# EDGAR Filing Document

**Accession Number:** 0000837276
**File Stem:** 0000940400-25-012046
**Filing Date:** 2025-11
**Character Count:** 292075
**Document Hash:** 103bd3e04a3a42b4005b14515d4ccc21
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-012046.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-012046

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**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:** 251536134

**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:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $380643432.26

**Total Liabilities:** $5217886.83

**Net Assets:** $375425545.43

**Delayed Delivery Securities:** $191995.00

**Cash Not Reported:** $4095324.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 193.60981000 | **1-Year:** 1369.41041000 | **5-Year:** 13171.64543000 | **10-Year:** 5465.88172000 | **30-Year:** 305.98211000

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

- **3-Month:** 13.59313000 | **1-Year:** 1685.05840000 | **5-Year:** 3117.51910000 | **10-Year:** 596.83801000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028893 | 0.31%                | 1.80%                | 0.82%                |
| Class ID C000028892 | 0.21%                | 1.90%                | 0.43%                |
| Class ID C000028890 | 0.28%                | 1.81%                | 1.07%                |
| Class ID C000028891 | 0.29%                | 1.89%                | 1.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2560000.59              | $-1484171.03                               |
| Month 2  | $2300813.02              | $4169955.38                                |
| Month 3  | $15835620.13             | $-11662342.83                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANZ Group Holdings Ltd                      | ANZ Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     10149 | NS      | $222857.11    | 0.06%             |  |  |  | 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      | $2186014.80   | 0.58%             | 2043-05-25      | Floating      | 9.70%                 | No            |                  2 | 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        |    553129 | PA      | $546755.01    | 0.15%             | 2055-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                      | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $213927.75    | 0.06%             | 2029-03-15      | Fixed         | 8.62%                 | 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      | $623405.66    | 0.17%             | 2038-07-22      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                           | Origin Energy Ltd                                                                | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      5285 | NS      | $43614.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-5                                                    | CUSIP: 81743AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290076 | PA      | $261087.97    | 0.07%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620363 | PA      | $511245.70    | 0.14%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      8178 | NS      | $354107.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       162 | NS      | $874681.74    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.             | NATWEST MARKETS SECURITIES INC                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |    323121 | PA      | $323121.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WSM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13515444 | PA      | $1464085.51   | 0.39%             | 2046-12-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403935 | PA      | $333187.12    | 0.09%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                      | MatsukiyoCocokara & Co                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $97502.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                  | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       188 | NS      | $62545.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                 | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      5121 | NS      | $124881.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                  | Brixmor Property Group Inc                                                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     11663 | NS      | $322831.84    | 0.09%             |  |  |  | No            |                  1 | 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      | $846816.00    | 0.23%             | 2042-06-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BFGH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12195384 | PA      | $2787628.28   | 0.74%             | 2051-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A9XV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584284 | PA      | $12315.06     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                   | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     10499 | NS      | $374195.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1592 | NS      | $266373.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     44977 | NS      | $8391808.66   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                  | Unum Group                                                                       | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      4204 | NS      | $326987.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                 | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      7313 | NS      | $121348.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                               | Scentre Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15159 | NS      | $40889.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                    | EQT Corp                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      5480 | NS      | $298276.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37782 | PA      | $31841.97     | 0.01%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                           | Eversource Energy                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      4221 | NS      | $300281.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP DI 10/01/25                    | ENTERGY CORP DI 10/01/25                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999414.50   | 1.33%             | 2025-10-01      | None          | 0.00%                 | 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      | $1495862.29   | 0.40%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |     22827 | NS      | $20264.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       928 | NS      | $854019.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                         | Leidos Holdings Inc                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1820 | NS      | $343907.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.          | DAIWA CAPITAL MARKETS AMERICA INC                                                | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        | -32894000 | NC      | $6708.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doximity Inc                                | Doximity Inc                                                                     | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5918 | NS      | $432901.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                     | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      5833 | NS      | $628855.73    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      4249 | NS      | $437901.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HERO Funding Trust                          | HERO Funding Trust 2015-2                                                        | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8130 | PA      | $7884.46      | 0.00%             | 2040-09-20      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                              | Globe Life Inc                                                                   | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2370 | NS      | $338838.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |   3080000 | NC      | $9355.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                     | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |      6262 | NS      | $21355.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                    | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       882 | NS      | $432515.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION 3/27/2008 3.20%                    | DOMINION RES INC 10/14/21                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3993376.00   | 1.06%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Continental AG                              | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       878 | NS      | $58085.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellula              | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      6152 | NS      | $298618.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP D 12/17/2025                   | ENTERGY CORP D 12/17/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981600.60   | 0.53%             | 2025-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                     | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      3559 | NS      | $67035.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ACP94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292880 | PA      | $12880.55     | 0.00%             | 2041-01-15      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $9169.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                      | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196525.55    | 0.05%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                             | CLI Funding VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     49465 | PA      | $46352.34     | 0.01%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                     | HomeBanc Mortgage Trust 2004-1                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9183 | PA      | $9019.23      | 0.00%             | 2029-08-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                              | Cloudflare Inc                                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1357 | NS      | $291198.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                  | Ecolab Inc                                                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1465 | NS      | $401204.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Cons                            | Daito Trust Construction Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      5000 | NS      | $109706.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Snowflake Inc                               | Snowflake Inc                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2491 | NS      | $561845.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                        | CUSIP: 3136FG5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2685286 | PA      | $556337.62    | 0.15%             | 2039-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                           | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185605.74    | 0.05%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                          | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      7406 | NS      | $145943.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                        | Hancock Whitney Corp                                                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      3269 | NS      | $204672.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $691630.70    | 0.18%             | 2051-04-10      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                     | Sekisui Chemical Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      6000 | NS      | $111699.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227657.03    | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                     | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       961 | NS      | $335898.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175368.80    | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ADT Inc                                     | ADT Inc                                                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35475 | NS      | $308987.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                            | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      8142 | NS      | $539977.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International              | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      8177 | NS      | $899061.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LETRA TESOURO NACIONAL                      | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     31364 | PA      | $5690240.48   | 1.52%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                  | United Utilities Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      7850 | NS      | $121272.36    | 0.03%             |  |  |  | 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        |     13460 | PA      | $12127.49     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                 | Viatris Inc                                                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     13687 | NS      | $135501.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions              | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      4633 | NS      | $310735.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38381RPA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2582512 | PA      | $39548.58     | 0.01%             | 2042-03-20      | Floating      | 0.60%                 | 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        |      5266 | PA      | $5245.88      | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                          | CNA Financial Corp                                                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       509 | NS      | $23648.14     | 0.01%             |  |  |  | No            |                  1 | 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        |    323476 | NS      | $21110043.76  | 5.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DEL PERU SA                       | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    225000 | PA      | $196143.75    | 0.05%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                         | Travel + Leisure Co                                                              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      4257 | NS      | $253248.93    | 0.07%             |  |  |  | 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        |    416111 | PA      | $402074.00    | 0.11%             | 2048-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AL5C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6781035 | PA      | $734690.95    | 0.20%             | 2042-01-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Tokyo Metro Co Ltd                          | Tokyo Metro Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049N9IQPZ74JY58 | Long             | EC               | CORP              | JP        |      5800 | NS      | $66475.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2018-1                                    | CUSIP: 94989UBK6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    470230 | PA      | $425253.64    | 0.11%             | 2047-07-25      | Variable      | 3.65%                 | 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        |      9103 | PA      | $8281.40      | 0.00%             | 2037-12-28      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| BP PLC                                      | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     33207 | NS      | $190662.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BGJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7533985 | PA      | $1977145.26   | 0.53%             | 2051-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                               | Ingredion Inc                                                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2361 | NS      | $288301.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                           | Admiral Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      2083 | NS      | $94012.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-8188.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                            | ANA Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |       800 | NS      | $15455.58     | 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      | $195665.54    | 0.05%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Getlink SE                                  | Getlink SE                                                                       | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      3601 | NS      | $66400.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1212 | NS      | $448040.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9191 | PA      | $4848.29      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                 | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      8751 | NS      | $393882.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Loanpal Solar Loan Ltd.                     | Loanpal Solar Loan 2021-2 Ltd                                                    | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88743 | PA      | $72433.53     | 0.02%             | 2048-03-20      | Fixed         | 2.22%                 | 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      | $-298.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                            | Osaka Gas Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      1400 | NS      | $40549.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                   | Zurich Insurance Group AG                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       411 | NS      | $293775.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2240.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38379JJF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2068685 | PA      | $102258.11    | 0.03%             | 2030-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                   | Axis Capital Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      3055 | NS      | $292669.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                           | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     41364 | NS      | $583774.85    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1726 | NS      | $544432.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                | Watts Water Technologies Inc                                                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       802 | NS      | $223982.56    | 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      | $102331.62    | 0.03%             | 2040-01-25      | Floating      | 7.47%                 | 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        |    112169 | NS      | $6077316.42   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                  | Sysco Corp                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       518 | NS      | $42652.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | HSBC SECURITIES (USA) INC                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |    124049 | PA      | $124049.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                           | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      6829 | NS      | $416364.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                 | Swisscom AG                                                                      | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       184 | NS      | $133740.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/T              | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      3076 | NS      | $410307.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                    | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       906 | NS      | $43287.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       153 | NS      | $43184.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                    | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       186 | NS      | $31123.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                | WH Group Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |     58500 | NS      | $63352.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AXBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2879419 | PA      | $369351.74    | 0.10%             | 2042-12-15      | Floating      | 2.21%                 | 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        |     13919 | PA      | $6373.56      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                            | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1132 | NS      | $376937.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                         | Northern Trust Corp                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       428 | NS      | $57608.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                   | Link REIT                                                                        | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |      8000 | NS      | $41103.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31282YNU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125218 | PA      | $17924.95     | 0.00%             | 2036-08-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   5914400 | NC      | $96515.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                      | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       853 | NS      | $390068.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Bank, National Association      | CURRENCY CONTRACT - COP                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25396.33    | -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        |    323383 | PA      | $294769.45    | 0.08%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-INV1                                               | CUSIP: 46591DAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836269 | PA      | $819062.94    | 0.22%             | 2049-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                         | Henkel AG & Co KGaA                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      1673 | NS      | $134988.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                 | Reckitt Benckiser Group PLC                                                      | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      2699 | NS      | $207828.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                    | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233917.20    | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AE4R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734046 | PA      | $18815.66     | 0.01%             | 2028-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2018-BGS                                           | CUSIP: 20268MAC0<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     21639 | PA      | $19333.54     | 0.01%             | 2045-09-25      | Fixed         | 3.99%                 | 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      | $500025.00    | 0.13%             | 2036-10-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38381WSU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2040139 | PA      | $455896.10    | 0.12%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                     | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                    | Fox Corp                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3628 | NS      | $228781.68    | 0.06%             |  |  |  | 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      | $311633.26    | 0.08%             | 2038-02-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                       | Element Solutions Inc                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      4259 | NS      | $107199.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     34346 | PA      | $14296.34     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                      | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150429.15    | 0.04%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Oracle Corp Japan                           | Oracle Corp Japan                                                                | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       300 | NS      | $30630.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913040 | PA      | $858097.77    | 0.23%             | 2049-06-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                 | Cintas Corp                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1473 | NS      | $302347.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties               | Gaming and Leisure Properties Inc                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      3044 | NS      | $141880.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                           | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3573 | NS      | $400604.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2004-J7                                                   | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27361 | PA      | $27277.50     | 0.01%             | 2034-10-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                               | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      1933 | NS      | $344344.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                 | Jack Henry & Associates Inc                                                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      2110 | NS      | $314242.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                           | Nippon Steel Corp                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     26000 | NS      | $107087.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                        | CUSIP: 31424VDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2754964 | PA      | $265862.68    | 0.07%             | 2039-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                        | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      6689 | NS      | $423748.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      6022 | NS      | $573535.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2017-1                                                   | CUSIP: 33850BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159077 | PA      | $147288.57    | 0.04%             | 2047-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                       | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187904.55    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software               | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1543 | NS      | $398649.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                   | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     16982 | NS      | $157097.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                              | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      1008 | NS      | $92194.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                    | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230591.93    | 0.06%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                 | Swiss Re AG                                                                      | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        53 | NS      | $9843.53      | 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      | $56549.12     | 0.02%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                    | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $218353.00    | 0.06%             | 2034-05-02      | Fixed         | 6.75%                 | 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      | $-61297.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325YR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3271599 | PA      | $308939.75    | 0.08%             | 2037-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                               | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1115 | NS      | $861382.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                  | JP MORGAN SECURITIES LLC                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    233711 | PA      | $233711.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A5LH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256027 | PA      | $53996.11     | 0.01%             | 2041-04-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                         | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3070 | NS      | $402722.60    | 0.11%             |  |  |  | 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        |     12076 | PA      | $11861.99     | 0.00%             | 2045-10-25      | Floating      | 5.25%                 | 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      | $678219.23    | 0.18%             | 2049-07-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd                                | Brambles Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6102 | NS      | $100119.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                        | Smurfit WestRock PLC                                                             | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      1240 | NS      | $52786.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31398RNN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296573 | PA      | $20848.39     | 0.01%             | 2040-06-25      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                        | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       395 | NS      | $299469.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series EMHCD Fund                 | Voya VACS Series EMHCD Fund                                                      | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |   1047479 | NS      | $11155647.11  | 2.97%             |  |  |  | No            |                  1 | 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      | $728618.66    | 0.19%             | 2042-07-25      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                          | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      5677 | NS      | $134948.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                           | Chile Government International Bond                                              | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    246125 | PA      | $248081.69    | 0.07%             | 2036-01-05      | Fixed         | 4.95%                 | 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        |       839 | NC      | $-81231.81    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CONCORD                                     | CONCORD MINUTE 10/01/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5999313.00   | 1.60%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                            | DSM-Firmenich AG                                                                 | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |       206 | NS      | $17575.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                     | TIS Inc                                                                          | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      3000 | NS      | $98955.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OGE Energy Corp                             | OGE Energy Corp                                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      4737 | NS      | $219180.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325XWG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1762979 | PA      | $282235.25    | 0.08%             | 2048-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $216950.00    | 0.06%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      9650 | NS      | $3183631.50   | 0.85%             |  |  |  | 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        |    965409 | PA      | $978827.18    | 0.26%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2021-4                                                       | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580207 | PA      | $478584.85    | 0.13%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                           | Allstate Corp/The                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1917 | NS      | $411484.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                      | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1005 | NS      | $449466.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                               | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      2011 | NS      | $153027.71    | 0.04%             |  |  |  | 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        |    131446 | PA      | $118217.89    | 0.03%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-6477.24     | -0.00%            |  |  |  | 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      | $1005936.00   | 0.27%             | 2038-07-18      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| elf Beauty Inc                              | elf Beauty Inc                                                                   | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      2182 | NS      | $289071.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2891.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                            | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      4863 | NS      | $98851.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    185000 | PA      | $184899.53    | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482870 | PA      | $425618.17    | 0.11%             | 2066-06-25      | Variable      | 1.05%                 | 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        |     20541 | PA      | $19483.28     | 0.01%             | 2049-08-25      | Variable      | 4.00%                 | 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      | $1253290.00   | 0.33%             | 2037-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD         | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2021-2                                                   | CUSIP: 33852EBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521090 | PA      | $443691.61    | 0.12%             | 2051-04-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                            | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      3818 | NS      | $121050.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AA5T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789149 | PA      | $44767.82     | 0.01%             | 2042-03-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                        | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $195868.91    | 0.05%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FVA EURUSD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $46533.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                               | Sumitomo Corp                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      5000 | NS      | $144664.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE Value ETF                 | iShares MSCI EAFE Value ETF                                                      | CUSIP: 464288877<br>LEI: 549300AN74D4XJZB8Y40 | Long             | EC               | RF                | US        |      5315 | NS      | $360516.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |  -3745000 | NC      | $-1342.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                 | Rollins Inc                                                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      5347 | NS      | $314082.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                       | AECOM                                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      1183 | NS      | $154346.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arroyo Mortgage Trust                       | Arroyo Mortgage Trust 2022-1                                                     | CUSIP: 042855AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $494622.42    | 0.13%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                         | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4376 | NS      | $485736.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $114928.92    | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                 | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      2201 | NS      | $155209.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                     | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      5713 | NS      | $112560.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     15352 | NS      | $674720.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    578600 | PA      | $585244.86    | 0.16%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                               | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598537 | PA      | $603974.07    | 0.16%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $46974.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     15748 | NS      | $494802.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                            | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      4483 | NS      | $143813.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp                              | Flowserve Corp                                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      1434 | NS      | $76202.76     | 0.02%             |  |  |  | No            |                  1 | 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      | $628847.62    | 0.17%             | 2045-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                 | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       656 | NS      | $98210.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $210000.00    | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                    | SLM Corp                                                                         | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5224 | NS      | $144600.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2895 | NS      | $269785.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111511.72    | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                    | Central Japan Railway Co                                                         | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      5600 | NS      | $160550.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                     | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $153041.56    | 0.04%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | 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        |    226184 | PA      | $204184.61    | 0.05%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                     | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $196710.80    | 0.05%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION              | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   2227000 | NC      | $238.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosperity Bancshares Inc                   | Prosperity Bancshares Inc                                                        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1486 | NS      | $98596.10     | 0.03%             |  |  |  | No            |                  1 | 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        |    633072 | PA      | $639036.96    | 0.17%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                   | Carpenter Technology Corp                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       151 | NS      | $37076.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc               | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1079 | NS      | $316686.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3409 | NS      | $567121.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   3224100 | NC      | $-52115.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485500 | PA      | $483944.89    | 0.13%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                    | Tryg A/S                                                                         | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      3979 | NS      | $101023.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ALQR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1450499 | PA      | $173261.78    | 0.05%             | 2042-02-15      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                  | Eiffage SA                                                                       | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       480 | NS      | $61496.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B4GR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1079469 | PA      | $214559.92    | 0.06%             | 2039-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      1390 | NS      | $26311.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol              | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       971 | NS      | $194656.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY              | TIAA CLO I Ltd                                                                   | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    109154 | PA      | $109250.10    | 0.03%             | 2031-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                   | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      9310 | NS      | $154149.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS IBOXHY INDEX                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $442400.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                      | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       494 | NS      | $208448.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                   | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     14886 | NS      | $224480.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                  | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1407 | NS      | $551037.48    | 0.15%             |  |  |  | No            |                  1 | 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        |       -56 | NC      | $-119994.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1536 | NS      | $355645.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                 | Daiwa House Industry Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      3800 | NS      | $136477.12    | 0.04%             |  |  |  | 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        |     94883 | PA      | $88601.31     | 0.02%             | 2049-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2019-J1                                                                | CUSIP: 12556MCQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374435 | PA      | $354322.18    | 0.09%             | 2049-08-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38383GGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6665369 | PA      | $1524163.94   | 0.41%             | 2052-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202850.00    | 0.05%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                       | RPM International Inc                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1673 | NS      | $197213.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B3TM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107211 | PA      | $11282.35     | 0.00%             | 2048-12-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2860 | NS      | $1271899.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO CAPITAL MARKETS LLC                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: OV6W8S6QX2D1J857QP30 | N/A              | DIR              | CORP              | US        |  -7976000 | NC      | $0.00         | 0.00%             |  |  |  | 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      | $-6.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                        | CUSIP: 31423XRE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3341946 | PA      | $448129.50    | 0.12%             | 2052-01-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                        | CUSIP: 3136FCD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2121726 | PA      | $373579.41    | 0.10%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - TRY                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $63148.96     | 0.02%             |  |  |  | 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        |      5619 | PA      | $5574.54      | 0.00%             | 2036-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                           | Computershare Ltd                                                                | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      3146 | NS      | $75585.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $154673.05    | 0.04%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In              | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6271 | NS      | $1017156.20   | 0.27%             |  |  |  | No            |                  1 | 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        |      7917 | PA      | $6948.71      | 0.00%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                   | Power Assets Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |     17500 | NS      | $110768.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| General Dynamics Corp                       | General Dynamics Corp                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       528 | NS      | $180048.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                    | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      8239 | NS      | $177110.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I              | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       191 | NS      | $234473.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      4483 | NS      | $358371.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                 | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1310 | NS      | $275755.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Contact Energy Ltd                          | Contact Energy Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |      5699 | NS      | $30069.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     70000 | PA      | $70628.31     | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AHC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3129704 | PA      | $306900.45    | 0.08%             | 2044-01-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     29024 | PA      | $14149.20     | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                        | Prime Mortgage Trust 2007-1                                                      | CUSIP: 74162FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5260 | PA      | $4708.73      | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                 | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      5000 | NS      | $126896.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                           | Expedia Group Inc                                                                | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $84858.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80841 | PA      | $75831.08     | 0.02%             | 2049-05-27      | Variable      | 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      | $174350.00    | 0.05%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                 | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1806 | NS      | $507919.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                           | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98638.22     | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                     | Cboe Global Markets Inc                                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1480 | NS      | $362970.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                      | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8972732.70   | 2.39%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Danone SA                                   | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       985 | NS      | $85826.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corpo              | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     58393 | PA      | $58557.96     | 0.02%             | 2034-02-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                           | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     17703 | NS      | $125042.49    | 0.03%             |  |  |  | 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        |     58975 | PA      | $45382.25     | 0.01%             | 2035-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    250000 | PA      | $260875.00    | 0.07%             | 2031-08-06      | Fixed         | 6.05%                 | 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      | $550747.45    | 0.15%             | 2032-01-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2023-2                                                    | CUSIP: 81744KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774502 | PA      | $764771.56    | 0.20%             | 2053-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112854 | PA      | $106900.25    | 0.03%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Aumovio SE                                  | Aumovio SE                                                                       | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |       439 | NS      | $18101.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Sol Issuer,LLC                      | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172474 | PA      | $145251.52    | 0.04%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FYR32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6092293 | PA      | $745809.71    | 0.20%             | 2041-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                  | Scout24 SE                                                                       | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       817 | NS      | $102498.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co                       | West Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      5100 | NS      | $111832.45    | 0.03%             |  |  |  | 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        |    688181 | PA      | $567647.54    | 0.15%             | 2051-07-25      | Variable      | 2.50%                 | 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        |    769496 | PA      | $692877.11    | 0.18%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions              | Broadridge Financial Solutions Inc                                               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       371 | NS      | $88361.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21567.10    | -0.01%            |  |  |  | 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        |     16396 | PA      | $16404.48     | 0.00%             | 2030-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                            | JFE Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      6700 | NS      | $82216.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| CK Infrastructure Holdings Ltd              | CK Infrastructure Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | HK        |      2500 | NS      | $16402.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                  | FDJ UNITED                                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      1862 | NS      | $62437.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                        | OneMain Holdings Inc                                                             | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      2191 | NS      | $123703.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B8VB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2843836 | PA      | $488615.46    | 0.13%             | 2050-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137BLSR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538260 | PA      | $10739.21     | 0.00%             | 2043-04-15      | Floating      | 0.01%                 | No            |                  2 | 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        |     17746 | PA      | $16125.87     | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                 | Hexcel Corp                                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1126 | NS      | $70600.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCORD                                     | CONCORD MINUT 10/15/25                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2994824.40   | 0.80%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                     | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-284.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                            | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4144 | NS      | $512820.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                           | Swire Pacific Ltd                                                                | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      4500 | NS      | $38136.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Intuit Inc                                  | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       424 | NS      | $289553.84    | 0.08%             |  |  |  | No            |                  1 | 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      | $0.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS IBOXHY INDEX                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $441000.00    | 0.12%             |  |  |  | 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        |    836209 | PA      | $33323.17     | 0.01%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                 | Obic Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $97589.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   3515000 | NC      | $43115.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31397LJK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452218 | PA      | $36485.11     | 0.01%             | 2036-07-25      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/Th              | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1804 | NS      | $327660.52    | 0.09%             |  |  |  | No            |                  1 | 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      | $249706.80    | 0.07%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      9777 | NS      | $256312.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AVAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1434446 | PA      | $87819.58     | 0.02%             | 2032-10-15      | Floating      | 1.71%                 | No            |                  2 | 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        |    824941 | PA      | $695474.06    | 0.19%             | 2052-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                             | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      6841 | NS      | $112629.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                         | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     42652 | NS      | $282321.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                             | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       703 | NS      | $52999.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      4700 | NS      | $138040.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2808.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      4127 | NS      | $634113.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                       | 3M Co                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2557 | NS      | $396795.26    | 0.11%             |  |  |  | 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        |      8157 | PA      | $8099.89      | 0.00%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       444 | NS      | $7018.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $174500.00    | 0.05%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     11795 | NS      | $807013.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                            | Asahi Kasei Corp                                                                 | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     15300 | NS      | $120253.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit Inc                                  | Reddit Inc                                                                       | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      1463 | NS      | $336475.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68303 | PA      | $62102.03     | 0.02%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Donaldson Co Inc                            | Donaldson Co Inc                                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1876 | NS      | $153550.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                        | Range Resources Corp                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      4263 | NS      | $160459.32    | 0.04%             |  |  |  | No            |                  1 | 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      | $185518.70    | 0.05%             | 2049-10-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 10/20/2025                   | ENBRIDGE U S I 10/20/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995229.00   | 0.53%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                  | Sabra Health Care REIT Inc                                                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     15531 | NS      | $289497.84    | 0.08%             |  |  |  | No            |                  1 | 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      | $754056.00    | 0.20%             | 2039-04-16      | Floating      | 6.32%                 | 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        |     27784 | PA      | $26266.56     | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                         | Onto Innovation Inc                                                              | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      2198 | NS      | $284025.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                            | CLP Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     12000 | NS      | $99291.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                 | Novartis AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2605 | NS      | $334946.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ASUG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5252379 | PA      | $549036.21    | 0.15%             | 2042-08-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                          | Smith & Nephew PLC                                                               | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      1940 | NS      | $35186.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                 | Suntory Beverage & Food Ltd                                                      | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      1200 | NS      | $37504.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                    | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $358071.00    | 0.10%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                              | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        74 | NS      | $27694.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ARQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4778228 | PA      | $543599.70    | 0.14%             | 2046-05-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                   | Repsol SA                                                                        | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      2683 | NS      | $47709.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                  | Pfizer Inc                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     23499 | NS      | $598754.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325XWS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1608128 | PA      | $271631.59    | 0.07%             | 2049-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-CH2                                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |       184 | PA      | $183.15       | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | 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      | $1006179.40   | 0.27%             | 2044-08-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                 | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125318.21    | 0.03%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                    | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     25626 | NS      | $242846.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | TRS FVA USDINR                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-14274.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -86 | NC      | $-70084.31    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31394EJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461916 | PA      | $41031.89     | 0.01%             | 2035-07-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38378UVZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    570431 | PA      | $44144.95     | 0.01%             | 2043-10-16      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285283 | PA      | $266754.32    | 0.07%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                 | ROBLOX Corp                                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3079 | NS      | $426503.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AFGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1732648 | PA      | $232004.72    | 0.06%             | 2043-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                         | HKT Trust & HKT Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     65000 | NS      | $96103.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| CaixaBank SA                                | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     17185 | NS      | $181507.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                           | Japan Tobacco Inc                                                                | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      5300 | NS      | $173824.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8395 | NS      | $704592.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   3224100 | NC      | $19230.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      5743 | NS      | $156531.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                              | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127403.25    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                        | PARKER-HANNIFI 11/25/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986717.60   | 0.53%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                        | Tradeweb Markets Inc                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6433 | NS      | $713934.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                  | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       813 | NS      | $211518.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp              | Mitsubishi Chemical Group Corp                                                   | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     21400 | NS      | $122924.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                         | Imperial Brands PLC                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      3834 | NS      | $162873.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Michelin                                    | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      2852 | NS      | $102711.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1826 | NS      | $1393238.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8413 | PA      | $4585.02      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                            | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3023 | NS      | $341780.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                           | U-Haul Holding Co                                                                | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1901 | NS      | $96760.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382KWP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6712456 | PA      | $988183.55    | 0.26%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5410 | PA      | $5375.10      | 0.00%             | 2050-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| SIG Group AG                                | SIG Group AG                                                                     | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |      6577 | NS      | $68208.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                 | Snap-on Inc                                                                      | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       922 | NS      | $319500.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1165 | NS      | $325699.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                               | Obayashi Corp                                                                    | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      7200 | NS      | $118177.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |   3745000 | NC      | $401.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38379LAN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124311 | PA      | $4747.82      | 0.00%             | 2039-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-721120.95   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ABHQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2288206 | PA      | $244343.68    | 0.07%             | 2043-01-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                   | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      3519 | NS      | $641935.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                 | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      3764 | NS      | $102905.48    | 0.03%             |  |  |  | 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        |     30839 | PA      | $21022.59     | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                 | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      1817 | NS      | $126020.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EIDP INC DISC 10/06/2025                    | EIDP INC DISC 10/06/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399716.40    | 0.11%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                            | Bridgestone Corp                                                                 | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      3300 | NS      | $152519.95    | 0.04%             |  |  |  | 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      | $706316.45    | 0.19%             | 2044-03-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-OAT                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -30 | NC      | $18429.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBWF Mortgage Trust                         | DBWF Mortgage Trust                                                              | CUSIP: 23306NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1042305.33   | 0.28%             | 2034-06-10      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                       | Japan Airlines Co Ltd                                                            | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |      5400 | NS      | $108731.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| ONEOK Inc                                   | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      4982 | NS      | $363536.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                     | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      8867 | NS      | $120664.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607080 | PA      | $612799.52    | 0.16%             | 2055-03-25      | Variable      | 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      | $-61762.59    | -0.02%            |  |  |  | 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        |    666253 | PA      | $669069.57    | 0.18%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc               | Interactive Brokers Group Inc                                                    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       843 | NS      | $58006.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                   | Safran SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       196 | NS      | $69554.54     | 0.02%             |  |  |  | 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        |     21120 | PA      | $19014.34     | 0.01%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                   | Banque Cantonale Vaudoise                                                        | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |       450 | NS      | $53323.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Smithfield Foods Inc                        | Smithfield Foods Inc                                                             | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      1076 | NS      | $25264.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                      | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102684.93    | 0.03%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                       | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1371 | NS      | $314617.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                    | Builders FirstSource Inc                                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1842 | NS      | $223342.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     24187 | PA      | $11766.99     | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | 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        |    118257 | PA      | $111839.07    | 0.03%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Orange SA                                   | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     10330 | NS      | $167563.16    | 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      | $14062.89     | 0.00%             |  |  |  | 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        |     26900 | PA      | $25388.84     | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382KVC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12247888 | PA      | $2355833.46   | 0.63%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                 | Kajima Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $128237.32    | 0.03%             |  |  |  | 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      | $34184.79     | 0.01%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    314200 | PA      | $312616.73    | 0.08%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9662.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                        | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500025.00    | 0.13%             | 2034-10-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                    | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       564 | NS      | $320019.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                  | Loews Corp                                                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      3341 | NS      | $335402.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AXRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433525 | PA      | $7631.38      | 0.00%             | 2028-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                 | Givaudan SA                                                                      | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        23 | NS      | $93817.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AKNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4324262 | PA      | $476263.87    | 0.13%             | 2044-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382GJ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8266228 | PA      | $1817946.80   | 0.48%             | 2050-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                  | NetApp Inc                                                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      2625 | NS      | $310957.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                     | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191599.92    | 0.05%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Iridium Communications Inc                  | Iridium Communications Inc                                                       | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      5489 | NS      | $95837.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $5651.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                 | MetLife Inc                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4980 | NS      | $410202.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIA 10/22/2025                   | SHERWIN WILLIA 10/22/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3989690.00   | 1.06%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                      | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      2690 | NS      | $106679.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21658 | PA      | $7621.35      | 0.00%             | 2037-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      5795 | NS      | $308220.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                       | Travelers Cos Inc/The                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1606 | NS      | $448427.32    | 0.12%             |  |  |  | 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      | $504838.50    | 0.13%             | 2044-01-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                    | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $223633.35    | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75226 | PA      | $69811.68     | 0.02%             | 2048-03-25      | Variable      | 3.93%                 | 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      | $91174.77     | 0.02%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       740 | NS      | $589299.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                    | Ameriprise Financial Inc                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       571 | NS      | $280503.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $211688.00    | 0.06%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                             | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1473 | NS      | $424592.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                     | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9660 | NS      | $435666.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                       | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114028.64    | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                         | Axon Enterprise Inc                                                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       531 | NS      | $381066.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23139 | PA      | $21767.64     | 0.01%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                       | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      2409 | NS      | $187661.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                 | Cencora Inc                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       966 | NS      | $301903.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION       | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25784.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                          | Hang Seng Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |       500 | NS      | $7608.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AMERITEX HOLDCO INTERMED                    | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114590.69    | 0.03%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                  | BOC Hong Kong Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     30000 | NS      | $140543.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221756.58    | 0.06%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Gjensidige Forsikring ASA                   | Gjensidige Forsikring ASA                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      2223 | NS      | $65326.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp                          | Expand Energy Corp                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      6244 | NS      | $663362.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                          | Regal Rexnord Corp                                                               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       576 | NS      | $82621.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series HYB Fund                   | Voya VACS Series HYB Fund                                                        | CUSIP: 92913L262<br>LEI: 549300IKJ54WGTW8EU42 | Long             | EC               | RF                | US        |   3832471 | NS      | $39857696.13  | 10.62%            |  |  |  | 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        |     52430 | PA      | $44623.04     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                  | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   9001000 | NS      | $9001000.00   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435034 | PA      | $366389.34    | 0.10%             | 2051-03-25      | Variable      | 2.71%                 | 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        |    341215 | PA      | $304707.34    | 0.08%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                        | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2927 | NS      | $574365.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                               | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1834 | NS      | $495528.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series SC Fund                    | Voya VACS Series SC Fund                                                         | CUSIP: 92919X203<br>LEI: 549300WMAVLRYOGXL523 | Long             | EC               | RF                | US        |   1048136 | NS      | $11162644.84  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-3                                                  | CUSIP: 46649TAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914604 | PA      | $835367.87    | 0.22%             | 2048-09-25      | Variable      | 3.71%                 | 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      | $27006.19     | 0.01%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2019-J2                                                                | CUSIP: 12558TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87433 | PA      | $79045.09     | 0.02%             | 2049-10-25      | Variable      | 3.50%                 | 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        |   1055605 | PA      | $112858.77    | 0.03%             | 2045-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Monday.com Ltd                              | Monday.com Ltd                                                                   | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       792 | NS      | $153402.48    | 0.04%             |  |  |  | No            |                  1 | 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        |    384010 | PA      | $313738.16    | 0.08%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                               | Rio Tinto Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       190 | NS      | $15325.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc                                     | NTT Inc                                                                          | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    148000 | NS      | $154707.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                | Fortive Corp                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      4849 | NS      | $237552.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                         | Astellas Pharma Inc                                                              | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     13000 | NS      | $141699.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| 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        |     11560 | PA      | $10511.16     | 0.00%             | 2036-10-25      | Variable      | 3.75%                 | 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        |    349241 | PA      | $320884.09    | 0.09%             | 2050-05-20      | Fixed         | 5.30%                 | 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      | $651342.90    | 0.17%             | 2032-10-25      | Floating      | 6.77%                 | 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      | $-17176.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                     | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231735.38    | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                   | Orkla ASA                                                                        | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      5349 | NS      | $55922.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                | NNN REIT Inc                                                                     | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      7293 | NS      | $310463.01    | 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      | $-22497.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2024-3                                                    | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196235 | PA      | $198084.32    | 0.05%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                 | Textron Inc                                                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1327 | NS      | $112118.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                              | AptarGroup Inc                                                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1844 | NS      | $246469.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                            | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       658 | NS      | $40078.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-64067.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                          | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2491 | NS      | $205806.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                          | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2325 | NS      | $549560.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     58890 | PA      | $33066.82     | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   6579000 | NC      | $13077.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                         | Heineken Holding NV                                                              | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       254 | NS      | $17440.48     | 0.00%             |  |  |  | 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        |     51926 | PA      | $43614.84     | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                               | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129250.50    | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397HE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252986 | PA      | $24684.38     | 0.01%             | 2037-05-15      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                          | Rithm Capital Corp                                                               | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     22056 | NS      | $251217.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                     | AGC Inc                                                                          | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      3500 | NS      | $114143.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                       | Swiss Life Holding AG                                                            | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        24 | NS      | $25910.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                       | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $265408.59    | 0.07%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                              | Air Liquide SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        32 | NS      | $6667.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                       | New York Times Co/The                                                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      2869 | NS      | $164680.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                            | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                       | EMS-Chemie Holding AG                                                            | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |        72 | NS      | $51153.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co                | Portland General Electric Co                                                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2371 | NS      | $104324.00    | 0.03%             |  |  |  | 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      | $351841.00    | 0.09%             | 2037-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                   | Endesa SA                                                                        | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      3307 | NS      | $105645.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co Ltd                       | MEIJI Holdings Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |      4700 | NS      | $97456.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Kao Corp                                    | Kao Corp                                                                         | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       800 | NS      | $34864.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marzetti Company/The                        | Marzetti Company/The                                                             | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       217 | NS      | $37495.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                      | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      2160 | NS      | $115404.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                          | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     28983 | NS      | $139105.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137A5PT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4179263 | PA      | $861961.12    | 0.23%             | 2041-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                         | Helvetia Holding AG                                                              | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |       388 | NS      | $95347.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp                              | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      2012 | NS      | $321316.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |  -3080000 | NC      | $-3439.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                      | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210377.60    | 0.06%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |  -2227000 | NC      | $-798.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.IG.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $551592.26    | 0.15%             |  |  |  | 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        |      3944 | NS      | $429738.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3608 | NS      | $2649643.04   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38379LRE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4863756 | PA      | $961360.00    | 0.26%             | 2045-04-20      | Fixed         | 4.00%                 | 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        |     24842 | PA      | $24031.00     | 0.01%             | 2045-08-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor              | Fisher & Paykel Healthcare Corp Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      2770 | NS      | $59498.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                               | Ford Motor Co                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     21995 | NS      | $263060.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1064 | NS      | $89184.48     | 0.02%             |  |  |  | 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      | $0.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                             | Concentrix Corp                                                                  | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       609 | NS      | $28105.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                              | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     10547 | NS      | $2315804.79   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    181213 | PA      | $181276.88    | 0.05%             | 2032-01-16      | Floating      | 5.42%                 | 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        |    112056 | PA      | $64758.91     | 0.02%             | 2046-08-25      | Floating      | 5.11%                 | 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        |    397917 | PA      | $386164.10    | 0.10%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                               | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5224 | NS      | $530236.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                  | Commerce Bancshares Inc/MO                                                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5198 | NS      | $310632.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                          | Coterra Energy Inc                                                               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      4497 | NS      | $106354.05    | 0.03%             |  |  |  | No            |                  1 | 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        |     21381 | PA      | $21388.04     | 0.01%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                | Assurant Inc                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1473 | NS      | $319051.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd               | Insurance Australia Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |     21919 | NS      | $118773.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| 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        |     83896 | PA      | $76232.21     | 0.02%             | 2036-12-25      | Variable      | 4.16%                 | 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        |      -156 | NC      | $-39010.42    | -0.01%            |  |  |  | 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        |     15696 | PA      | $12229.24     | 0.00%             | 2035-09-25      | Variable      | 5.62%                 | 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      | $701361.80    | 0.19%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| American International Group I              | American International Group Inc                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      3836 | NS      | $301279.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     15830 | PA      | $14899.22     | 0.00%             | 2042-09-25      | Fixed         | 2.68%                 | 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      | $250957.50    | 0.07%             | 2038-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                       | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      5600 | NS      | $136969.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     15569 | NS      | $34961.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 11/21/2025                   | ORACLE CORP NE 11/21/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993891.90    | 0.26%             | 2025-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tokyu Corp                                  | Tokyu Corp                                                                       | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |      8200 | NS      | $100002.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L              | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      8300 | NS      | $105821.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                        | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2809 | NS      | $110168.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69332 | PA      | $29736.38     | 0.01%             | 2036-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       453 | NC      | $-18480.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3997 | NS      | $535198.30    | 0.14%             |  |  |  | No            |                  1 | 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      | $1004181.20   | 0.27%             | 2044-09-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                            | Isuzu Motors Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      8300 | NS      | $104607.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Edison International                        | Edison International                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      5183 | NS      | $286516.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36484 | PA      | $34200.89     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | 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        |     10438 | PA      | $10533.54     | 0.00%             | 2033-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF              | iShares Russell 1000 Value ETF                                                   | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |      3471 | NS      | $706660.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                               | Kroger Co/The                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3975 | NS      | $267954.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                   | Hikma Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      4048 | NS      | $92925.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2118 | NS      | $507006.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117950 | PA      | $101293.32    | 0.03%             | 2050-12-25      | Variable      | 3.00%                 | 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        |    604390 | PA      | $602613.55    | 0.16%             | 2048-10-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -3515000 | NC      | $-91240.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                             | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      4072 | NS      | $173933.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      1854 | NS      | $72380.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc               | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2824 | NS      | $475787.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                        | National Fuel Gas Co                                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1956 | NS      | $180675.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382FB37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2767655 | PA      | $513645.42    | 0.14%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                         | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1525 | NS      | $293288.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                | RBC DOMINION SECURITIES INC                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |    104001 | PA      | $104001.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                           | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     38939 | NS      | $124142.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                         | Williams-Sonoma Inc                                                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2182 | NS      | $426471.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                             | Tyson Foods Inc                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      5347 | NS      | $290342.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                         | Cardinal Health Inc                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2137 | NS      | $335423.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2021-2                                                   | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744567 | PA      | $614157.97    | 0.16%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                       | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       828 | NS      | $577944.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137BQNR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1838961 | PA      | $333548.12    | 0.09%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | SWOP CDS ITRAXX.XO.43.V2                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |  -1841108 | NC      | $-715.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKG INC                                     | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263310.45    | 0.07%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                           | Ralph Lauren Corp                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       723 | NS      | $226703.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3269 | NS      | $472501.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                             | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2513 | NS      | $382956.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      1063 | NS      | $16109.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                               | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |      9518 | NS      | $142851.31    | 0.04%             |  |  |  | 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      | $520533.10    | 0.14%             | 2042-05-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    149884 | PA      | $149982.41    | 0.04%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Royal Gold Inc                              | Royal Gold Inc                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1666 | NS      | $334166.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    225000 | PA      | $231537.73    | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1183 | NS      | $409625.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137F6LD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1978377 | PA      | $364507.18    | 0.10%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                       | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      6440 | NS      | $630926.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257580.68    | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                     | GSK PLC                                                                          | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      3470 | NS      | $74507.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                     | Comfort Systems USA Inc                                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       669 | NS      | $552045.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc                   | Mitsubishi HC Capital Inc                                                        | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |     10600 | NS      | $87563.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Transurban Group                            | Transurban Group                                                                 | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     10593 | NS      | $96648.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                             | BAE Systems PLC                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      4305 | NS      | $119835.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                         | Synchrony Financial                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3131 | NS      | $222457.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Sol III Issuer LLC                  | Sunnova Sol III Issuer LLC                                                       | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76216 | PA      | $63531.05     | 0.02%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2310 | NS      | $465534.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                      | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      3263 | NS      | $156477.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FWFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1032362 | PA      | $126604.46    | 0.03%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1595.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238553.10    | 0.06%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                   | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     13236 | NS      | $152174.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6157 | NS      | $1141630.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc              | SS&C Technologies Holdings Inc                                                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      3729 | NS      | $330986.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                    | JOHNSON CONTROLS INTERNATIONAL PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1859782.75   | 0.50%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                            | Black Hills Corp                                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      2472 | NS      | $152250.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2755 | NS      | $652935.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                         | Paycom Software Inc                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1392 | NS      | $289730.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     67303 | PA      | $37184.92     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1205 | NS      | $238903.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                         | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1201 | NS      | $388067.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465845.40    | 0.12%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Genpact Ltd                                 | Genpact Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      7244 | NS      | $303451.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                    | Rolls-Royce Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      4396 | NS      | $70662.43     | 0.02%             |  |  |  | No            |                  2 | 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      | $415372.72    | 0.11%             | 2042-05-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                         | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      4754 | NS      | $161966.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                    | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221409.81    | 0.06%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1261853 | PA      | $75896.13     | 0.02%             | 2035-10-25      | Variable      | 0.95%                 | 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        |    605346 | PA      | $557983.62    | 0.15%             | 2048-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   2115500 | NC      | $43253.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FNUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4730540 | PA      | $953401.70    | 0.25%             | 2049-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                     | COPT Defense Properties                                                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      2845 | NS      | $82675.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                 | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189125.89    | 0.05%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        30 | NC      | $-26088.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                  | Symrise AG                                                                       | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       907 | NS      | $78882.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                            | Medibank Pvt Ltd                                                                 | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     37062 | NS      | $118071.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22184 | NS      | $5392930.40   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    245909 | PA      | $246192.59    | 0.07%             | 2032-01-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137BSCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1462429 | PA      | $70112.75     | 0.02%             | 2039-06-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV               | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      4140 | NS      | $167523.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                    | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2325 | NS      | $436332.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                           | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     14400 | NS      | $407664.00    | 0.11%             |  |  |  | No            |                  1 | 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      | $773292.32    | 0.21%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                     | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225533.25    | 0.06%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                  | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2373 | PA      | $2338.92      | 0.00%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                             | Dollar Tree Inc                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3766 | NS      | $355397.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                  | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      9218 | NS      | $445505.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      7706 | NS      | $509058.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       986 | NS      | $1182135.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                      | BKW AG                                                                           | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |       297 | NS      | $63700.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EIDP INC 0 CP 11/10/2025                    | EIDP INC 0 CP 11/10/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3980361.20   | 1.06%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Applied Industrial Technologie              | Applied Industrial Technologies Inc                                              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       127 | NS      | $33153.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                 | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4491 | NS      | $630716.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                        | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      4561 | NS      | $79311.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                      | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      2755 | NS      | $153965.06    | 0.04%             |  |  |  | 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        |     19452 | PA      | $18007.02     | 0.00%             | 2037-09-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                     | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      6054 | NS      | $577975.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                  | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       958 | NS      | $403057.31    | 0.11%             |  |  |  | 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        |    595474 | PA      | $561259.63    | 0.15%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                        | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     10275 | NS      | $262115.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELC CP 1010113                     | AMERICAN ELC CP 1010113                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998814.50    | 0.27%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                    | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1393 | NS      | $240821.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                      | Japan Post Bank Co Ltd                                                           | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      3900 | NS      | $47755.19     | 0.01%             |  |  |  | No            |                  2 | 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      | $615972.12    | 0.16%             | 2041-12-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                    | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192779.97    | 0.05%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12892.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                               | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     17811 | NS      | $162378.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                      | Synovus Financial Corp                                                           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       258 | NS      | $12662.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ACTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445863 | PA      | $5521.07      | 0.00%             | 2041-05-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Popular Inc                                 | Popular Inc                                                                      | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2455 | NS      | $311809.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2006-AR2                                           | CUSIP: 17307G6K9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41332 | PA      | $30911.51     | 0.01%             | 2036-03-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                          | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      3268 | NS      | $48479.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                      | Equitable Holdings Inc                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      4283 | NS      | $217490.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Issuer                               | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211788 | PA      | $201160.99    | 0.05%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                              | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3515 | NS      | $297369.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                           | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    225000 | PA      | $249356.25    | 0.07%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| H&R Block Inc                               | H&R Block Inc                                                                    | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      4916 | NS      | $248602.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325YRK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22856804 | PA      | $1332665.98   | 0.35%             | 2037-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14350 | NS      | $7432582.50   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                        | Sonic Healthcare Ltd                                                             | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      6405 | NS      | $90719.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    911698 | PA      | $882090.47    | 0.23%             | 2049-06-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                | Secom Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      3200 | NS      | $117399.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                 | Pearson PLC                                                                      | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      7596 | NS      | $108023.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1703519.87   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                        | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      4130 | NS      | $301077.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                    | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6075 | NS      | $2073883.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccio              | ACS Actividades de Construccion y Servicios SA                                   | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |        32 | NS      | $2565.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     20307 | NS      | $5170771.41   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                   | Avnet Inc                                                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      2764 | NS      | $144501.92    | 0.04%             |  |  |  | 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      | $-6559.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2021-1                                                   | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44778 | PA      | $35887.13     | 0.01%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                         | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1206 | NS      | $370989.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1838.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In              | Pinnacle Financial Partners Inc                                                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       132 | NS      | $12380.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                      | SGS SA                                                                           | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |      1086 | NS      | $112856.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                  | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2067 | NS      | $388596.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                 | Ryan Specialty Holdings Inc                                                      | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1625 | NS      | $91585.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AVDU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1215046 | PA      | $70443.66     | 0.02%             | 2032-10-15      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                       | Kirin Holdings Co Ltd                                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      7500 | NS      | $109883.49    | 0.03%             |  |  |  | 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        |     92106 | PA      | $36324.18     | 0.01%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2017-1                                                   | CUSIP: 33850BAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    652403 | PA      | $605342.75    | 0.16%             | 2047-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Inc                        | Blue Owl Capital Inc                                                             | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10986 | NS      | $185992.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc                    | Nippon Building Fund Inc                                                         | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |        30 | NS      | $28299.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| McCormick & Co 10/10/2025                   | McCormick & Co 10/10/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3995299.60   | 1.06%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                               | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       967 | NS      | $694828.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                         | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      6332 | NS      | $206486.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                              | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2426 | NS      | $609678.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                 | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      5132 | NS      | $149709.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     33652 | PA      | $23051.28     | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A5WG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4878956 | PA      | $465791.76    | 0.12%             | 2042-04-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                     | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      9960 | NS      | $174261.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     70405 | PA      | $70635.55     | 0.02%             | 2034-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                          | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8241 | PA      | $7802.10      | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                         | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       631 | NS      | $35809.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                            | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      1754 | NS      | $119358.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Voya Investors Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration