.01%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33                 | Octagon Investment Partners 33 Ltd                                        | CUSIP: 675711AA3<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $395640.40    | 0.11%             | 2031-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                              | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    441000 | PA      | $413028.04    | 0.11%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2013-C17                       | CUSIP: 46640UAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1560201.44   | 0.42%             | 2047-01-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| AQUARION CO                                    | Aquarion Co                                                               | CUSIP: 03838WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $209332.96    | 0.06%             | 2024-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2021-ARIA                                                        | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $747551.44    | 0.20%             | 2036-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                  | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    424000 | PA      | $415884.74    | 0.11%             | 2024-05-11      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                   | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    684000 | PA      | $654889.65    | 0.18%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    651300 | PA      | $647636.44    | 0.17%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1249849.20   | 0.34%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                | HGI CRE CLO 2021-FL1 Ltd                                                  | CUSIP: 40441LAJ5<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $1947355.94   | 0.52%             | 2036-06-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings CLO Ltd 2017-I                                                    | CUSIP: 06760BAC6<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243903.75    | 0.07%             | 2029-07-18      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                      | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61763.51     | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2021-22 Ltd                                                       | CUSIP: 67117TAA3<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $340851.70    | 0.09%             | 2034-12-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2017-GPTX                               | CUSIP: 36257CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $479650.00    | 0.13%             | 2034-05-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                         | CUSIP: 31398N2W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225960 | PA      | $222352.05    | 0.06%             | 2040-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    408000 | PA      | $356191.74    | 0.10%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                 | JPMorgan Chase Bank NA - CACLN                                            | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299958 | PA      | $282821.45    | 0.08%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1815800 | PA      | $1743097.07   | 0.47%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                        | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    386000 | PA      | $378869.11    | 0.10%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2014-2 Ltd                                                  | CUSIP: 28622QAB7<br>LEI: 635400HAVYYWWB139K27 | Long             | ABS-CBDO         | CORP              | KY        |    588211 | PA      | $583115.68    | 0.16%             | 2029-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1808200 | PA      | $1739763.10   | 0.47%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                 | Honda Auto Receivables 2020-2 Owner Trust                                 | CUSIP: 43813DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283271 | PA      | $279139.51    | 0.08%             | 2024-07-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2014-4                                             | CUSIP: 81745LBP7<br>LEI: 549300BU8OEB78D7JI24 | Long             | ABS-MBS          | CORP              | US        |    181231 | PA      | $165394.08    | 0.04%             | 2044-11-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                         | John Deere Owner Trust 2022-C                                             | CUSIP: 47800BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1158040.57   | 0.31%             | 2029-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                            | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $982315.16    | 0.26%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Global Market Strategies CLO 2014-2R Ltd                          | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    492818 | PA      | $485352.09    | 0.13%             | 2031-05-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                              | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    191000 | PA      | $187882.64    | 0.05%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2020-G                          | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392670 | PA      | $348471.65    | 0.09%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                  | GM Financial Consumer Automobile Receivables Trust 2022-4                 | CUSIP: 36265QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $602260.74    | 0.16%             | 2028-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                               | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    550000 | PA      | $498621.28    | 0.13%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                           | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    646000 | PA      | $613027.18    | 0.16%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                           | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    233000 | PA      | $223258.70    | 0.06%             | 2027-04-27      | Fixed         | 3.85%                 | 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        |    507300 | PA      | $505474.66    | 0.14%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                       | CUSIP: 14913R2D8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    423000 | PA      | $414541.40    | 0.11%             | 2023-07-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                      | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    470000 | PA      | $463227.52    | 0.12%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                   | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    473000 | PA      | $447233.35    | 0.12%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva                 | Capital One Prime Auto Receivables Trust 2019-1                           | CUSIP: 14042WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260143 | PA      | $260233.70    | 0.07%             | 2024-10-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2018-CH1                                           | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     59776 | PA      | $55368.89     | 0.01%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                       | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499485.17    | 0.13%             | 2023-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                        | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    424000 | PA      | $395714.47    | 0.11%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                         | Sixth Street Specialty Lending Inc                                        | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    440000 | PA      | $424282.33    | 0.11%             | 2024-11-01      | Fixed         | 3.88%                 | 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        |     10116 | PA      | $9803.74      | 0.00%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    475000 | PA      | $421155.18    | 0.11%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2017-H1                                    | CUSIP: 61691JAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276791 | PA      | $264796.12    | 0.07%             | 2050-06-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                   | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    401000 | PA      | $386243.64    | 0.10%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376RLL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1837554 | PA      | $1822773.48   | 0.49%             | 2065-11-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                        | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    433000 | PA      | $421714.52    | 0.11%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                          | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107296.79    | 0.03%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                           | Duke Energy Ohio Inc                                                      | CUSIP: 26442EAD2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    385000 | PA      | $381764.59    | 0.10%             | 2023-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                             | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    369000 | PA      | $344066.19    | 0.09%             | 2024-08-09      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                  | CUSIP: 38376RTW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    402829 | PA      | $401245.64    | 0.11%             | 2066-02-20      | Floating      | 4.56%                 | 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