# EDGAR Filing Document

**Accession Number:** 0000837276
**File Stem:** 0000940400-26-022830
**Filing Date:** 2026-6
**Character Count:** 116457
**Document Hash:** 5650f2658dc9b949265b437fc19fc6c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022830.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022830

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05629
- **FILM NUMBER:** 261048496

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6942040762.87

**Total Liabilities:** $362668895.40

**Net Assets:** $6579371867.47

**Stand-by Commitments:** $10501616.00

**Cash Not Reported:** $78267467.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1069.01122000 | **1-Year:** 15178.78949000 | **5-Year:** 48327.36259000 | **10-Year:** 12720.29320000 | **30-Year:** 0.00000000

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

- **3-Month:** 611.17281000 | **1-Year:** 123701.17834000 | **5-Year:** 140221.73370000 | **10-Year:** 65887.08456000 | **30-Year:** 114459.12684000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015824 | 0.26%                | -0.67%               | -3.27%               |
| Class ID C000168694 | 0.26%                | -0.67%               | -3.26%               |
| Class ID C000015825 | 0.22%                | -0.63%               | -3.30%               |
| Class ID C000015823 | 0.20%                | -0.69%               | -3.30%               |
| Class ID C000015826 | 0.23%                | -0.65%               | -3.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $63923043.83             | $-70155466.88                              |
| Month 2  | $48393875.36             | $-102261570.12                             |
| Month 3  | $-3604863.25             | $-238969954.30                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NiSource Inc.                                                     | NI V5.75 07/15/56                                                | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  18775000 | PA      | $18495359.52  | 0.28%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)                  | SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)                 | CUSIP: 86564TMS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1651185.80   | 0.03%             | 2026-09-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bending Spoons US Inc                                             | VOYA T.ROWE PRICE CAPITAL                                        | CUSIP: 08167PAD8<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |  20796000 | PA      | $19106325.00  | 0.29%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                  | YUM 5.35 11/01/43                                                | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  11966000 | PA      | $11457683.12  | 0.17%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                            | FAIRIC 6 05/15/33 144A                                           | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   4722000 | PA      | $4636160.65   | 0.07%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                      | Bentley Systems Incorporated COM CL B                            | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |    448814 | NS      | $15762347.68  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Natural Resources Limited                                | Canadian Natural Resources Limited COM                           | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    741791 | NS      | $36147475.43  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)                        | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)                       | CUSIP: 86959TUX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1852683.49   | 0.03%             | 2026-10-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Ellucian                                                          | Ellucian Term Loan B 300 2029-10-01                              | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |  16138869 | PA      | $15711189.13  | 0.24%             | 2029-10-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.5 11/30/30                                                   | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200336000 | PA      | $196665782.38 | 2.99%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                         | IQV 5 05/15/27 144A                                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3141000 | PA      | $3130962.62   | 0.05%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                                      | Alnylam Pharmaceuticals Inc. COM                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |    174532 | NS      | $57747402.84  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | NFLX A 2027-01-15 CALL 98                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -833 | NC      | $-1120707.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                                     | JEFFERIES LLC                                                    | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |   6771090 | PA      | $6771090.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                | RYAN SPECIALTY 09/15/2031                                        | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    823744 | PA      | $823743.71    | 0.01%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 12/31/30                                                 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78194000 | PA      | $77138686.74  | 1.17%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                      | Chevron Corp. COM                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76000 | NS      | $15724400.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 01/31/31                                                  | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110791000 | PA      | $109856200.94 | 1.67%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | IR A 2027-01-15 CALL 95                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -164 | NC      | $-90405.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                        | USI INC/NY 11/23/2029                                            | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |  16826882 | PA      | $16793833.67  | 0.26%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                   | TDG 6.625 03/01/32 144A                                          | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  23372000 | PA      | $23865616.64  | 0.36%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASL CAPITAL MARKETS INC.                                          | ASL CAPITAL MARKETS INC                                          | CUSIP: 000000000<br>LEI: 549300EW662SP9W6FB39 | Long             | RA               | CORP              | US        |  19903535 | PA      | $19903535.00  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | MA A 2027-01-15 CALL 570                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |       -66 | NC      | $-166488.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                  | SKANDINAVISKA ENSKILDA BANKEN AB                                 | CUSIP: 83050WTR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2402500.44   | 0.04%             | 2026-09-16      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                 | HLT 5.875 04/01/29 144A                                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   6073000 | PA      | $6135460.81   | 0.09%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                       | Cencora Inc COM                                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    286926 | NS      | $90134933.64  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORPORATION                               | SUMITOMO MITSUI BANKING CORPORATION                              | CUSIP: 86564KDD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1900262.01   | 0.03%             | 2026-09-23      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                      | WYNDHAM HOTELS 05/28/2030                                        | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   3717084 | PA      | $3733346.40   | 0.06%             | 2030-05-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Arcellx Inc                                                       | Arcellx Inc COMMON STOCK                                         | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137328 | NS      | $15768000.96  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BETHESDA SECURITIES, LLC                                          | BETHESDA SECURITIES LLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  12628460 | PA      | $12628460.00  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK (NEW YORK BRANCH)                           | TORONTO-DOMINION BANK (NEW YORK BRANCH)                          | CUSIP: 89115M2W5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2198617.96   | 0.03%             | 2026-09-11      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | NFLX A 2027-01-15 CALL 96                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -855 | NC      | $-1236140.96  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FILTRATION GRO 10/24/2028                                         | FILTRATION GRO 10/23/2028                                        | CUSIP: 000000000<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   4823000 | PA      | $4831372.73   | 0.07%             | 2028-10-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | GOOGL A 2027-01-15 CALL 400                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -251 | NC      | $-198045.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                       | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                      | CUSIP: 05253MA38<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2400140.64   | 0.04%             | 2026-04-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                                                  | Cytokinetics Inc COM NEW                                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    510356 | NS      | $33637563.96  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                                        | AMD A 2027-01-15 CALL 310                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -167 | NC      | $-239795.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | HSBC Bank PLC VAR CP 17/06/2026 USD (SEC REGD)                   | CUSIP: 40433FWA3<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |   2550000 | PA      | $2551441.89   | 0.04%             | 2026-06-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | GOOGL A 2027-01-15 CALL 340                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -136 | NC      | $-264094.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | AAPL A 2027-01-15 CALL 300                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |      -406 | NC      | $-459192.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EP WEALTH ADVI 10/06/2032                                         | EP WEALTH ADVI 10/06/2032                                        | CUSIP: 29416NAB2<br>LEI: 254900EMIFA00FZWU856 | Long             | LON              | CORP              | US        |   2059000 | PA      | $2059000.00   | 0.03%             | 2032-10-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                      | DoorDash Inc CL A                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |    317427 | NS      | $47661664.05  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                          | SBAC 3.125 02/01/29                                              | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  11270000 | PA      | $10685941.27  | 0.16%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                                           | Kymera Therapeutics Inc COM                                      | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138100 | NS      | $11502349.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Worldwide Finance LLC                                      | HLT 4.875 04/01/27                                               | CUSIP: 432891AK5<br>LEI: 549300406TN7EY0NPH20 | Long             | DBT              | CORP              | US        |   5189000 | PA      | $5188493.03   | 0.08%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | Meta Platforms Inc CL A                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    438240 | NS      | $250730251.20 | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | AVGO A 2027-01-15 CALL 390                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -253 | NC      | $-703749.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                          | BROPAR 5.875 04/15/29 144A                                       | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |  11747000 | PA      | $11459694.22  | 0.17%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                 | HLT 5.5 03/31/34 144A                                            | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   6740000 | PA      | $6590115.21   | 0.10%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                         | SANOFI SA                                                        | CUSIP: 8010M3FB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2282713.20   | 0.03%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NEW YORK BRANCH                                 | BACR F 04/22/26 YCD                                              | CUSIP: 06745GFH9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1600000 | PA      | $1600132.96   | 0.02%             | 2026-04-22      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Applied Systems                                                   | Applied Systems First-lien Term Loan 275 2031-02-01              | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   3659781 | PA      | $3593067.24   | 0.05%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | GOOGL A 2027-01-15 CALL 380                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -134 | NC      | $-143376.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                   | SBATOW 6.599 01/15/28 144A                                       | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    411000 | PA      | $418012.73    | 0.01%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| UBS SECURITIES LLC                                                | SBUX A 2027-01-15 CALL 110                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -145 | NC      | $-61495.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                                      | NATIONAL BANK FINANCIAL INC                                      | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |  18190143 | PA      | $18190143.00  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P Global Inc COM                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     16000 | NS      | $6805440.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                                                | BANK OF AMERICA NA                                               | CUSIP: 06053RCX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2299999.77   | 0.03%             | 2026-09-02      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                  | DPABS 2017-1A A23                                                | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4483800 | PA      | $4456148.41   | 0.07%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                      | Taiwan Semiconductor Manufacturing Co., Ltd. SPONSORED ADS       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    186216 | NS      | $62931697.20  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | IR A 2027-01-15 CALL 95                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -134 | NC      | $-73867.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | YUM A 2027-01-15 CALL 185                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -140 | NC      | $-59562.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                    | COMMONWEALTH BANK OF AUSTRALIA                                   | CUSIP: 20272FFJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2199926.30   | 0.03%             | 2026-08-19      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                                       | Vaxcyte Inc COM                                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    251916 | NS      | $14638838.76  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS SECURITIES LLC                                                | SBUX A 2027-01-15 CALL 115                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -145 | NC      | $-46683.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korn Ferry                                                        | KFY 4.625 12/15/27 144A                                          | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   5481000 | PA      | $5431697.86   | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | YUM A 2027-01-15 CALL 180                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |       -35 | NC      | $-19056.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                | Ingersoll Rand Inc COM                                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    646667 | NS      | $51810960.04  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications                                                | SBA Communications Term Loan B 175 2031-01-01                    | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |  14543933 | PA      | $14613628.01  | 0.22%             | 2031-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                 | HLT 3.625 02/15/32 144A                                          | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  11422000 | PA      | $10390023.44  | 0.16%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                            | HBGCN 7.375 01/31/32 144A                                        | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  33821000 | PA      | $34517306.75  | 0.52%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | SPGI A 2027-01-15 CALL 590                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |       -80 | NC      | $-73784.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FIN-BASELINE                                             | GE A 2027-01-15 CALL 340                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -141 | NC      | $-277414.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPMorgan Chase & Co. COM                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    153300 | NS      | $45094728.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems Inc                                               | APPLIED SYSTEM 02/23/2032                                        | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |  13888002 | PA      | $13731761.98  | 0.21%             | 2032-02-23      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| DYNE THERAPEUTICS INC                                             | Dyne Therapeutics Inc. COM                                       | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326259 | NS      | $5915075.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)                 | SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)                | CUSIP: 86564XEC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $846223.03    | 0.01%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAC LOKV TEAMSHARES PPP                                          | SPAC LOKV TEAMSHARES PPP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1141480 | NS      | $11871392.00  | 0.18%             |  |  |  | Yes           |                  1 | On Loan: No      |
| USI Inc/NY                                                        | USI INC/NY 09/27/2030                                            | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |  16846713 | PA      | $16813373.25  | 0.26%             | 2030-09-29      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | MA A 2027-01-15 CALL 600                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |       -66 | NC      | $-110216.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                  | YUM 6.875 11/15/37                                               | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   3579000 | PA      | $3906145.65   | 0.06%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                         | IQV 6.5 05/15/30 144A                                            | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4109000 | PA      | $4197729.75   | 0.06%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                               | ASCEND LEARNIN 12/10/2028                                        | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |  12497748 | PA      | $12226959.56  | 0.19%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co., Pizza Hut Holdings, LLC Taco Bell of America LLC | YUM 4.75 06/01/27 144A                                           | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |  14359000 | PA      | $14366272.83  | 0.22%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                 | SCI 3.375 08/15/30                                               | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3789866.54   | 0.06%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                           | MasterCard Incorporated CL A                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    125313 | NS      | $62613893.58  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| VARSITY BRANDS 08/26/2031                                         | VARSITY BRANDS 08/26/2031                                        | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |  19735119 | PA      | $19673446.30  | 0.30%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | IR A 2027-01-15 CALL 95                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -113 | NC      | $-62291.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | MA A 2026-06-18 CALL 670                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |      -138 | NC      | $-2050.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                                       | JPM A 2027-01-15 CALL 350                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -114 | NC      | $-124734.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                                       | JPM A 2027-01-15 CALL 330                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -143 | NC      | $-244113.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                       | Advanced Micro Devices Inc. COM                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    487306 | NS      | $99132659.58  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CG ONCOLOGY INC                                                   | CG Oncology Inc. COM                                             | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    255838 | NS      | $17315115.84  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Booz Allen Hamilton Inc                                           | BAH 4 07/01/29 144A                                              | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   3537000 | PA      | $3425091.41   | 0.05%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                           | COR A 2027-01-15 CALL 400                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -100 | NC      | $-83327.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Corporation International                                 | SCI 5.75 10/15/32                                                | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   3501000 | PA      | $3498641.03   | 0.05%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                                   | TDG 7.125 12/01/31 144A                                          | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   8889000 | PA      | $9185945.93   | 0.14%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                            | HBGCN 5.625 12/01/29 144A                                        | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   6813000 | PA      | $6614676.09   | 0.10%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Southern Co.                                                      | SO V6 04/01/58                                                   | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  13419000 | PA      | $13490884.51  | 0.21%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| STORABLE 04/16/2031                                               | STORABLE 04/16/2031                                              | CUSIP: 86210LAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    406972 | PA      | $391880.55    | 0.01%             | 2031-04-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | YUM A 2027-01-15 CALL 180                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |       -36 | NC      | $-19601.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FIN-BASELINE                                             | V A 2027-01-15 CALL 375                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -153 | NC      | $-115662.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | SBUX A 2027-01-15 CALL 105                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -519 | NC      | $-288714.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                   | TDG 4.625 01/15/29                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4837000 | PA      | $4755540.23   | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Workday Inc                                                       | Workday Inc CL A                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |    120546 | NS      | $15661336.32  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems                                                   | Applied Systems First-lien Term Loan 275 2031-02-01              | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |  94490675 | PA      | $92768204.82  | 1.41%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                   | TDG 6.75 08/15/28 144A                                           | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $2902348.96   | 0.04%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                | MTN 5.625 07/15/30 144A                                          | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $2049859.38   | 0.03%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                          | Visa Inc COM CL A                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    149556 | NS      | $45201805.44  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LGC GROUP 01/31/2030                                              | LGC GROUP 01/31/2030                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   8710817 | PA      | $8718073.39   | 0.13%             | 2030-01-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (HOUSTON BRANCH)                              | BANK OF NOVA SCOTIA (HOUSTON BRANCH)                             | CUSIP: 06418NNX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2302751.41   | 0.03%             | 2026-09-16      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                 | HLT 5.75 09/15/33 144A                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   8158000 | PA      | $8127611.78   | 0.12%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                      | CHEVRON CORP                                                     | CUSIP: 16677KEF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1592510.08   | 0.02%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Usi Inc                                                           | COMINV 7.5 01/15/32 144A                                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |  11269000 | PA      | $11431375.02  | 0.17%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                            | Micron Technology Inc. COM                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     30900 | NS      | $10439256.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | GOOGL A 2027-01-15 CALL 360                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -134 | NC      | $-193796.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLB LTD                                                           | SLB Ltd. COM STK                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    342900 | NS      | $17621631.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Vail Resorts, Inc.                                                | MTN 6.5 05/15/32 144A                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   5337000 | PA      | $5400216.77   | 0.08%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FILTRATION GRO 10/24/2028                                         | FILTRATION GRO 10/24/2028                                        | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |  34294455 | PA      | $34353990.08  | 0.52%             | 2028-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.5 02/28/31                                                   | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 179383800 | PA      | $175915245.61 | 2.67%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                   | TDG 6.25 01/31/34 144A                                           | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1199043.44   | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LGC GROUP 01/31/2030                                              | LGC GROUP 01/31/2030                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  11086495 | PA      | $11095729.74  | 0.17%             | 2030-01-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd New York Branch                                     | MUFG F 09/10/26 Ycd                                              | CUSIP: 55381BTD0<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        |   1850000 | PA      | $1850027.20   | 0.03%             | 2026-09-10      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                   | Eli Lilly & Co. COM                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     63500 | NS      | $58405395.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corp                                             | FILTRATION GROUP                                                 | CUSIP: 000000000<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |  11350245 | PA      | $13142019.05  | 0.20%             | 2028-10-21      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                   | TDG 6.75 01/31/34 144a                                           | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  13259000 | PA      | $13442703.45  | 0.20%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)                        | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)                       | CUSIP: 86959TSK3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550199.99    | 0.01%             | 2026-05-26      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                           | BAH 5.95 08/04/33                                                | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   4891000 | PA      | $4999060.29   | 0.08%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BARCLAYS CAPITAL INC.                                             | MA A 2027-01-15 CALL 600                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |      -109 | NC      | $-182023.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | SBUX A 2027-01-15 CALL 110                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -519 | NC      | $-220111.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | YUM A 2027-01-15 CALL 185                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |       -35 | NC      | $-14890.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | Broadcom Inc COM                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    388078 | NS      | $120114021.78 | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                   | T Rowe Price Government Reserve Investment Fund                  | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |  71227719 | NS      | $71227718.97  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                 | HLT 4 05/01/31 144A                                              | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  12275000 | PA      | $11530257.34  | 0.18%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                      | GE Aerospace COM NEW                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     28200 | NS      | $8002314.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 12/31/32                                                 | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88062000 | PA      | $86794388.90  | 1.32%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                 | HLT 4.875 01/15/30                                               | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   8453000 | PA      | $8330001.24   | 0.13%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | GOOGL A 2027-01-15 CALL 415                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -251 | NC      | $-157541.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                                 | MIZUHO BANK LTD (NEW YORK BRANCH)                                | CUSIP: 60701AA45<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $550351.74    | 0.01%             | 2026-08-10      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                             | HUB INTERNATIO 06/20/2030                                        | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  89364236 | PA      | $89252530.37  | 1.36%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UnitedHealth Group Inc. COM                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    199924 | NS      | $54097435.16  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MAREX CAPITAL MARKETS INC.                                        | MAREX CAPITAL MARKETS INC                                        | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | Long             | RA               | CORP              | US        |  30850371 | PA      | $30850371.00  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BENDING SPOONS 03/07/2031                                         | BENDING SPOONS 03/07/2031                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1289200 | PA      | $1187675.75   | 0.02%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                       | HOLX 3.25 02/15/29 144A                                          | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   3081000 | PA      | $3077572.39   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | NFLX A 2027-01-15 CALL 96                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -834 | NC      | $-1205779.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FIN-BASELINE                                             | V A 2027-01-15 CALL 360                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -153 | NC      | $-166972.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                            | CNP V5.95 04/01/56                                               | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  11836000 | PA      | $11734660.17  | 0.18%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB                                                      | CUSIP: 87020YGQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2302645.34   | 0.03%             | 2026-09-16      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | MA A 2027-01-15 CALL 580                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |      -109 | NC      | $-240650.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                  | YUM 4.75 01/15/30 144A                                           | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   7623000 | PA      | $7500515.16   | 0.11%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                     | Alphabet Inc. CAP STK CL A                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    546869 | NS      | $157257649.64 | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                    | ConocoPhillips COM                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    104800 | NS      | $13833600.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                                                  | YUM 5.375 04/01/32                                               | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   9172000 | PA      | $9107055.09   | 0.14%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS INC                                                | VARSITY BRANDS INC                                               | CUSIP: 000000000<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |   2415000 | PA      | $2407453.13   | 0.04%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                   | ASTRAZENECA PLC                                                  | CUSIP: 04635RFR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2228636.25   | 0.03%             | 2026-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                               | Arista Networks Inc COM SHS                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |    149000 | NS      | $18294220.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | AVGO A 2027-01-15 CALL 410                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -253 | NC      | $-586476.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC TL N 1L                                             | TRANSDIGM INC TL N 1L                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3026000 | PA      | $3030254.56   | 0.05%             | 2033-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | RBC DOMINION SECURITIES INC                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |  68107594 | PA      | $68107594.00  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES (USA) INC.                                 | MIRAE ASSET SECURITIES (USA) INC                                 | CUSIP: 000000000<br>LEI: 25490087B4GFZLJZE912 | Long             | RA               | CORP              | US        |  32792357 | PA      | $32792357.00  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC (NEW YORK BRANCH)                               | BARCLAYS BANK PLC (NEW YORK BRANCH)                              | CUSIP: 06745GJA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $851381.55    | 0.01%             | 2026-09-28      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                         | KLA Corp. COM NEW                                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      8550 | NS      | $12589105.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                               | ETR V6.1 06/15/56                                                | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   7942000 | PA      | $7841953.04   | 0.12%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| STATE OF WISCONSIN INVESTMENT BOARD                               | STATE OF WISCONSIN INVESTMENT BOARD                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |  51684827 | PA      | $51684827.00  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON HOTELS 11/08/2030                                          | HILTON HOTELS 11/08/2030                                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   3200000 | PA      | $3209667.20   | 0.05%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                               | ETR V5.875 06/15/56 ..                                           | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  11256000 | PA      | $11109495.62  | 0.17%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UBS SECURITIES LLC                                                | SBUX A 2027-01-15 CALL 105                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -145 | NC      | $-80662.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DZ Bank AG Deutsche Zentral-Genossenschaftsbank                   | DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0% CP 10/08/2026 | CUSIP: 26821MHA4<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | STIV             | CORP              | DE        |   2150000 | PA      | $2119365.29   | 0.03%             | 2026-08-10      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Ryan Specialty LLC                                                | RYASPE 5.875 08/01/32 144A                                       | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   6695000 | PA      | $6622490.47   | 0.10%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                                     | JEFFERIES LLC                                                    | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |   1133499 | PA      | $1133499.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                     | Netflix, Inc. COM                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    506700 | NS      | $48719205.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                   | TDG 6.375 05/31/33 144A                                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  17638000 | PA      | $17557893.50  | 0.27%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | AMD A 2027-01-15 CALL 320                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -167 | NC      | $-217204.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                            | HBGCN 7.25 06/15/30 144A                                         | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  57621000 | PA      | $59060314.96  | 0.90%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)         | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)        | CUSIP: 69033NKM6<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1850601.24   | 0.03%             | 2026-05-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 02/28/33                                                  | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 122413100 | PA      | $119630114.07 | 1.82%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Storable                                                          | Storable Term Loan B 325 2028-02-16                              | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |  14411887 | PA      | $13877451.00  | 0.21%             | 2031-04-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | COR A 2027-01-15 CALL 390                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -100 | NC      | $-102484.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | NFLX A 2027-01-15 CALL 100                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -856 | NC      | $-1069858.45  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC.                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  32227698 | PA      | $32261021.64  | 0.49%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| QUARTZ ACQUIRE 06/28/2030                                         | QUARTZ ACQUIRE 06/28/2030                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4287210 | PA      | $3617333.74   | 0.05%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                         | MSCI 5.25 09/01/35                                               | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   9106000 | PA      | $8923923.98   | 0.14%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                           | IR A 2027-01-15 CALL 100                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -113 | NC      | $-47988.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                            | Centerpoint Energy Inc COM                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   3727259 | NS      | $160868498.44 | 2.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Ellucian                                                          | Ellucian Term Loan B 300 2029-10-01                              | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    728161 | PA      | $708864.94    | 0.01%             | 2029-10-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                          | CRWD 3 02/15/29                                                  | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    918000 | PA      | $873832.17    | 0.01%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | V A 2026-06-18 CALL 395                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -207 | NC      | $-2356.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 01/31/33                                                     | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69826000 | PA      | $69302305.00  | 1.05%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP I 01/30/2032                                         | AMWINS GROUP I 01/30/2032                                        | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |  50879079 | PA      | $50574312.83  | 0.77%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | YUM A 2027-01-15 CALL 180                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -140 | NC      | $-76227.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARINER WEALTH 12/30/2030                                         | MARINER WEALTH 12/30/2030                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10446131 | PA      | $10408587.91  | 0.16%             | 2030-12-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                | RYASPE 4.375 02/01/30 144A                                       | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3089516.57   | 0.05%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                               | Ascendis Pharma A/S SPONSORED ADR                                | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |    272292 | NS      | $62281349.16  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                   | TDG 6.125 07/31/34 144A                                          | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4117000 | PA      | $4054390.31   | 0.06%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| PPL Corporation                                                   | PPL Corporation COM                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |   1215218 | NS      | $46421327.60  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS (NEW YORK BRANCH)                                         | NATIXIS (NEW YORK BRANCH)                                        | CUSIP: 63873THD3<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1550156.86   | 0.02%             | 2026-05-04      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                   | Starbucks Corp. COM                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    821269 | NS      | $73577489.71  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 09/30/30                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114093000 | PA      | $112682436.29 | 1.71%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | KLAC A 2027-01-15 CALL 1900                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |       -22 | NC      | $-310349.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | GOOGL A 2027-01-15 CALL 350                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -136 | NC      | $-228153.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                           | PTC Inc COM                                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |    800163 | NS      | $114015225.87 | 1.73%             |  |  |  | No            |                  1 | On Loan: —       |
| Yum! Brands Inc.                                                  | YUM 4.625 01/31/32                                               | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  10234000 | PA      | $9779789.60   | 0.15%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                 | Ciena Corporation COM NEW                                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     17200 | NS      | $6677556.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANK PLC                                                   | LLOYDS BANK PLC                                                  | CUSIP: 53946BJX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1851059.69   | 0.03%             | 2026-07-06      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                      | NVIDIA Corp. COM                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1200391 | NS      | $209348190.40 | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                | SBUX A 2027-01-15 CALL 115                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -145 | NC      | $-46683.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | Becton, Dickinson and Company COM                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    607185 | NS      | $95467697.55  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | GOOGL A 2027-01-15 CALL 370                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -134 | NC      | $-166792.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FIN-BASELINE                                             | GE A 2027-01-15 CALL 330                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -141 | NC      | $-321353.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.                                | DAIWA CAPITAL MARKETS AMERICA INC                                | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   1499406 | PA      | $1499406.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                      | Ameren Corp. COM                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    441689 | NS      | $48550454.88  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER SER A CV                                         | KEURIG DR PEPPER SER A CV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64579 | NS      | $64579000.00  | 0.98%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apple Inc.                                                        | Apple Inc. COM                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    966755 | NS      | $245352751.45 | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                | SBUX A 2027-01-15 CALL 105                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -145 | NC      | $-80662.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erasca Inc                                                        | Erasca Inc COM                                                   | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    691200 | NS      | $11183616.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Surgery Center Holdings, Inc.                                     | SURCEN 7.25 04/15/32 144A                                        | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $3077131.47   | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEM 02/23/2032                                         | APPLIED SYSTEM 02/23/2032                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    857000 | PA      | $847358.75    | 0.01%             | 2032-02-23      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                              | Keurig Dr Pepper Inc COM                                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   1629572 | NS      | $42906630.76  | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| MACQUARIE BANK LTD                                                | MACQUARIE BANK LTD                                               | CUSIP: 55607NH60<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2300053.82   | 0.03%             | 2026-04-07      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                   | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                  | CUSIP: 51502BDG3<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | US        |    950000 | PA      | $950281.24    | 0.01%             | 2026-05-18      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | IR A 2027-01-15 CALL 100                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -134 | NC      | $-56906.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioNTech SE                                                       | BioNTech SE SPONSORED ADS                                        | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |    227361 | NS      | $20207845.68  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryan Specialty Holdings Inc                                       | Ryan Specialty Holdings Inc CL A                                 | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    229047 | NS      | $7728045.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| WAYMO LLC SER A-2 CVT PFD UNITS PP                                | WAYMO LLC SER A-2 CVT PFD UNITS PP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    413251 | NS      | $69727841.23  | 1.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                          | Willis Towers Watson Public Limited Company COM USD0.000304635   | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |    105472 | NS      | $30660710.40  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTRUCTURE TL 11/13/2031                                         | INSTRUCTURE TL 11/13/2031                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18403990 | PA      | $17685093.31  | 0.27%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| APOGEE THERAPEUTICS INC                                           | Apogee Therapeutics Inc. COM                                     | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    523799 | NS      | $44088161.83  | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                          | RABOBK F 08/28/26                                                | CUSIP: 21688ABG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1051036.28   | 0.02%             | 2026-08-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                             | DASH A 2027-01-15 CALL 230                                       | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               | CORP              | US        |      -170 | NC      | $-179296.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                  | AEP V6.05 03/15/56 D                                             | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   9899000 | PA      | $9814906.02   | 0.15%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                | DPABS 2019-1A A2                                                 | CUSIP: 25755TAL4<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |   3561600 | PA      | $3426444.76   | 0.05%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                            | WFC F 05/28/26 CD                                                | CUSIP: 95001KTF1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   1550000 | PA      | $1550596.28   | 0.02%             | 2026-05-28      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | V A 2027-01-15 CALL 365                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |       -85 | NC      | $-82322.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Corporation International                                 | SCI 4.625 12/15/27                                               | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    760000 | PA      | $752804.40    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                              | EPICOR SOFTWAR 05/30/2031                                        | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |  15740984 | PA      | $15451742.93  | 0.23%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                  | AEP V5.8 03/15/56 C                                              | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10021000 | PA      | $9905808.61   | 0.15%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | NFLX A 2027-01-15 CALL 100                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -833 | NC      | $-1041112.26  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                   | TDG 6.375 03/01/29 144A                                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  17616000 | PA      | $17966787.23  | 0.27%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL (CHICAGO BRANCH)                                 | BANK OF MONTREAL (CHICAGO BRANCH)                                | CUSIP: 06367DTH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850257.28    | 0.01%             | 2026-05-19      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | SPGI A 2027-01-15 CALL 610                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |       -80 | NC      | $-58072.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                          | SBAC 3.875 02/15/27                                              | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  10007000 | PA      | $9911236.01   | 0.15%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                          | UNITED OVERSEAS BANK LTD                                         | CUSIP: 91127RLA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1600904.85   | 0.02%             | 2026-08-03      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                               | Danaher Corporation COM                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    231000 | NS      | $43797600.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                  | HILTON HOTELS 11/08/2030                                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |  21770712 | PA      | $21836481.82  | 0.33%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | KLAC A 2027-01-15 CALL 1840                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |       -22 | NC      | $-344993.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | YUM A 2027-01-15 CALL 185                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |       -36 | NC      | $-15316.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                           | PTC 4 02/15/28 144A                                              | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |   5309000 | PA      | $5178170.31   | 0.08%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | NFLX A 2027-01-15 CALL 98                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -856 | NC      | $-1151670.53  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                               | Abbott Laboratories COM                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    171870 | NS      | $17645892.90  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BroadStreet Partners Inc                                          | BROADSTREET PA 06/14/2031                                        | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   4253694 | PA      | $4153200.32   | 0.06%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE (NEW YORK BRANCH)                                | SOCIETE GENERALE (NEW YORK BRANCH)                               | CUSIP: 83369XZG6<br>LEI: 254900J6B390XMPVLV82 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500700.05   | 0.04%             | 2026-05-12      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc                                             | Aurora Innovation Inc CLASS A COM                                | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |  16361224 | NS      | $67408242.88  | 1.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CPI HOLDCO B L 05/17/2031                                         | CPI HOLDCO B L 05/17/2031                                        | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24936063 | PA      | $24794077.38  | 0.38%             | 2031-05-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                  | Gallagher Aj &Co COM                                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    163841 | NS      | $35484683.78  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BroadStreet Partners Inc                                          | BROADSTREET PA 06/14/2031                                        | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |  47504686 | PA      | $46382387.79  | 0.70%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | YUM A 2027-01-15 CALL 165                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -278 | NC      | $-296254.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                   | Microsoft Corp. COM                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    782194 | NS      | $289544752.98 | 4.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                                                  | Yum! Brands Inc. COM                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    248136 | NS      | $38580185.28  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellucian Holdings Inc.                                            | DAEL 6.5 12/01/29 144A                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   5553000 | PA      | $5437851.88   | 0.08%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| UBS SECURITIES LLC                                                | GOOGL A 2027-01-15 CALL 360                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -136 | NC      | $-196688.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                                       | JPM A 2027-01-15 CALL 330                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DE               | CORP              | US        |      -114 | NC      | $-194608.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Revvity Inc                                                       | Revvity Inc COM                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |   1453454 | NS      | $127337104.94 | 1.94%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Domestic Operating Co Inc.                                 | HLT 3.75 05/01/29 144A                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   8935000 | PA      | $8557321.12   | 0.13%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amwins Group Inc                                                  | AMWINS 6.375 02/15/29 144A                                       | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   5029000 | PA      | $5061266.06   | 0.08%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                  | YUM 3.625 03/15/31                                               | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   8476000 | PA      | $7834862.90   | 0.12%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | V A 2027-01-15 CALL 345                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |       -85 | NC      | $-130209.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | SBUX A 2027-01-15 CALL 110                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |      -145 | NC      | $-61495.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                  | Amazon.com, Inc. COM                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1565947 | NS      | $326139781.69 | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)              | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)             | CUSIP: 13606DNW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2450646.31   | 0.04%             | 2026-09-18      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                     | NiSource Inc. COM                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   3122884 | NS      | $145713767.44 | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Fitness                                                 | LTH 6 11/15/31 144A                                              | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   3456000 | PA      | $3485230.85   | 0.05%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | IR A 2027-01-15 CALL 100                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |      -164 | NC      | $-69647.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 10/31/30                                                 | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 249700000 | PA      | $246505595.39 | 3.75%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Waters Corporation                                                | Waters Corporation COM                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |    281154 | NS      | $83727661.20  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)   | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)  | CUSIP: 22532XG93<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2450171.73   | 0.04%             | 2026-04-14      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| UKG                                                               | UKG Term Loan B 350 2031-01-20                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   5825025 | PA      | $5573820.74   | 0.08%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Voya Investors Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration