# EDGAR Filing Document

**Accession Number:** 0000837276
**File Stem:** 0001752724-25-204938
**Filing Date:** 2025-8
**Character Count:** 359859
**Document Hash:** 60cee028a9d266bfadbb25135b8a2e2a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204938.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204938

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05629
- **FILM NUMBER:** 251255357

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

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

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

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

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

## Series and Classes Contracts Data

### Voya Balanced Income Portfolio (Series ID: S000010459)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000028890 | Class ADV    | IIFAX           |
| C000028891 | Class I      | IIFIX           |
| C000028892 | Class S      | IIFSX           |
| C000028893 | Class S2     | IIFTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

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

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

- **a. Name of Series:** Voya Balanced Income Portfolio

- **b. EDGAR series identifier (if any):** S000010459

- **c. LEI of Series:** 549300B5ETT5HC8Z4C58

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $551791353.18

**Total Liabilities:** $23121690.69

**Net Assets:** $528669662.49

**Delayed Delivery Securities:** $1500000.00

**Cash Not Reported:** $4704641.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 116.17343000 | **1-Year:** 12484.74038000 | **5-Year:** 42905.15513000 | **10-Year:** 11966.57817000 | **30-Year:** 315.40069000

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

- **3-Month:** 6.59271000 | **1-Year:** 2347.96244000 | **5-Year:** 3515.58211000 | **10-Year:** 659.01690000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028893 | 0.39%                | 2.25%                | 2.58%                |
| Class ID C000028892 | 0.39%                | 2.34%                | 2.57%                |
| Class ID C000028890 | 0.42%                | 2.27%                | 2.53%                |
| Class ID C000028891 | 0.49%                | 2.32%                | 2.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-944433.21              | $489241.70                                 |
| Month 2  | $-896275.94              | $12060947.15                               |
| Month 3  | $2836077.94              | $8729592.46                                |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREMF Mortgage Trust                        | FREMF 2016-K57 Mortgage Trust                                                    | CUSIP: 30295DAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2837168 | PA      | $2741.13      | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                    | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      1333 | NS      | $72245.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996603 | PA      | $48998.25     | 0.01%             | 2054-05-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2021-4                                                       | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591554 | PA      | $479686.44    | 0.09%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                          | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       195 | NS      | $26211.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                        | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       566 | NS      | $395334.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                           | Computershare Ltd                                                                | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      5465 | NS      | $143369.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                  | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1296 | NS      | $525961.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IRV Trust                                   | IRV Trust 2025-200P                                                              | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002394.10   | 0.19%             | 2047-03-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                        | Prime Mortgage Trust 2007-1                                                      | CUSIP: 74162FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5528 | PA      | $4939.01      | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14003 | PA      | $6310.77      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943457 | PA      | $908927.51    | 0.17%             | 2049-06-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                       | New York Times Co/The                                                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      2671 | NS      | $149522.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                           | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     20622 | NS      | $606286.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023914 | PA      | $31061.46     | 0.01%             | 2056-08-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                           | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       823 | NS      | $137637.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners              | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      1498 | NS      | $138894.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98513.06     | 0.02%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278768 | PA      | $253675.47    | 0.05%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                 | Daiwa House Industry Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      5600 | NS      | $192431.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506892.80    | 0.10%             | 2040-10-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Getlink SE                                  | Getlink SE                                                                       | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      5301 | NS      | $102330.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382KVC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12513998 | PA      | $2417078.70   | 0.46%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6317 | NS      | $678508.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    251600 | PA      | $253781.85    | 0.05%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004492.00   | 0.19%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In              | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      9690 | NS      | $1764839.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135087 | PA      | $127166.43    | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     16811 | NS      | $599984.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust               | UBS Commercial Mortgage Trust 2018-C9                                            | CUSIP: 90291JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1812989 | PA      | $30478.88     | 0.01%             | 2051-03-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 33 Ltd                                        | CUSIP: 64132TAY9<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754822.50    | 0.14%             | 2039-04-16      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                        | Wingstop Funding LLC                                                             | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $357285.74    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1025000 | PA      | $1070280.71   | 0.20%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Unum Group                                  | Unum Group                                                                       | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6020 | NS      | $486175.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC. 0 CP 09/10/2025                   | EBAY INC. 0 CP 09/10/2025                                                        | CUSIP: 27864AWA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990772.00    | 0.19%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004162.90   | 0.19%             | 2044-08-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1669 | NS      | $482007.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38381RPA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2746345 | PA      | $42941.30     | 0.01%             | 2042-03-20      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                        | OneMain Holdings Inc                                                             | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      3138 | NS      | $178866.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137BLSR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538260 | PA      | $12404.22     | 0.00%             | 2043-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                 | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4940 | NS      | $1080032.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                             | Tyson Foods Inc                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      7657 | NS      | $428332.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                  | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       859 | NS      | $182760.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16261.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4682 | NS      | $578180.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gam Resecuritization Trust                  | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $94383.56     | 0.02%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                  | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     88000 | NS      | $88000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY              | TIAA CLO I Ltd                                                                   | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    134923 | PA      | $134988.02    | 0.03%             | 2031-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12374 | PA      | $11309.38     | 0.00%             | 2036-10-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                      | Taco Bell Funding LLC                                                            | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187500 | PA      | $187590.53    | 0.04%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5215.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | TRS FVA USDINR                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DO               | CORP              | FR        |         1 | NC      | $34888.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Cor              | Old Republic International Corp                                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     11321 | NS      | $435179.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $771356.59    | 0.15%             | 2038-04-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol III Issuer LLC                  | Sunnova Sol III Issuer LLC                                                       | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77457 | PA      | $63952.91     | 0.01%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                  | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98750 | PA      | $101899.40    | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CP              | VIRGINIA ELEC 7/31/25                                                            | CUSIP: 92780JUX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $562824.75    | 0.11%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                     | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72674.00     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $549770.02    | 0.10%             | 2036-11-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Prosperity Bancshares Inc                   | Prosperity Bancshares Inc                                                        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2128 | NS      | $149470.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wolf Trust                            | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501410.65    | 0.09%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2007-10                                            | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20120 | PA      | $18567.93     | 0.00%             | 2037-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -1623500 | NC      | $11121.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexcel Corp                                 | Hexcel Corp                                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1613 | NS      | $91118.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                               | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      2960 | NS      | $198567.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     58890 | PA      | $30622.88     | 0.01%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                 | Viatris Inc                                                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     52613 | NS      | $469834.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325YR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3462455 | PA      | $330302.25    | 0.06%             | 2037-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle Global Market Strategies CLO 2014-1 Ltd                                  | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     57617 | PA      | $57681.29     | 0.01%             | 2031-04-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                   | KDDI Corp                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      1700 | NS      | $29189.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62000 | PA      | $59651.30     | 0.01%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                         | DBWF Mortgage Trust                                                              | CUSIP: 23306NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1012108.68   | 0.19%             | 2034-06-10      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties               | Gaming and Leisure Properties Inc                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      9569 | NS      | $446680.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AM.HONDA2/8/084.25%                         | AMERICANHONDAFINAN                                                               | CUSIP: 02665JU99<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2097591.09   | 0.40%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO 2014-2 Ltd                                                      | CUSIP: 09626QBA4<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500338.00    | 0.09%             | 2030-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BBCCRE Trust                                | BBCCRE Trust 2015-GTP                                                            | CUSIP: 05490TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $1564.15      | 0.00%             | 2033-08-10      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     23810 | NS      | $689061.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Trust                                    | FS Trust 2024-HULA                                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2009274.40   | 0.38%             | 2039-08-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                         | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      4397 | NS      | $586252.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4236701 | PA      | $459305.85    | 0.09%             | 2035-05-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1453 | NS      | $1493800.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Mortgage Insurance Corpo              | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     99044 | PA      | $99530.06     | 0.02%             | 2034-02-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Orange SA                                   | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     15205 | NS      | $231545.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                       | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    225000 | PA      | $174866.63    | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AA5T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826289 | PA      | $48213.37     | 0.01%             | 2042-03-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                       | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1751 | NS      | $407352.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    166400 | PA      | $168038.00    | 0.03%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM XV LP                                                                        | CUSIP: 50184NAP7<br>LEI: 549300HV40B88JRNJD93 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753672.00    | 0.14%             | 2030-07-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL              | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243125 | PA      | $227243.95    | 0.04%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                  | FDJ UNITED                                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      2741 | NS      | $107558.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                    | Ameriprise Financial Inc                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       792 | NS      | $422714.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14616218 | PA      | $466280.74    | 0.09%             | 2072-12-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4481 | NS      | $1423434.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25248.95     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONCORD                                     | CONCORD MINUTE 07/03/2025                                                        | CUSIP: 2063C0U34<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1199565.12   | 0.23%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                     | Hundred Acre Wood Trust 2021-INV1                                                | CUSIP: 44590HBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    704241 | PA      | $571062.88    | 0.11%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MED Trust                                   | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997485.00    | 0.19%             | 2041-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31410 | PA      | $21592.22     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FNUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4867402 | PA      | $1016265.94   | 0.19%             | 2049-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co Ltd                       | MEIJI Holdings Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |      6900 | NS      | $152585.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                 | Chubu Electric Power Co Inc                                                      | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     12900 | NS      | $159630.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                   | Link REIT                                                                        | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |     11800 | NS      | $63206.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY 0 07/17/2025                    | DUKE ENERGY 0 07/17/2025                                                         | CUSIP: 26244HUH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995688.80   | 0.38%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust              | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501477.90    | 0.09%             | 2041-08-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               | CORP              | GB        |         1 | NC      | $-13970.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                   | Hikma Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      3809 | NS      | $103943.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                        | GCAT 2024-INV3 Trust                                                             | CUSIP: 36830FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405254 | PA      | $1411248.76   | 0.27%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      1565 | NS      | $22076.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $1190236.50   | 0.23%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                          | Rithm Capital Corp                                                               | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     31585 | NS      | $356594.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2206114 | PA      | $2213309.79   | 0.42%             | 2041-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                          | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1202222 | PA      | $1174502.24   | 0.22%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Gold Inc                              | Royal Gold Inc                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1859 | NS      | $330604.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -149 | NC      | $-377464.68   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                       | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3450 | NS      | $236635.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                             | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      5993 | NS      | $244777.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    173838 | PA      | $173931.29    | 0.03%             | 2032-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                            | ANA Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      2800 | NS      | $54824.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                 | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -5894000 | NC      | $-3685.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-4                                                  | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617529 | PA      | $566013.91    | 0.11%             | 2048-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R06                                     | CUSIP: 20755RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007328.20   | 0.19%             | 2044-09-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BP PLC                                      | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     57157 | NS      | $284772.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                     | Loanpal Solar Loan 2021-2 Ltd                                                    | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91271 | PA      | $74106.67     | 0.01%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10144895 | PA      | $371858.09    | 0.07%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association      | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-256.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya VACS Series HYB Fund                   | Voya VACS Series HYB Fund                                                        | CUSIP: 92913L262<br>LEI: 549300IKJ54WGTW8EU42 | Long             | EC               | RF                | US        |   3761931 | NS      | $39011223.34  | 7.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2019-J2                                                                | CUSIP: 12558TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89598 | PA      | $80797.07     | 0.02%             | 2049-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-163976.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141755 | PA      | $19879.03     | 0.00%             | 2051-06-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2024-D                                          | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    844150 | PA      | $862031.13    | 0.16%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T              | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      6377 | NS      | $581008.47    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                | Watts Water Technologies Inc                                                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1148 | NS      | $282281.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Ltd                          | Hang Seng Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     12000 | NS      | $180074.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRM Trust                                   | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992778.30    | 0.19%             | 2033-07-05      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2288 | NS      | $663314.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                          | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     10539 | NS      | $199380.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                           | Admiral Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      3066 | NS      | $137683.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                               | Volkswagen AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      1091 | NS      | $115333.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                         | Travel + Leisure Co                                                              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      6096 | NS      | $314614.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1735 | NS      | $686418.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                  | BOC Hong Kong Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     43500 | NS      | $189366.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                           | Allstate Corp/The                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1746 | NS      | $351487.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gam Resecuritization Trust                  | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123072.45    | 0.02%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                    | Mill City Mortgage Loan Trust 2017-2                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194280.60    | 0.04%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun              | Oceanview Mortgage Trust 2022-INV1                                               | CUSIP: 67648BCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319057 | PA      | $1224150.09   | 0.23%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76188 | PA      | $70350.19     | 0.01%             | 2048-03-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                         | Henkel AG & Co KGaA                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      2462 | NS      | $193473.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144082 | PA      | $131429.73    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2954396 | PA      | $147281.52    | 0.03%             | 2053-07-15      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     22916 | NS      | $50845.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                          | Coterra Energy Inc                                                               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2158 | NS      | $54770.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                   | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     16035 | NS      | $136324.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                         | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204000 | PA      | $172927.54    | 0.03%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2N7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25950 | PA      | $25789.87     | 0.00%             | 2045-08-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24213 | PA      | $22687.99     | 0.00%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi              | Freddie Mac Multiclass Certificates Series 2021-P011                             | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1060790 | PA      | $115420.95    | 0.02%             | 2045-09-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2024-9                                                  | CUSIP: 46593DAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162820 | PA      | $1149672.50   | 0.22%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   3277000 | NC      | $-46992.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96430 | PA      | $90102.90     | 0.02%             | 2049-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      3033 | NS      | $722642.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31014.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137F6LD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2015956 | PA      | $330475.12    | 0.06%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust Series 2024-6                                           | CUSIP: 46657YBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2468447 | PA      | $2544965.74   | 0.48%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                  | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003222.80   | 0.19%             | 2030-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $66044.15     | 0.01%             | 2049-11-08      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2024-CCM1                                               | CUSIP: 46658NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    704103 | PA      | $700285.00    | 0.13%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659344 | PA      | $653231.61    | 0.12%             | 2034-09-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                      | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4907 | NS      | $1004168.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8814 | PA      | $8726.46      | 0.00%             | 2050-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    897353 | PA      | $22888.88     | 0.00%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                  | AB BSL CLO 4 Ltd                                                                 | CUSIP: 00037VAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    650000 | PA      | $653859.70    | 0.12%             | 2038-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112787 | PA      | $64565.99     | 0.01%             | 2046-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                        | CUSIP: 3136FCD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2229784 | PA      | $399543.39    | 0.08%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                           | Mountain View CLO XVIII Ltd                                                      | CUSIP: 623908AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005352.00   | 0.19%             | 2037-10-16      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -8173500 | NC      | $-777.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust               | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $56007.20     | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90074 | PA      | $86924.04     | 0.02%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                       | Arroyo Mortgage Trust 2022-1                                                     | CUSIP: 042855AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $483813.72    | 0.09%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                           | Swire Pacific Ltd                                                                | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      6500 | NS      | $55718.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     16513 | PA      | $15466.10     | 0.00%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FISERV INC 0 C 07/02/2025                   | FISERV INC 0 C 07/02/2025                                                        | CUSIP: 33774KU24<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499361.75   | 0.47%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                     | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     14660 | NS      | $236820.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Social Professional Loan Progr              | Sofi Professional Loan Program 2019-C LLC                                        | CUSIP: 83401CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $529898.64    | 0.10%             | 2048-11-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                       | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1964 | NS      | $484342.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                      | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1256 | NS      | $528097.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $5948.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                        | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390393 | PA      | $316824.86    | 0.06%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                         | Astellas Pharma Inc                                                              | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     19200 | NS      | $187986.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2015-SG1                                   | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |    231546 | PA      | $230891.24    | 0.04%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                 | ROBLOX Corp                                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5510 | NS      | $579652.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                               | Ralliant Corp                                                                    | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1925 | NS      | $93343.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FVA EURUSD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DO               | CORP              | US        |         1 | NC      | $20512.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp              | Mitsubishi Chemical Group Corp                                                   | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     31500 | NS      | $165564.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    780719 | PA      | $72993.78     | 0.01%             | 2035-07-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                    | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      6503 | NS      | $949568.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-45028.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions              | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      6635 | NS      | $517729.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONS EDISON CO CP.                          | CONSOLIDATED E 07/15/2025                                                        | CUSIP: 20911LUF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996160.20   | 0.38%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM XXII Ltd                                                                     | CUSIP: 50189GAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    192066 | PA      | $192235.33    | 0.04%             | 2028-10-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                          | CNA Financial Corp                                                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       729 | NS      | $33920.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                 | Cintas Corp                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2109 | NS      | $470032.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2019-F                                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458628 | PA      | $441787.11    | 0.08%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                              | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      5508 | NS      | $504698.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2024-8                                                    | CUSIP: 81749NAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1866011 | PA      | $1844889.28   | 0.35%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                     | HomeBanc Mortgage Trust 2004-1                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10490 | PA      | $10257.16     | 0.00%             | 2029-08-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2017-BNK4                                                                   | CUSIP: 06541FAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $385113.85    | 0.07%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                            | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      4991 | NS      | $136284.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2017-1                                                   | CUSIP: 33850BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165196 | PA      | $152398.66    | 0.03%             | 2047-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                          | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      5671 | NS      | $97386.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                 | Cencora Inc                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1384 | NS      | $414992.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-79251.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                             | Concentrix Corp                                                                  | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      1378 | NS      | $72834.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S              | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $764109.90    | 0.14%             | 2057-09-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $600739.98    | 0.11%             | 2038-09-10      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1679104 | PA      | $126987.33    | 0.02%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     29024 | PA      | $13786.40     | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B8VB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2959151 | PA      | $539394.28    | 0.10%             | 2050-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    119420 | PA      | $119451.92    | 0.02%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                            | Osaka Gas Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      2100 | NS      | $53864.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                         | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1450 | NS      | $378189.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions              | Broadridge Financial Solutions Inc                                               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       531 | NS      | $129048.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                       | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      6796 | NS      | $634066.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193907 | PA      | $926.22       | 0.00%             | 2047-06-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                  | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124001.96    | 0.02%             | 2051-09-27      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                          | Smith & Nephew PLC                                                               | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      2855 | NS      | $43722.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BFGH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12376962 | PA      | $2737642.85   | 0.52%             | 2051-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                         | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     68536 | NS      | $394796.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                      | Equitable Holdings Inc                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      6134 | NS      | $344117.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       219 | NS      | $63448.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I              | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       299 | NS      | $351241.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                 | USD CALL VERSUS BRL PUT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |  -3080000 | NC      | $-97025.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AXRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    521888 | PA      | $10531.02     | 0.00%             | 2028-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                     | COPT Defense Properties                                                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      3307 | NS      | $91207.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV               | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      6093 | NS      | $254483.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1063661.10   | 0.20%             | 2042-06-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38379JJF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2275701 | PA      | $117514.04    | 0.02%             | 2030-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                     | Sekisui Chemical Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      8800 | NS      | $159374.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                     | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      7839 | NS      | $715230.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bear Stearns Alt-A Trust                    | Bear Stearns ALT-A Trust 2005-7                                                  | CUSIP: 07386HVR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16199 | PA      | $12802.24     | 0.00%             | 2035-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30484 | PA      | $28820.41     | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                             | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1923 | NS      | $635705.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                         | Heineken Holding NV                                                              | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       311 | NS      | $23206.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    172900 | PA      | $173014.82    | 0.03%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                              | Apidos CLO XXXII                                                                 | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    248788 | PA      | $248840.55    | 0.05%             | 2033-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060202 | PA      | $5586.10      | 0.00%             | 2049-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                           | Nippon Steel Corp                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      9600 | NS      | $181554.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2021-2                                                   | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751208 | PA      | $609147.97    | 0.12%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2020-GC47                                           | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292311 | PA      | $54229.30     | 0.01%             | 2053-05-12      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -3080500 | NC      | $-7116.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                     | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     12736 | NS      | $196123.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XLVII Ltd                                                              | CUSIP: 559916AG6<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006413.00   | 0.19%             | 2038-01-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group In              | Sumitomo Mitsui Trust Group Inc                                                  | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      6600 | NS      | $175543.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1243905 | PA      | $1244069.41   | 0.24%             | 2036-11-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1187 | NC      | $1425830.33   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co Ltd                       | Japan Airlines Co Ltd                                                            | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |      7900 | NS      | $161127.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Swisscom AG                                 | Swisscom AG                                                                      | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        37 | NS      | $26273.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Russell 1000 Growth ETF            | Vanguard Russell 1000 Growth ETF                                                 | CUSIP: 92206C680<br>LEI: N/A                  | Long             | EC               | RF                | US        |     51012 | NS      | $5570510.40   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP III                                     | PFP 2023-10 Ltd                                                                  | CUSIP: 69380CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    475819 | PA      | $476696.82    | 0.09%             | 2038-09-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2021-2                                                   | CUSIP: 33852EBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525886 | PA      | $443239.59    | 0.08%             | 2051-04-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2189435.80   | 0.41%             | 2043-05-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd                                | Brambles Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8981 | NS      | $138700.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6252 | PA      | $6201.86      | 0.00%             | 2036-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                         | HKT Trust & HKT Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     96000 | NS      | $143526.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012036.00   | 0.19%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1889 | NS      | $373153.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                        | Juniper Networks Inc                                                             | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       893 | NS      | $35657.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       470 | NC      | $373653.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                               | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      6119 | NS      | $520849.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXX Ltd                                                         | CUSIP: 09630QAQ4<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $455498.23    | 0.09%             | 2035-04-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $46664.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                 | Swiss Re AG                                                                      | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      1665 | NS      | $288023.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3847 | NS      | $474142.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Mortgage Finance Corp                                                      | CUSIP: 16163YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169183 | PA      | $155976.96    | 0.03%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                        | Sonic Healthcare Ltd                                                             | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      9428 | NS      | $166415.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Money Management Corp              | AMMC CLO 25 Ltd                                                                  | CUSIP: 00177GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250099.50    | 0.05%             | 2035-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A5LH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1379741 | PA      | $64307.25     | 0.01%             | 2041-04-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                        | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       860 | NS      | $398300.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BDS Ltd                                     | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004556.50   | 0.38%             | 2039-09-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642740 | PA      | $644879.39    | 0.12%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $984228.00    | 0.19%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R06                                     | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $523272.25    | 0.10%             | 2042-05-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6806 | NS      | $5023440.54   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | INR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |  -2200000 | NC      | $-56195.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921029 | PA      | $27439.63     | 0.01%             | 2052-03-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204400.00    | 0.04%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TIS Inc                                     | TIS Inc                                                                          | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      4400 | NS      | $147442.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-LTV2                                               | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423267 | PA      | $409014.04    | 0.08%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    944846 | PA      | $883394.19    | 0.17%             | 2049-06-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XII Ltd                                                                | CUSIP: 55953HBD4<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |     73219 | PA      | $73237.80     | 0.01%             | 2031-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                              | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      3152 | NS      | $640139.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438967 | PA      | $366277.94    | 0.07%             | 2051-03-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38379LRE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4962275 | PA      | $986668.07    | 0.19%             | 2045-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |  -1842000 | NC      | $-60842.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLI LLC                      | J.G. Wentworth XLI LLC                                                           | CUSIP: 46651TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    886458 | PA      | $791544.59    | 0.15%             | 2072-10-17      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      8624 | NS      | $751754.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                           | Origin Energy Ltd                                                                | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     25054 | NS      | $178082.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                    | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      8234 | NS      | $2923481.70   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496337 | PA      | $436398.76    | 0.08%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                | Assurant Inc                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2110 | NS      | $416703.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      7487 | NS      | $732078.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24420.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol              | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1391 | NS      | $291205.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                          | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1154 | NS      | $95989.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459523.80    | 0.09%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SGS SA                                      | SGS SA                                                                           | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |      1551 | NS      | $157481.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $50956.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   3336910 | NC      | $-39331.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                        | CUSIP: 31424VDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2942476 | PA      | $286576.24    | 0.05%             | 2039-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                        | MGIC Investment Corp                                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     13105 | NS      | $364843.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                              | Wendy's Co/The                                                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     18763 | NS      | $214273.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Commercial Mortgage S              | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4621448 | PA      | $306476.19    | 0.06%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                             | Venture 37 CLO Ltd                                                               | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |    219347 | PA      | $219543.79    | 0.04%             | 2032-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     84252 | PA      | $84641.50     | 0.02%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Scentre Group                               | Scentre Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16902 | NS      | $39698.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                 | Suntory Beverage & Food Ltd                                                      | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      1800 | NS      | $57562.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $42101.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -2458000 | NC      | $21743.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919621 | PA      | $12610.90     | 0.00%             | 2050-09-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     72184 | NS      | $11404350.16  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                   | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     15454 | NS      | $539181.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2020-B                                 | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286193 | PA      | $272336.86    | 0.05%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXXI Ltd                                                               | CUSIP: 55952FAA6<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $340205.36    | 0.06%             | 2034-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $706783.70    | 0.13%             | 2044-03-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                             | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      5718 | NS      | $156147.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |     87000 | NC      | $2124.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                         | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6266 | NS      | $694711.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                         | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      9595 | NS      | $351212.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R08                                     | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $730935.31    | 0.14%             | 2042-07-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                  | Amdocs Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |       247 | NS      | $22536.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                               | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      3564 | NS      | $547893.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                    | Builders FirstSource Inc                                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      2264 | NS      | $264186.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                     | TD SECURITIES (USA) LLC                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |      5721 | PA      | $5721.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69447 | PA      | $30206.59     | 0.01%             | 2036-08-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      4146 | NS      | $344615.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -3336910 | NC      | $-36716.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -19757300 | NC      | $13540.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International              | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     10819 | NS      | $1142702.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN Commercial Mortgage Trust               | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $354984.31    | 0.07%             | 2039-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2019-A                                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      6902 | PA      | $6842.82      | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association      | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2017-BNK8                                                                   | CUSIP: 06650AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $12448.20     | 0.00%             | 2050-11-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                          | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2732 | NS      | $628578.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt              | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    234208 | PA      | $206455.50    | 0.04%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                         | Swiss Prime Site AG                                                              | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |       230 | NS      | $34528.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $700021.28    | 0.13%             | 2039-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1016377 | PA      | $2820.09      | 0.00%             | 2049-02-10      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                   | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     13704 | NS      | $195284.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37669 | PA      | $35345.51     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP MORGAN MORTGAGE TRUST 2018-5                                                  | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784692 | PA      | $710042.48    | 0.13%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P Mid-Cap ETF                | iShares Core S&P Mid-Cap ETF                                                     | CUSIP: 464287507<br>LEI: 549300ODQWH5PC0IUZ78 | Long             | EC               | RF                | US        |    430467 | NS      | $26697563.34  | 5.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                  | FedEx Corp                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2354 | NS      | $535087.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                         | Axon Enterprise Inc                                                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1048 | NS      | $867681.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE Value ETF                 | iShares MSCI EAFE Value ETF                                                      | CUSIP: 464288877<br>LEI: 549300AN74D4XJZB8Y40 | Long             | EC               | RF                | US        |      6419 | NS      | $407478.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                          | Equity Residential                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2887 | NS      | $194843.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       532 | NS      | $419019.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38381WSU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2092507 | PA      | $471482.27    | 0.09%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1426903 | PA      | $87438.75     | 0.02%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-5                                                    | CUSIP: 81743AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311182 | PA      | $280397.41    | 0.05%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ALQR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1492434 | PA      | $178200.99    | 0.03%             | 2042-02-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753370.50    | 0.14%             | 2037-10-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                           | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     56163 | NS      | $179082.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43              | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $651360.45    | 0.12%             | 2032-10-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2024-1                                             | CUSIP: 17332CCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1974304 | PA      | $2003023.64   | 0.38%             | 2054-07-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    199504 | PA      | $199555.74    | 0.04%             | 2032-01-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                 | Jack Henry & Associates Inc                                                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       408 | NS      | $73509.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                 | Snap-on Inc                                                                      | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1320 | NS      | $410757.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer Ltd                        | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998136.70    | 0.19%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                        | CUSIP: 3136FG5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2799182 | PA      | $584543.07    | 0.11%             | 2039-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu              | JPMDB Commercial Mortgage Securities Trust 2018-C8                               | CUSIP: 46591ABC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18382183 | PA      | $255694.32    | 0.05%             | 2051-06-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                    | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3330 | NS      | $535330.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                   | Gjensidige Forsikring ASA                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      3272 | NS      | $82945.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                    | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1035000 | PA      | $780925.79    | 0.15%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                          | Shackleton 2019-XV CLO Ltd                                                       | CUSIP: 81883MAQ6<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550748.00    | 0.10%             | 2032-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505897.80    | 0.10%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                     | TCW CLO 2023-1 Ltd                                                               | CUSIP: 872373AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750037.50    | 0.14%             | 2036-04-28      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                           | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    225000 | PA      | $234506.25    | 0.04%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     14839 | NS      | $285473.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                  | Kenvue Inc                                                                       | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     17417 | NS      | $364537.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-5                                                | CUSIP: 465977AY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836284 | PA      | $699102.28    | 0.13%             | 2052-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr              | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161349 | PA      | $151125.66    | 0.03%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAC2<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $344525.40    | 0.07%             | 2051-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                        | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     14269 | NS      | $45426.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    840120 | PA      | $34999.69     | 0.01%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400896.04    | 0.08%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                     | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     12090 | NS      | $224941.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -203 | NC      | $-408005.64   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD         | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                    | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250442.75    | 0.05%             | 2033-04-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137BQNR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1896907 | PA      | $346214.64    | 0.07%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                   | Power Assets Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |     26000 | NS      | $167168.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                            | Bayview Opportunity Master Fund VII Trust 2024-SN1                               | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150577.80    | 0.03%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXVI Ltd                                                               | CUSIP: 55954YBA2<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003940.00   | 0.19%             | 2038-01-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    182000 | PA      | $179767.39    | 0.03%             | 2036-07-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B3TM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112197 | PA      | $9729.57      | 0.00%             | 2048-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                  | Sysco Corp                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1452 | NS      | $109974.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $618091.92    | 0.12%             | 2041-12-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                 | Kemper Corp                                                                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      3697 | NS      | $238604.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS IBOXHY INDEX                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $211680.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    740000 | NC      | $25213.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38383GGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6877936 | PA      | $1576015.82   | 0.30%             | 2052-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                               | SoftBank Corp                                                                    | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    162800 | NS      | $252169.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2016-P5                                      | CUSIP: 17325DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $182111.36    | 0.03%             | 2049-10-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2024-F                                          | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228156 | PA      | $230832.39    | 0.04%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                            | Black Hills Corp                                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      3540 | NS      | $198594.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - PEN                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11078.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -3277000 | NC      | $24398.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-3                                                  | CUSIP: 46649TAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939424 | PA      | $853149.68    | 0.16%             | 2048-09-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                           | Japan Tobacco Inc                                                                | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      7700 | NS      | $226837.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Eaton Vance CDO Ltd                         | Eaton Vance Clo 2015-1 Ltd                                                       | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250077.25    | 0.05%             | 2030-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606576 | PA      | $570342.35    | 0.11%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  19757300 | NC      | $-15514.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2942620 | PA      | $2925672.27   | 0.55%             | 2055-03-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $671087.62    | 0.13%             | 2049-07-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                           | Expedia Group Inc                                                                | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $95978.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2078196 | PA      | $87275.19     | 0.02%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                        | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     14715 | NS      | $486477.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                   | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      6213 | NS      | $507167.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2021-1                                                   | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46400 | PA      | $37017.20     | 0.01%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                       | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      8300 | NS      | $178540.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                      | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173929 | PA      | $141610.23    | 0.03%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/T              | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4405 | NS      | $558862.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325XWS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1653960 | PA      | $281675.25    | 0.05%             | 2049-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    253405 | PA      | $253490.34    | 0.05%             | 2032-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC              | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353359 | PA      | $326311.55    | 0.06%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472500 | PA      | $470806.14    | 0.09%             | 2036-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association      | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1129.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      8598 | NS      | $408802.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84277 | PA      | $79053.89     | 0.01%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ABHQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2338589 | PA      | $258320.07    | 0.05%             | 2043-01-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39439 | PA      | $33523.09     | 0.01%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust              | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991700.30    | 0.19%             | 2042-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $350070.10    | 0.07%             | 2038-10-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Holdings Inc                 | Ryan Specialty Holdings Inc                                                      | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6104 | NS      | $415010.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $84955.04     | 0.02%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     22412 | NS      | $11147952.92  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      2729 | NS      | $107903.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| US Bancorp                                  | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     13201 | NS      | $597345.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                 | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     10764 | NS      | $167619.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re 2022-1 Ltd                                                         | CUSIP: 078774AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    500000 | PA      | $514969.20    | 0.10%             | 2032-01-26      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                          | Wendy's Funding LLC                                                              | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    221222 | PA      | $218370.48    | 0.04%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1613 | NS      | $553839.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                       | McCormick & Co Inc/MD                                                            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      6035 | NS      | $457573.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crestline Denali CLO XVII, LLC              | Crestline Denali CLO XVII Ltd                                                    | CUSIP: 22616TAN6<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-CBDO         | CORP              | KY        |    103790 | PA      | $103824.18    | 0.02%             | 2031-10-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S              | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002150.60   | 0.19%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                               | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599348 | PA      | $595319.99    | 0.11%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WSM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13537662 | PA      | $1511918.58   | 0.29%             | 2046-12-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                 | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      3240 | NS      | $215587.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                     | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      4462 | NS      | $112353.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2020-NQM1                                    | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123330 | PA      | $116272.41    | 0.02%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2022-4 Ltd                                               | CUSIP: 05685BAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $301563.30    | 0.06%             | 2037-10-16      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                     | Loanpal Solar Loan 2021-1 Ltd                                                    | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53351 | PA      | $44597.65     | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13580 | PA      | $12304.20     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22951 | PA      | $21798.17     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2022-FOX2                                                               | CUSIP: 05610AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $487880.69    | 0.09%             | 2039-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                    | Kao Corp                                                                         | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      1200 | NS      | $53766.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| iShares Russell 1000 Value ETF              | iShares Russell 1000 Value ETF                                                   | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |      7419 | NS      | $1440992.37   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                  | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2960 | NS      | $535641.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                       | AECOM                                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      1694 | NS      | $191184.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                    | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     11961 | NS      | $281117.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Inc                                     | ADT Inc                                                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45748 | NS      | $387485.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10176703 | PA      | $234261.08    | 0.04%             | 2052-11-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500505.00    | 0.09%             | 2034-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                  | Symrise AG                                                                       | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      1164 | NS      | $122062.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                         | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       903 | NS      | $44409.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -29424600 | NC      | $40135.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     24187 | PA      | $11428.37     | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - EGP                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8188.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Industrial Technologie              | Applied Industrial Technologies Inc                                              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       182 | NS      | $42305.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                   | Axis Capital Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      4375 | NS      | $454212.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                       | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |      1325 | NS      | $1016725.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2024-3                            | CUSIP: 61776QAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024555 | PA      | $1032716.31   | 0.20%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $853547.52    | 0.16%             | 2042-06-25      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2062779 | PA      | $2073556.19   | 0.39%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                 | Pearson PLC                                                                      | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      9717 | NS      | $143140.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                      | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $513099.70    | 0.10%             | 2029-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $138801.17    | 0.03%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                            | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2303 | NS      | $162937.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                          | Expand Energy Corp                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      5931 | NS      | $693571.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   6579000 | NC      | $26207.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock Clo 29 Ltd                                                             | CUSIP: 05876GAG9<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500625.00    | 0.09%             | 2038-07-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                          | HERO Funding Trust 2015-2                                                        | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8951 | PA      | $8481.01      | 0.00%             | 2040-09-20      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                            | DSM-Firmenich AG                                                                 | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |       303 | NS      | $32234.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                      | Skyworks Solutions Inc                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        28 | NS      | $2086.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LETRA TESOURO NACIONAL                      | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     31364 | PA      | $5375164.18   | 1.02%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                     | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13310 | NS      | $616119.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                  | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2770 | NS      | $431981.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325YRK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24999405 | PA      | $1464345.14   | 0.28%             | 2037-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                 | Reckitt Benckiser Group PLC                                                      | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      3972 | NS      | $270599.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard FTSE Emerging Markets ETF          | Vanguard FTSE Emerging Markets ETF                                               | CUSIP: 922042858<br>LEI: N/A                  | Long             | EC               | RF                | US        |    160985 | NS      | $7962318.10   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                | SIG Group AG                                                                     | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |      6581 | NS      | $121729.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-CH2                                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |      3160 | PA      | $3141.79      | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A5WG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5198303 | PA      | $520236.26    | 0.10%             | 2042-04-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199100.00    | 0.04%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                    | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349125 | PA      | $355659.92    | 0.07%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                              | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $452099.12    | 0.09%             | 2039-06-10      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                 | MetLife Inc                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      7132 | NS      | $573555.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    161200 | PA      | $161823.39    | 0.03%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503546 | PA      | $505145.81    | 0.10%             | 2041-04-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec              | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $384076.90    | 0.07%             | 2054-06-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38379LAN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146958 | PA      | $6593.41      | 0.00%             | 2039-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120364 | PA      | $101746.91    | 0.02%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                      | ANZ Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     14470 | NS      | $277488.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   5914400 | NC      | $185279.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                      | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      3990 | NS      | $140855.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association      | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |         1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                         | Cardinal Health Inc                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2806 | NS      | $471408.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2018-BGS                                           | CUSIP: 20268MAC0<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     23655 | PA      | $20625.51     | 0.00%             | 2045-09-25      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1212788 | PA      | $5100.38      | 0.00%             | 2049-11-10      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio              | ACS Actividades de Construccion y Servicios SA                                   | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      2082 | NS      | $144715.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CART                                        | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997837.80    | 0.19%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Genpact Ltd                                 | Genpact Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |     10163 | NS      | $447273.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                             | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      3324 | NS      | $424075.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                  | Sabra Health Care REIT Inc                                                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     22241 | NS      | $410124.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ACTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554529 | PA      | $7988.94      | 0.00%             | 2041-05-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                 | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      5540 | NS      | $147883.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                    | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1900000 | PA      | $1461637.19   | 0.28%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software               | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2418 | NS      | $587211.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-469788.26   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                           | Eversource Energy                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      6045 | NS      | $384582.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                           | Ralph Lauren Corp                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1035 | NS      | $283879.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                       | Kirin Holdings Co Ltd                                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     11100 | NS      | $155551.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Ageas SA/NV                                 | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      2675 | NS      | $180957.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus              | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000023.40   | 0.19%             | 2039-12-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Tokyu Corp                                  | Tokyu Corp                                                                       | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     11700 | NS      | $139184.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                        | CUSIP: 31423XRE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3422563 | PA      | $468204.54    | 0.09%             | 2052-01-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-35471.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                               | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     26216 | NS      | $216357.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                               | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2627 | NS      | $724053.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                               | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1692 | NS      | $1239863.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                        | BANK 2019-BNK21                                                                  | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3469255 | PA      | $97061.08     | 0.02%             | 2052-10-17      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     34346 | PA      | $13326.08     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                            | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      5935 | NS      | $700330.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc                            | JFE Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      9900 | NS      | $115163.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust Series 2024-8                                           | CUSIP: 46658GAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728498 | PA      | $731605.68    | 0.14%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                     | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    482440 | PA      | $482570.10    | 0.09%             | 2036-12-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                   | Mitsubishi HC Capital Inc                                                        | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |     18800 | NS      | $138419.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                          | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     42660 | NS      | $208104.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                         | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192500 | PA      | $178211.76    | 0.03%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                            | HF Sinclair Corp                                                                 | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      1843 | NS      | $75710.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                   | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12688 | PA      | $12589.20     | 0.00%             | 2045-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                      | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1872 | NS      | $1017263.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-241.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-403.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                  | United Utilities Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     10966 | NS      | $172196.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    624538 | PA      | $586138.83    | 0.11%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                            | CLP Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     16500 | NS      | $139355.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust               | DTP Commercial Mortgage Trust 2023-STE2                                          | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $358972.53    | 0.07%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FYR32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6333694 | PA      | $787018.44    | 0.15%             | 2041-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                   | Zurich Insurance Group AG                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       605 | NS      | $423332.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                    | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2028 | NS      | $1169628.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-55.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Capital Inc                        | Blue Owl Capital Inc                                                             | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17217 | NS      | $330738.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAM CLO Management LLC                     | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $552763.20    | 0.10%             | 2038-01-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                           | Chile Government International Bond                                              | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    246125 | PA      | $242039.33    | 0.05%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                    | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $207408.00    | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      8453 | NS      | $233764.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1274 | NS      | $901673.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-INV1                                               | CUSIP: 46591DAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854061 | PA      | $831220.23    | 0.16%             | 2049-09-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust               | Agate Bay Mortgage Trust 2015-1                                                  | CUSIP: 00841WBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780872 | PA      | $619660.28    | 0.12%             | 2045-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                   | Banque Cantonale Vaudoise                                                        | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |       662 | NS      | $76350.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Howmet Aerospace Inc                        | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      4588 | NS      | $853964.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Cons                            | Daito Trust Construction Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      1400 | NS      | $152485.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                  | Eiffage SA                                                                       | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       996 | NS      | $139951.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XXIII Ltd                                            | CUSIP: 08186VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400020.00    | 0.08%             | 2034-04-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                    | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $345310.00    | 0.07%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                            | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1666 | NS      | $543815.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | USD CALL VERSUS INR PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |  -2200000 | NC      | $-60024.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WSTN Trust                                  | WSTN Trust 2023-MAUI                                                             | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507549.35    | 0.10%             | 2037-07-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       252 | NS      | $1458888.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9191 | PA      | $4441.49      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     11711 | NS      | $472421.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                            | Bridgestone Corp                                                                 | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      4800 | NS      | $196282.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1264398 | PA      | $76500.26     | 0.01%             | 2035-10-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31282YNU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129350 | PA      | $17419.19     | 0.00%             | 2036-08-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-3                                                  | CUSIP: 46592KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $686504.80    | 0.13%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     24224 | NS      | $4268995.52   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71279 | PA      | $64539.00     | 0.01%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $26480.37     | 0.01%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd               | Jardine Matheson Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |       600 | NS      | $28837.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 25 Ltd                                        | CUSIP: 64131JBA3<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007176.00   | 0.19%             | 2038-07-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Donaldson Co Inc                            | Donaldson Co Inc                                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      2687 | NS      | $186343.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                            | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1399 | NS      | $85510.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust                                   | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751519.20    | 0.14%             | 2039-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                   | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      5974 | NS      | $814375.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158375 | PA      | $142648.06    | 0.03%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                  | Haleon PLC                                                                       | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     10667 | NS      | $54824.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                 | Popular Inc                                                                      | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2781 | NS      | $306494.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                 | Givaudan SA                                                                      | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        20 | NS      | $96990.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON LOAN FUNDING LTD                    | Octagon Loan Funding Ltd                                                         | CUSIP: 67590RBE4<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250585.25    | 0.05%             | 2031-11-18      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                       | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701WAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251255.00    | 0.05%             | 2038-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                        | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301283.70    | 0.06%             | 2037-10-22      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2023-2                                                    | CUSIP: 81744KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791922 | PA      | $771144.46    | 0.15%             | 2053-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -2458000 | NC      | $21410.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                          | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8897 | PA      | $8335.00      | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NAP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400195.60    | 0.08%             | 2034-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                         | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1720 | NS      | $669011.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                              | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     22929 | NS      | $5030393.31   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1618527 | PA      | $61069.13     | 0.01%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Northwestern Energy Group Inc               | Northwestern Energy Group Inc                                                    | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      6430 | NS      | $329859.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397HE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256702 | PA      | $24893.91     | 0.00%             | 2037-05-15      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85812 | PA      | $78000.32     | 0.01%             | 2036-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    185000 | PA      | $184184.95    | 0.03%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                  | Pfizer Inc                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     33652 | NS      | $815724.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                  | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1164 | NS      | $284574.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                           | State Street Corp                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1500 | NS      | $159510.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                         | Paycom Software Inc                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1886 | NS      | $436420.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     33652 | PA      | $20863.94     | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2729 | NS      | $2127337.37   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113483 | PA      | $110796.35    | 0.02%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 87 CLO Ltd                                                                | CUSIP: 26246GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001549.00   | 0.19%             | 2034-05-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                 | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      7538 | NS      | $190365.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                              | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3450 | NS      | $765451.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21783 | PA      | $7799.41      | 0.00%             | 2037-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AE4R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    853067 | PA      | $24436.95     | 0.00%             | 2028-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92632 | PA      | $37147.30     | 0.01%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                    | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2265 | NS      | $1153587.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                | CANTOR FITZGERALD SECURITIES                                                     | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust                         | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $772580.85    | 0.15%             | 2034-12-10      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp                               | Obayashi Corp                                                                    | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      3500 | NS      | $53031.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                       | Travelers Cos Inc/The                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2300 | NS      | $615342.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     16715 | NS      | $1159686.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                   | Avnet Inc                                                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      3958 | NS      | $210090.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                    | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     17017 | NS      | $555264.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1035.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                | Secom Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      4700 | NS      | $168847.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                           | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     60883 | NS      | $736450.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31398RNN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305873 | PA      | $21324.10     | 0.00%             | 2040-06-25      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.       | CURRENCY CONTRACT - CNY                                                          | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3901.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor              | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1234000 | PA      | $1197964.86   | 0.23%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      2948 | NS      | $38484.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ARQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4863565 | PA      | $553926.27    | 0.10%             | 2046-05-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As              | Chase Funding Trust Series 2003-5                                                | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11181 | PA      | $11239.42     | 0.00%             | 2033-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -1623500 | NC      | $-11251.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                               | Sumitomo Corp                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      7400 | NS      | $190969.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                   | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     16913 | NS      | $182026.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                        | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      5915 | NS      | $421325.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137A5PT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4311764 | PA      | $900373.42    | 0.17%             | 2041-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-45078.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330194 | PA      | $299532.23    | 0.06%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4882 | NS      | $777507.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                       | RPM International Inc                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      3197 | NS      | $351158.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AXBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2983300 | PA      | $392212.49    | 0.07%             | 2042-12-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                 | Kajima Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $169531.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T              | Honda Auto Receivables 2024-1 Owner Trust                                        | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $711161.64    | 0.13%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EBC2<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500616.00    | 0.09%             | 2038-01-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2018-1                                    | CUSIP: 94989UBK6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    480331 | PA      | $432081.79    | 0.08%             | 2047-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2022-6 Ltd                                               | CUSIP: 05685LAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1508092.50   | 0.29%             | 2038-01-22      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                            | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAU8<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001248.00   | 0.19%             | 2036-04-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   2115500 | NC      | $75245.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298021 | PA      | $278666.65    | 0.05%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd               | Insurance Australia Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |     27864 | NS      | $165652.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| NetApp Inc                                  | NetApp Inc                                                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4666 | NS      | $497162.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307300 | PA      | $307296.85    | 0.06%             | 2038-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380000 | PA      | $26886.74     | 0.01%             | 2045-10-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $679511.80    | 0.13%             | 2051-04-10      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                           | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      5117 | NS      | $612044.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                            | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4329 | NS      | $475800.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                          | Kraft Heinz Co/The                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     16057 | NS      | $414591.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                         | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       891 | NS      | $196928.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-353.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                    | Central Japan Railway Co                                                         | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      8300 | NS      | $185543.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                  | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $94226.23     | 0.02%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                 | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      7554 | NS      | $195783.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Citibank, National Association              | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $155.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Issuer                               | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219846 | PA      | $204031.92    | 0.04%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - TRY                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $35845.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2019-J1                                                                | CUSIP: 12556MCQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383870 | PA      | $361584.06    | 0.07%             | 2049-08-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -19757300 | NC      | $9963.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                           | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      8697 | NS      | $427979.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                     | AGC Inc                                                                          | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      5200 | NS      | $152545.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| First Industrial Realty Trust               | First Industrial Realty Trust Inc                                                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2924 | NS      | $140732.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                              | Monday.com Ltd                                                                   | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |      1241 | NS      | $390269.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137BSCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1462429 | PA      | $77127.51     | 0.01%             | 2039-06-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock CLO 20 Ltd                                                             | CUSIP: 05876CBC6<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251503.75   | 0.24%             | 2036-10-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                         | Leidos Holdings Inc                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3052 | NS      | $481483.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -2842000 | NC      | $-6565.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 07/01/2025                   | ORACLE CORP NE 07/01/2025                                                        | CUSIP: 6840C2U11<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3924512.52   | 0.74%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                            | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      2582 | NS      | $171562.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11225 | NS      | $899347.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                     | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     52634 | NS      | $186045.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2024-4                                    | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1611950.08   | 0.30%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                             | CLI Funding VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     51940 | PA      | $48315.92     | 0.01%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002816.20   | 0.19%             | 2040-06-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                              | AptarGroup Inc                                                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      2641 | NS      | $413131.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Loanpal Solar Loan Ltd.                     | Loanpal Solar Loan 2020-2 Ltd                                                    | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53893 | PA      | $45631.27     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                            | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9431 | PA      | $8587.24      | 0.00%             | 2037-12-28      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Bank5                                       | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992803.80    | 0.19%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust               | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474414 | PA      | $475664.44    | 0.09%             | 2041-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T              | Renaissance Home Equity Loan Trust 2005-3                                        | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23782 | PA      | $23744.74     | 0.00%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AFGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1853547 | PA      | $254968.27    | 0.05%             | 2043-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31394EJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473632 | PA      | $42198.80     | 0.01%             | 2035-07-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                       | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998553.10    | 0.19%             | 2042-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |  -5894000 | NC      | $-16052.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2005-J2                                                   | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60415 | PA      | $46491.52     | 0.01%             | 2035-04-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                       | Rockland Park CLO Ltd                                                            | CUSIP: 773663AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250622.50    | 0.05%             | 2034-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                  | Driven Brands Funding LLC                                                        | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91475 | PA      | $91166.57     | 0.02%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118503 | PA      | $111999.82    | 0.02%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5755 | NS      | $523129.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                             | BAE Systems PLC                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      6336 | NS      | $164437.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                  | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       269 | NS      | $100866.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mello Mortgage Capital Accepta              | Mello Mortgage Capital Acceptance 2018-MTG2                                      | CUSIP: 585499BQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418763 | PA      | $401031.01    | 0.08%             | 2048-10-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                        | Smithfield Foods Inc                                                             | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      1541 | NS      | $36259.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILPT Commercial Mortgage Trust              | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014739.20   | 0.19%             | 2042-07-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Iridium Communications Inc                  | Iridium Communications Inc                                                       | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      7860 | NS      | $237136.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AVAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538600 | PA      | $94528.96     | 0.02%             | 2032-10-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCJ2<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $624158.96    | 0.12%             | 2038-07-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   3269400 | NC      | $-32010.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2006-AR2                                           | CUSIP: 17307G6K9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41672 | PA      | $31524.73     | 0.01%             | 2036-03-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                  | Loews Corp                                                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      5778 | NS      | $529611.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                        | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      9579 | NS      | $601656.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382GJ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8420040 | PA      | $1870710.64   | 0.35%             | 2050-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                        | Edison International                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      7422 | NS      | $382975.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gam Resecuritization Trust                  | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56298 | PA      | $55869.80     | 0.01%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2020-8R Ltd                                                              | CUSIP: 670898AU9<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500549.50    | 0.09%             | 2036-10-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus              | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $701708.56    | 0.13%             | 2041-11-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/Th              | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2583 | NS      | $438774.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2016-LC25                                  | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $393590.00    | 0.07%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     21985 | NS      | $951290.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2022-3 Ltd                                                           | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351473.85    | 0.07%             | 2037-10-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $202000.00    | 0.04%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FWFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1043982 | PA      | $129460.86    | 0.02%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                          | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      8356 | NS      | $179536.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Automatic Data Processing Inc               | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1437 | NS      | $443170.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CDS CDX.EM.43.V1                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $232586.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621862 | PA      | $9551.45      | 0.00%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $165000.00    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC              | Sunnova Helios IX Issuer LLC                                                     | CUSIP: 86744VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345120 | PA      | $301460.41    | 0.06%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                             | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       357 | NS      | $24625.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru              | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441831 | PA      | $449693.89    | 0.09%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      6900 | NS      | $213023.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                   | Ono Pharmaceutical Co Ltd                                                        | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     12400 | NS      | $134388.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2017-5                                                  | CUSIP: 46590YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606791 | PA      | $601666.51    | 0.11%             | 2048-10-26      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9704 | NS      | $1482286.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                 | Novartis AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      3875 | NS      | $470336.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                 | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257318 | PA      | $258299.18    | 0.05%             | 2038-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   3515000 | NC      | $58297.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31397LJK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492948 | PA      | $37300.17     | 0.01%             | 2036-07-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 113 CLO Ltd                                                               | CUSIP: 26253EBD9<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001852.00   | 0.19%             | 2037-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e               | Recordati Industria Chimica e Farmaceutica SpA                                   | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      1185 | NS      | $74483.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ING Groep NV                                | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     15801 | NS      | $346322.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                               | Ford Motor Co                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     31498 | NS      | $341753.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -3289000 | NC      | $-16845.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AHC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3258922 | PA      | $337307.02    | 0.06%             | 2044-01-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    578600 | PA      | $580679.34    | 0.11%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AKNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4518908 | PA      | $493667.65    | 0.09%             | 2044-07-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Kone Oyj                                    | Kone Oyj                                                                         | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       599 | NS      | $39462.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                      | BKW AG                                                                           | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |       384 | NS      | $84191.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                    | Tryg A/S                                                                         | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      5856 | NS      | $151384.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                       | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51084.24     | 0.01%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A9XV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702415 | PA      | $16816.31     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                         | Eastman Chemical Co                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      2805 | NS      | $209421.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                   | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     15929 | NS      | $222050.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1896786 | PA      | $51980.66     | 0.01%             | 2052-09-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2020-A-GS                                          | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22093 | PA      | $19747.18     | 0.00%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135741 | PA      | $122095.86    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2017-1                                                   | CUSIP: 33850BAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683373 | PA      | $632297.10    | 0.12%             | 2047-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $180424.39    | 0.03%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                  | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2204 | NS      | $981220.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-IRON                                           | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322664 | PA      | $311054.89    | 0.06%             | 2038-02-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BGJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7755879 | PA      | $2082627.89   | 0.39%             | 2051-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28053 | PA      | $26506.58     | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                     | Cboe Global Markets Inc                                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2119 | NS      | $494171.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    247800 | PA      | $248012.95    | 0.05%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                       | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $155437.00    | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust               | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002323.30   | 0.19%             | 2035-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| 3M Co                                       | 3M Co                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4007 | NS      | $610025.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                      | Columbia Sportswear Co                                                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      3578 | NS      | $218544.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                  | Ecolab Inc                                                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1726 | NS      | $465053.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                              | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      4382 | NS      | $393074.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                               | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1081 | NS      | $378436.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18623 | PA      | $16650.84     | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-36728.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                        | Hancock Whitney Corp                                                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      4681 | NS      | $268689.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1937656 | PA      | $1929771.93   | 0.37%             | 2036-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                            | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      5620 | NS      | $173344.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8413 | PA      | $4206.44      | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197702 | PA      | $196653.34    | 0.04%             | 2036-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1406498 | PA      | $1390595.02   | 0.26%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust               | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $808747.20    | 0.15%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                | Fortive Corp                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      5775 | NS      | $301050.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                      | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      5479 | NS      | $269047.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                  | Brixmor Property Group Inc                                                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     16702 | NS      | $434920.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2016-K57 Mortgage Trust                                                    | CUSIP: 30295DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1119480 | PA      | $1008904.64   | 0.19%             | 2049-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2021-J1                                         | CUSIP: 74387MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $243610.48    | 0.05%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                           | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     26057 | NS      | $182996.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $209450.00    | 0.04%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -3515000 | NC      | $-107115.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                        | National Fuel Gas Co                                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      2801 | NS      | $237272.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     70000 | PA      | $70457.53     | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                            | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      3231 | NS      | $62061.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OGE Energy Corp                             | OGE Energy Corp                                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      6784 | NS      | $301073.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102388.36    | 0.02%             | 2040-01-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248673.38    | 0.05%             | 2036-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1020863.80   | 0.19%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     15518 | NS      | $4277536.70   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                    | Mill City Mortgage Loan Trust 2018-3                                             | CUSIP: 59980XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2095533 | PA      | $2010093.14   | 0.38%             | 2058-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-45033.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382FB37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2836032 | PA      | $524782.28    | 0.10%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B4GR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1114253 | PA      | $225111.93    | 0.04%             | 2039-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                 | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      6431 | NS      | $849149.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     16565 | NS      | $338754.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     87000 | NC      | $2124.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $824280.19    | 0.16%             | 2036-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    170745 | PA      | $171000.76    | 0.03%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS IBOXHY INDEX                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $233600.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                            | Isuzu Motors Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     11800 | NS      | $149481.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2004-J7                                                   | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29593 | PA      | $29450.60     | 0.01%             | 2034-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                            | Medibank Pvt Ltd                                                                 | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     54552 | NS      | $181161.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                           | U-Haul Holding Co                                                                | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      2722 | NS      | $147995.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series EMHCD Fund                 | Voya VACS Series EMHCD Fund                                                      | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |   1031386 | NS      | $10602653.11  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                      | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      3180 | NS      | $172932.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     67303 | PA      | $34526.45     | 0.01%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2016-K57 Mortgage Trust                                                    | CUSIP: 30295DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11005093 | PA      | $6808.85      | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      9021 | NS      | $1437225.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1741 | NS      | $2331425.33   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382KWP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6869266 | PA      | $1026838.51   | 0.19%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                               | Kroger Co/The                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1602 | NS      | $114911.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                        | Tradeweb Markets Inc                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9068 | NS      | $1327555.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Cor              | Fisher & Paykel Healthcare Corp Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      4077 | NS      | $89550.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                    | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      3113 | NS      | $29544.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     12329 | NS      | $722849.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     31827 | NS      | $6529945.59   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ASUG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5463098 | PA      | $571009.27    | 0.11%             | 2042-08-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| H&R Block Inc                               | H&R Block Inc                                                                    | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      7040 | NS      | $386425.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R01                                     | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506034.50    | 0.10%             | 2044-01-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4741 | NS      | $375297.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                               | Ingredion Inc                                                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3381 | NS      | $458531.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                            | Asahi Kasei Corp                                                                 | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     22500 | NS      | $160172.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                            | Mexican Udibonos                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     56570 | PA      | $2282975.34   | 0.43%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2024-3                                                    | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212612 | PA      | $213319.30    | 0.04%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248142 | PA      | $235192.66    | 0.04%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2200 | NS      | $408364.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                | NNN REIT Inc                                                                     | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     10444 | NS      | $450971.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                         | Imperial Brands PLC                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      5644 | NS      | $222994.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                               | Snowflake Inc                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2967 | NS      | $663925.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                       | General Dynamics Corp                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       756 | NS      | $220494.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-7379.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                       | OCP CLO Ltd                                                                      | CUSIP: 67570KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500740.50    | 0.09%             | 2035-07-16      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Danone SA                                   | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      2516 | NS      | $205868.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -75 | NC      | $-311188.12   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                            | Transurban Group                                                                 | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     14125 | NS      | $129963.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                    | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       854 | NS      | $148877.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                    | Mowi ASA                                                                         | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      5518 | NS      | $106571.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    250000 | PA      | $254625.00    | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38378UVZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600733 | PA      | $46346.89     | 0.01%             | 2043-10-16      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | THL Credit Wind River 2017-3 Clo Ltd                                             | CUSIP: 97316LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601200.00    | 0.11%             | 2035-04-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                         | Synchrony Financial                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      4018 | NS      | $268161.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boca Commercial Mortgage Trust              | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1506307.20   | 0.28%             | 2041-08-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                 | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      7360 | NS      | $188080.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410374 | PA      | $332768.94    | 0.06%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F              | Ford Credit Auto Owner Trust 2022-REV1                                           | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100045.89    | 0.02%             | 2034-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144556.94    | 0.03%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                  | Scout24 SE                                                                       | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      1203 | NS      | $166073.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663790 | PA      | $11785.59     | 0.00%             | 2050-09-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | THL Credit Wind River 2015-1 CLO Ltd                                             | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |     27550 | PA      | $27584.53     | 0.01%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co                       | West Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      7500 | NS      | $171458.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838477 | PA      | $9030.77      | 0.00%             | 2049-07-10      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                     | Comfort Systems USA Inc                                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1401 | NS      | $751230.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series SC Fund                    | Voya VACS Series SC Fund                                                         | CUSIP: 92919X203<br>LEI: 549300WMAVLRYOGXL523 | Long             | EC               | RF                | US        |   3092722 | NS      | $32875634.23  | 6.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                 | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     12532 | NS      | $544139.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2022-GR2                                     | CUSIP: 36270WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604812 | PA      | $590589.67    | 0.11%             | 2055-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2 | NC      | $8495.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                 | Paychex Inc                                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3507 | NS      | $510128.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                              | Flowserve Corp                                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       333 | NS      | $17432.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AVDU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1298790 | PA      | $75584.54     | 0.01%             | 2032-10-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd                    | Storm King Park CLO LTD                                                          | CUSIP: 86217RAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1255912.50   | 0.24%             | 2037-10-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                              | Globe Life Inc                                                                   | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      3394 | NS      | $421840.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                      | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   2458000 | NC      | $-35248.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3105 | NS      | $678877.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                    | BX Trust 2023-DELC                                                               | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504203.30    | 0.10%             | 2038-05-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                              | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     87031 | PA      | $87192.18     | 0.02%             | 2031-11-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -3277000 | NC      | $32368.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T              | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8033 | PA      | $7017.25      | 0.00%             | 2037-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2015-GC32                                           | CUSIP: 36250PAD7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |    187163 | PA      | $186936.72    | 0.04%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | Comm 2013-CCRE13 Mortgage Trust                                                  | CUSIP: 12630BBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34666 | PA      | $32556.00     | 0.01%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039157 | PA      | $31437.46     | 0.01%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                          | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  13087000 | PA      | $3813193.45   | 0.72%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325XWG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1802708 | PA      | $291523.47    | 0.06%             | 2048-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                         | GSAT 2025-BMF B 7/30                                                             | CUSIP: 36271XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002064.60   | 0.19%             | 2030-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                     | GSK PLC                                                                          | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      5107 | NS      | $97372.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                    | Nippon Building Fund Inc                                                         | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |       173 | NS      | $159744.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Oversea-Chinese Banking Corp L              | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      5700 | NS      | $73092.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellula              | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      8810 | NS      | $330110.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $415968.00    | 0.08%             | 2042-05-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                              | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8274 | NS      | $742508.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr              | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10155 | PA      | $10042.77     | 0.00%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                      | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      4055 | NS      | $204059.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625246 | PA      | $510017.59    | 0.10%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Michelin                                    | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      4198 | NS      | $156141.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit              | Mid-America Apartment Communities Inc                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1513 | NS      | $223939.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyack Park CLO, Ltd.                        | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500875.50    | 0.09%             | 2034-10-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ACP94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316821 | PA      | $14319.31     | 0.00%             | 2041-01-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AL5C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7109069 | PA      | $779216.54    | 0.15%             | 2042-01-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                        | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      6714 | NS      | $138702.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc              | SS&C Technologies Holdings Inc                                                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      6421 | NS      | $531658.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3758 | NS      | $1024769.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Voya Investors Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration