# EDGAR Filing Document

**Accession Number:** 0000914209
**File Stem:** 0001752724-25-203525
**Filing Date:** 2025-8
**Character Count:** 1008682
**Document Hash:** 6d2a9de0364e3f48565ea9a581238efe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203525.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203525

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM ASSET ALLOCATION FUNDS
- **CENTRAL INDEX KEY:** 0000914209

**ORGANIZATION NAME:**
- **EIN:** 046746612
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07121
- **FILM NUMBER:** 251253221

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6177601000

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PUTNAM LIFE STAGES ASSET ALLOCATION TRUST
- **DATE OF NAME CHANGE:** 19931027

## Series and Classes Contracts Data

### Putnam Dynamic Asset Allocation Balanced Fund (Series ID: S000000778)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000002307 | Class A shares | PABAX           |
| C000002309 | Class C shares | AABCX           |
| C000002311 | Class R shares | PAARX           |
| C000002312 | Class Y shares | PABYX           |
| C000117945 | Class R5       |  |
| C000117946 | Class R6       |  |
| C000174661 | Class P Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Putnam Asset Allocation Funds

- **b. Investment Company Act file number:** 811-07121

- **c. CIK number of Registrant:** 0000914209

- **d. LEI of Registrant:** 54930003OF6WJCA42O09

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

  - **Street Address 1:** 100 Federal Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-292-1000

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

- **a. Name of Series:** Putnam Dynamic Asset Allocation Balanced Fund

- **b. EDGAR series identifier (if any):** S000000778

- **c. LEI of Series:** 549300QO7FH593DLXC23

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2409201981.20

**Total Liabilities:** $166874629.11

**Net Assets:** $2242327352.09

**Delayed Delivery Securities:** $143789832.87

**Cash Not Reported:** $699403.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8024.83000000 | **1-Year:** 31596.44000000 | **5-Year:** 79358.92000000 | **10-Year:** 102425.35000000 | **30-Year:** 36378.91000000

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

- **3-Month:** 580.00000000 | **1-Year:** 6112.11000000 | **5-Year:** 16139.51000000 | **10-Year:** 3739.81000000 | **30-Year:** 35.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174661 | 0.51%                | 3.63%                | 3.44%                |
| Class ID C000002311 | 0.39%                | 3.63%                | 3.38%                |
| Class ID C000002309 | 0.40%                | 3.54%                | 3.35%                |
| Class ID C000117945 | 0.45%                | 3.68%                | 3.36%                |
| Class ID C000002307 | 0.45%                | 3.65%                | 3.40%                |
| Class ID C000002312 | 0.45%                | 3.70%                | 3.38%                |
| Class ID C000117946 | 0.45%                | 3.70%                | 3.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7802027.83              | $-3554928.89                               |
| Month 2  | $1462249.49              | $107048616.57                              |
| Month 3  | $6625107.72              | $72441323.80                               |

**Designated Index Information**

- **Index Name:** 50%R3000 35%USAgg 10%EAFE 5%IBofAHYDev

- **Index Identifier:** IDX01291

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1249095.31   | 0.06%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                      | CBRE Group, Inc., Class A                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     26995 | NS      | $3782539.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-55247.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31528.50     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52692.79     | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Third Coast Bancshares, Inc.                                                          | Third Coast Bancshares, Inc.                                                          | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2258 | NS      | $73768.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3775 | NS      | $692599.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR Debt Notes                                                                | FHLMC STACR Debt Notes, Series 2015-DNA3, Class M3                                    | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203349 | PA      | $205710.96    | 0.01%             | 2028-04-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    130000 | PA      | $132889.52    | 0.01%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94670.95     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2013-CR13, Class D                                        | CUSIP: 12630BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537000 | PA      | $306847.17    | 0.01%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                           | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $219908.00    | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3684000 | PA      | $3365437.00   | 0.15%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS Pass Through Trust                                                                | CVS Pass-Through Trust                                                                | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13780 | PA      | $13977.70     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                               | Sensata Technologies BV                                                               | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $225488.48    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                               | COPT Defense Properties                                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      2667 | NS      | $73555.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamestown CLO IX Ltd.                                                                 | Jamestown CLO IX Ltd., Series 2016-9A, Class A2RR                                     | CUSIP: 47048JAZ6<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310581.25    | 0.01%             | 2034-07-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                                                             | PVH Corp.                                                                             | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463450.68    | 0.02%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4406.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     29509 | NS      | $6451552.67   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138833.70    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                              | Encino Acquisition Partners Holdings LLC                                              | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380418.46    | 0.02%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                               | Telefonica Emisiones SA                                                               | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1130000 | PA      | $950518.54    | 0.04%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1M2                  | CUSIP: 30711XDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    461568 | PA      | $473098.22    | 0.02%             | 2029-01-25      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    389000 | PA      | $394711.29    | 0.02%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                       | Eaton Corp. plc                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      2205 | NS      | $787162.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                       | Fidelis Insurance Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |      5206 | NS      | $86315.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288977.26    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                    | InterDigital, Inc.                                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2205 | NS      | $494427.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $23870.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonos, Inc.                                                                           | Sonos, Inc.                                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      7008 | NS      | $75756.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                                                                | Monster Beverage Corp.                                                                | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     13624 | NS      | $853407.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                     | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                           | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $147366.65    | 0.01%             | 2056-05-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC                                                           | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    205000 | PA      | $243508.18    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                          | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1                                | CUSIP: 05682GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300000.00    | 0.01%             | 2035-04-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23705 | PA      | $24497.53     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                   | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     11592 | NS      | $773650.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO IV Ltd.                                                                  | Trestles CLO IV Ltd., Series 2021-4A, Class A                                         | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501077.13    | 0.02%             | 2034-07-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234138 | PA      | $234421.80    | 0.01%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                       | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    490000 | PA      | $505606.50    | 0.02%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                          | Cadence Design Systems, Inc.                                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     19765 | NS      | $6090584.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                                            | Anywhere Real Estate, Inc.                                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     20419 | NS      | $73916.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                                    | Lam Research Corp.                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      9504 | NS      | $925119.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                                                     | Mitsui & Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     87900 | NS      | $1791399.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                                 | Gulfport Energy Corp.                                                                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       373 | NS      | $75036.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                                           | Abu Dhabi Islamic Bank PJSC                                                           | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    178174 | NS      | $1043168.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46731 | PA      | $47083.00     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merchants Bancorp                                                                     | Merchants Bancorp                                                                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      4016 | NS      | $132809.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                                        | Enbridge, Inc.                                                                        | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $668722.33    | 0.03%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rapid7, Inc.                                                                          | Rapid7, Inc.                                                                          | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      8803 | NS      | $203613.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212223.40    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Shackleton XIV CLO Ltd.                                                               | Shackleton XIV CLO Ltd., Series 2019-14A, Class BR                                    | CUSIP: 81880XAQ5<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350974.93    | 0.02%             | 2034-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                           | Euronext NV                                                                           | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     19281 | NS      | $3303645.12   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                                                 | Hancock Whitney Corp.                                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      8512 | NS      | $488588.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                   | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $551864.82    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                           | Rogers Communications, Inc.                                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1430000 | PA      | $1450591.41   | 0.06%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                       | BlackRock, Inc.                                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      3171 | NS      | $3327171.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $151525.00    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    670000 | PA      | $681038.96    | 0.03%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2019-GC38, Class XA                              | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7634847 | PA      | $238398.85    | 0.01%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                              | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                              | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $113917.43    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47309 | PA      | $47589.28     | 0.00%             | 2043-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                     | Exxon Mobil Corp.                                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     83700 | NS      | $9022860.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                                                  | Vulcan Materials Co.                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      7775 | NS      | $2027875.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                                               | Louisiana-Pacific Corp.                                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      7533 | NS      | $647762.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    174067 | NS      | $30675827.41  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                                           | Brinker International, Inc.                                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      3485 | NS      | $628450.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                                                  | Addus HomeCare Corp.                                                                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       587 | NS      | $67616.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                                        | Apollo Global Management, Inc.                                                        | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      2332 | NS      | $174550.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass Through Trust                                                                | CVS Pass-Through Trust, Series 2013                                                   | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218884 | PA      | $209834.55    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                     | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    345000 | PA      | $365605.13    | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                      | CSC Holdings LLC                                                                      | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233186.30    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147252.00    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington, Inc.                                          | Expeditors International of Washington, Inc.                                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6107 | NS      | $697724.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp.                                                           | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                             | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     96712 | PA      | $94680.65     | 0.00%             | 2029-11-01      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                  | Frontier Communications Holdings LLC                                                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $177942.61    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                         | Walmart, Inc.                                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    194268 | NS      | $18995525.04  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                                      | Zions Bancorp NA                                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     14068 | NS      | $730691.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5211.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $41854.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                       | CME Group, Inc.                                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     18494 | NS      | $5097316.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                                       | Ingredion, Inc.                                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      4922 | NS      | $667521.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    609000 | PA      | $603648.58    | 0.03%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    481000 | PA      | $420750.25    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14000000 | PA      | $12385405.06  | 0.55%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23617.55     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K4U70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26345 | PA      | $25244.96     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                   | Valero Energy Corp.                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     24647 | NS      | $3313049.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                               | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     40791 | NS      | $3744613.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                                   | Clean Harbors, Inc.                                                                   | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133283.54    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313170.38    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                              | Dresdner Funding Trust I                                                              | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $138208.50    | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                                 | PayPal Holdings, Inc.                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    106813 | NS      | $7938342.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226146.33    | 0.01%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Resideo Technologies, Inc.                                                            | Resideo Technologies, Inc.                                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      5270 | NS      | $116256.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                                | Waste Management, Inc.                                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2965 | NS      | $678451.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMF Proprietary Issuance Trust                                                        | RMF Proprietary Issuance Trust, Series 2022-3, Class A                                | CUSIP: 74970FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212353 | PA      | $205332.79    | 0.01%             | 2062-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     93582 | PA      | $94137.39     | 0.00%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| D-Wave Quantum, Inc.                                                                  | D-Wave Quantum, Inc.                                                                  | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |      8698 | NS      | $127338.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                                  | SoftBank Group Corp.                                                                  | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |     15800 | NS      | $1148755.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd.                                                             | CIFC Funding Ltd., Series 2021-4A, Class AR                                           | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551520.86    | 0.02%             | 2037-07-23      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                          | Wisconsin Electric Power Co.                                                          | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336681.51    | 0.02%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    808000 | PA      | $837289.01    | 0.04%             | 2027-07-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Intrepid Potash, Inc.                                                                 | Intrepid Potash, Inc.                                                                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1929 | NS      | $68923.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $573301.50    | 0.03%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                                 | Mexico Government Bond                                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    820000 | PA      | $711350.00    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2024-5, Class A                            | CUSIP: 85778YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955000 | PA      | $955619.41    | 0.04%             | 2025-08-04      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1889.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6171 | PA      | $6171.17      | 0.00%             | 2044-02-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                  | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36047 | PA      | $36994.96     | 0.00%             | 2042-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| OneSpan, Inc.                                                                         | OneSpan, Inc.                                                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |      4541 | NS      | $75789.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                                                              | Tango Therapeutics, Inc.                                                              | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23807 | NS      | $121891.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                                                 | Cal-Maine Foods, Inc.                                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      4675 | NS      | $465770.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                          | AMETEK, Inc.                                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3965 | NS      | $717506.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                        | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3                            | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502000.00    | 0.02%             | 2038-07-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351119.30    | 0.02%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5886.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    591000 | PA      | $581014.65    | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                       | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127153.63    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                            | Chubb Ltd.                                                                            | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      2259 | NS      | $654477.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      1850 | NS      | $1201268.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                                   | Ascend Learning LLC, Second Lien, Initial CME Term Loan                               | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     75232 | PA      | $75513.91     | 0.00%             | 2029-12-10      | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                   | Starwood Mortgage Residential Trust, Series 2020-3, Class A3                          | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757000 | PA      | $678601.67    | 0.03%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    512000 | PA      | $438733.65    | 0.02%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Balchem Corp.                                                                         | Balchem Corp.                                                                         | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       459 | NS      | $73072.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1                  | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160138 | PA      | $163789.41    | 0.01%             | 2042-07-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                          | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                               | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300225.00    | 0.01%             | 2035-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140LV6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3494139 | PA      | $2900964.50   | 0.13%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                    | Under Armour, Inc.                                                                    | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238573.32    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stoke Therapeutics, Inc.                                                              | Stoke Therapeutics, Inc.                                                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     11372 | NS      | $129072.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                                                    | CoStar Group, Inc.                                                                    | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     26427 | NS      | $2124730.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                                   | CF Industries, Inc.                                                                   | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    435000 | PA      | $387245.32    | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                          | NVIDIA Corp.                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    606158 | NS      | $95766902.42  | 4.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2005-59, Class 1A1                                     | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145188 | PA      | $142756.40    | 0.01%             | 2035-11-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47034 | PA      | $41842.35     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43947 | PA      | $43960.87     | 0.00%             | 2044-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-30466.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1900000 | PA      | $1866222.75   | 0.08%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     88920 | NS      | $1239544.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                      | Amazon.com, Inc.                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    286097 | NS      | $62766820.83  | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $226923.48    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    442000 | PA      | $444615.43    | 0.02%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2014-GC24, Class XA                              | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    691470 | PA      | $8.71         | 0.00%             | 2047-09-10      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                           | Crescent Energy Finance LLC                                                           | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405530.31    | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JUUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35098 | PA      | $36601.18     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                              | Lloyds Banking Group plc                                                              | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $444664.53    | 0.02%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                         | Freedom Mortgage Holdings LLC                                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389455.22    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                       | KKR CLO 54 Ltd., Series 2024-54A, Class A                                             | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    364000 | PA      | $365020.06    | 0.02%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                      | ServiceNow, Inc.                                                                      | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    674000 | PA      | $584355.55    | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                                | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    245000 | PA      | $245134.75    | 0.01%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                             | CNO Financial Group, Inc.                                                             | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211952.51    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                       | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    760000 | PA      | $585058.83    | 0.03%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26022 | PA      | $23116.91     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                                     | Equity LifeStyle Properties, Inc.                                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     10385 | NS      | $640442.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                                            | New Jersey Resources Corp.                                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      9132 | NS      | $409296.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                        | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    458000 | PA      | $450819.12    | 0.02%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-66709.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xperi, Inc.                                                                           | Xperi, Inc.                                                                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10449 | NS      | $82651.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wrangler Holdco Corp.                                                                 | Wrangler Holdco Corp.                                                                 | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104185.10    | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    515000 | PA      | $430821.40    | 0.02%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                        | Alimentation Couche-Tard, Inc.                                                        | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    328000 | PA      | $306630.35    | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OPENLANE, Inc.                                                                        | OPENLANE, Inc.                                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      3013 | NS      | $73667.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  65921893 | PA      | $1599676.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1847865 | PA      | $1630591.71   | 0.07%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                               | Romania Government Bond                                                               | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    510000 | PA      | $493313.97    | 0.02%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    188000 | PA      | $174834.89    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                            | National Bank of Greece SA                                                            | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |    128114 | NS      | $1633549.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.                   | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65017.32     | 0.00%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                                 | Interpublic Group of Cos., Inc. (The)                                                 | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1281748.49   | 0.06%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.                                                   | Credo Technology Group Holding Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9475 | NS      | $877290.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                   | Ajinomoto Co., Inc.                                                                   | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     15600 | NS      | $423121.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp.                                                                 | Mercantile Bank Corp.                                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1510 | NS      | $70079.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                            | Essex Property Trust, Inc.                                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      2412 | NS      | $683560.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd.                                                                     | Enstar Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |      1301 | NS      | $437604.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                   | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class AS                         | CUSIP: 29429EAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798000 | PA      | $766770.91    | 0.03%             | 2049-07-10      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140L4G45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1600969 | PA      | $1352315.10   | 0.06%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                                        | Ubiquiti, Inc.                                                                        | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2702 | NS      | $1112278.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class XA                            | CUSIP: 92890PAL8<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    201813 | PA      | $1.74         | 0.00%             | 2046-06-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B1                | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    256835 | PA      | $258360.34    | 0.01%             | 2028-04-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279851.55    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                     | RingCentral, Inc., Class A                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     26521 | NS      | $751870.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO XXXII Ltd.                                                               | Symphony CLO XXXII Ltd., Series 2022-32A, Class A1                                    | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250228.23    | 0.01%             | 2035-04-23      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                                       | Hilton Worldwide Holdings, Inc.                                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     24321 | NS      | $6477655.14   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484539.35    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                                  | Ryanair Holdings plc                                                                  | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |     12233 | NS      | $346997.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5036, Class IK                                                          | CUSIP: 3137F6TK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3892133 | PA      | $797980.65    | 0.04%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2361814 | PA      | $2099414.24   | 0.09%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12619.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    775000 | PA      | $817648.69    | 0.04%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Trust                                                                      | BankUnited Trust, Series 2005-1, Class 1A1                                            | CUSIP: 06652DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60731 | PA      | $56945.42     | 0.00%             | 2045-09-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GTA Funding LLC                                                                       | GTA Funding LLC                                                                       | CUSIP: 40060WUJ9<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4989088.50   | 0.22%             | 2025-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co.                                                         | Northwest Natural Holding Co.                                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      2097 | NS      | $83292.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                                            | Northwest Bancshares, Inc.                                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5516 | NS      | $70494.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                                        | Doximity, Inc., Class A                                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13087 | NS      | $802756.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis, Inc.                                                                          | Alumis, Inc.                                                                          | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13307 | NS      | $39921.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133491.67    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                  | Otis Worldwide Corp.                                                                  | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    298000 | PA      | $275027.58    | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                                | Northrop Grumman Corp.                                                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      9777 | NS      | $4888304.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                                           | NN Group NV                                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      1950 | NS      | $129751.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2789798.37   | 0.12%             | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3872.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                                | RWE AG                                                                                | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      7537 | NS      | $314957.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1284.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                             | KLA Corp.                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       878 | NS      | $786459.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                                  | Curtiss-Wright Corp.                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1906 | NS      | $931176.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                              | IPALCO Enterprises, Inc.                                                              | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254584.98    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4128.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                                 | Morgan Stanley Resecuritization Trust, Series 2015-R4, Class CB1                      | CUSIP: 61690WAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38728 | PA      | $38685.97     | 0.00%             | 2047-08-26      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                  | ENEOS Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    187500 | NS      | $929406.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    900000 | PA      | $886672.05    | 0.04%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $692024.92    | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                               | Mid-America Apartment Communities, Inc.                                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      4325 | NS      | $640143.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp. Ltd.                                                              | Power Finance Corp. Ltd.                                                              | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    350000 | PA      | $335710.29    | 0.01%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                              | Option Care Health, Inc.                                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      7269 | NS      | $236097.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                                          | Subaru Corp.                                                                          | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     44300 | NS      | $768002.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6151.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                                                    | BJ's Wholesale Club Holdings, Inc.                                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     23110 | NS      | $2491951.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                                                          | Financial Institutions, Inc.                                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2782 | NS      | $71441.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                                         | Gartner, Inc.                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    265000 | PA      | $248146.90    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108366.26    | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp.                                               | Big River Steel LLC / BRS Finance Corp.                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $223936.28    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                      | Sony Group Corp.                                                                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     90300 | NS      | $2347829.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                              | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     71002 | NS      | $3286682.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2016-H16, Class LI                                                       | CUSIP: 38376RWN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3863943 | PA      | $175044.37    | 0.01%             | 2066-07-20      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                              | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M1                   | CUSIP: 61744CFB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119326 | PA      | $116467.83    | 0.01%             | 2034-08-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                              | CSL Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       591 | NS      | $93354.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                                                        | TechnipFMC plc                                                                        | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     24910 | NS      | $857900.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                                                                | Hilltop Holdings, Inc.                                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      9701 | NS      | $294425.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    261000 | PA      | $239356.52    | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     24526 | NS      | $19118752.78  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    474000 | PA      | $449880.83    | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-41669.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                         | Danaher Corp.                                                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3507 | NS      | $692772.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                                          | American Axle & Manufacturing Holdings, Inc.                                          | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     45542 | NS      | $185811.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275711.30    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Proto Labs, Inc.                                                                      | Proto Labs, Inc.                                                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      2700 | NS      | $108108.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries, Inc.                                                                   | CF Industries, Inc.                                                                   | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    396000 | PA      | $396366.22    | 0.02%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $118754.88    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2021-28, Class NI                                                        | CUSIP: 3136BHKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5950690 | PA      | $613307.92    | 0.03%             | 2041-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    724000 | PA      | $649654.12    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106310.44    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                                 | Deckers Outdoor Corp.                                                                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2792 | NS      | $287771.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                                            | United Natural Foods, Inc.                                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      2586 | NS      | $60279.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                       | First-Citizens Bank & Trust Co.                                                       | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1180729.00   | 0.05%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2006-OA7, Class 1A2                                    | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325363 | PA      | $319407.16    | 0.01%             | 2046-06-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                         | Voya CLO Ltd., Series 2019-3A, Class AR                                               | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    293414 | PA      | $293707.88    | 0.01%             | 2032-10-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617K54B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19454 | PA      | $18754.20     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                             | Sunoco LP                                                                             | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289937.29    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 2 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       602 | NC      | $435119.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr, Inc.                                                                          | Grindr, Inc.                                                                          | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |     10061 | NS      | $228384.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    189000 | PA      | $106369.23    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                             | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501776.31    | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                           | Crocs, Inc.                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152780.67    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class C                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     61928 | NS      | $10985407.92  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2011-C3, Class D                              | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257303 | PA      | $86839.92     | 0.00%             | 2044-03-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | S&P 500 E-Mini Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -870 | NC      | $-9639182.40  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc.                                                            | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242389.92    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mineralys Therapeutics, Inc.                                                          | Mineralys Therapeutics, Inc.                                                          | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4537 | NS      | $61385.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM Finance Ltd.                                                                     | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     85000 | PA      | $87698.41     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                           | Informa plc                                                                           | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     38026 | NS      | $420993.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                | Aramark Services, Inc.                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    314000 | PA      | $313037.87    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617695 | PA      | $576710.03    | 0.03%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                         | Foundation Building Materials, Inc., First Lien, 2025 Incremental CME Term Loan       | CUSIP: 35039KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24726.63     | 0.00%             | 2031-01-29      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350260.04    | 0.02%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125839.25    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                             | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    138178 | NS      | $4852741.92   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                                        | Nissin Foods Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |      9600 | NS      | $199441.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181245.03    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                                          | Neurocrine Biosciences, Inc.                                                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     31592 | NS      | $3970798.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                                         | Cummins, Inc.                                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2093 | NS      | $685457.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $272717.33    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                               | Boston Scientific Corp.                                                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     29178 | NS      | $3134008.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                                                          | Insmed, Inc.                                                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      8972 | NS      | $902942.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82786 | PA      | $83682.84     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                            | News Corp.                                                                            | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116536.47    | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $43743.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                          | Intuit, Inc.                                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1034 | NS      | $814409.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                                              | Willis Towers Watson plc                                                              | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       303 | NS      | $92869.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                               | Hungary Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    330000 | PA      | $333091.02    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                         | Owens Corning                                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      4913 | NS      | $675635.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                                                                 | Scorpio Tankers, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      9785 | NS      | $382887.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    645000 | PA      | $650377.37    | 0.03%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1216781.92   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | SPDR S&P 500 ETF Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       | -45094725 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                                                          | Rhythm Pharmaceuticals, Inc.                                                          | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      1308 | NS      | $82652.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $204711.00    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    280000 | PA      | $289658.26    | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters, Inc.                                                                | Urban Outfitters, Inc.                                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1978 | NS      | $143484.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                               | BPCE SA                                                                               | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1006907.04   | 0.04%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174500.46    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                              | Penn Entertainment, Inc.                                                              | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $244427.09    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp.                                                                       | Trustmark Corp.                                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      8033 | NS      | $292883.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMS International Corp.                                                               | TMS International Corp.                                                               | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218875.45    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                 | Chobani Holdco II LLC                                                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93776 | PA      | $100656.44    | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                          | Prysmian SpA                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     23819 | NS      | $1686366.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin US XIV Ltd.                                                                    | Hayfin US XIV Ltd., Series 2021-14A, Class A1                                         | CUSIP: 42088AAA2<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300736.46    | 0.01%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1743.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                        | WP Carey, Inc.                                                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     11360 | NS      | $708636.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                                               | Abercrombie & Fitch Co., Class A                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      3965 | NS      | $328500.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Andes SA                                                                          | AES Andes SA                                                                          | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    210000 | PA      | $214412.31    | 0.01%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                                   | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     63409 | PA      | $63935.76     | 0.00%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                        | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    265000 | PA      | $269587.15    | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                        | Long Beach Mortgage Loan Trust, Series 2004-1, Class A2                               | CUSIP: 542514FE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309506 | PA      | $309832.03    | 0.01%             | 2034-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                                       | Snowflake, Inc., Class A                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      4113 | NS      | $920366.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      5192 | NS      | $124311.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class AS                            | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $389872.79    | 0.02%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                             | Danone SA                                                                             | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     18875 | NS      | $1544415.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                             | Sanofi SA                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     47179 | NS      | $4567574.20   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194096.79    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                                   | Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 1A2A                        | CUSIP: 17307GQZ4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     81604 | PA      | $80596.95     | 0.00%             | 2035-05-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Limbach Holdings, Inc.                                                                | Limbach Holdings, Inc.                                                                | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       707 | NS      | $99050.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                                                      | GE Vernova, Inc.                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2138 | NS      | $1131322.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                                               | Wachovia Bank Commercial Mortgage Trust, Series 2006-C29                              | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18865 | PA      | $40.48        | 0.00%             | 2048-11-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36679 | PA      | $37075.34     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Next plc                                                                              | Next plc                                                                              | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      2115 | NS      | $361229.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, Inc.                                                             | Kodiak Gas Services, Inc.                                                             | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1888 | NS      | $64701.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2021-117, Class MI                                                       | CUSIP: 38382WEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5852021 | PA      | $938015.24    | 0.04%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121854.48    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                                 | Petronas Capital Ltd.                                                                 | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    450000 | PA      | $459406.08    | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $222437.83    | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                        | Fortescue Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     99031 | NS      | $995482.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                                    | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    272000 | PA      | $277704.14    | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                               | GSK plc                                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     32801 | NS      | $625399.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                               | Republic Services, Inc., Class A                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2750 | NS      | $678177.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                                                    | Everest Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      1996 | NS      | $678340.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17808.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 52 Ltd.                                                                       | KKR CLO 52 Ltd., Series 2023-52A, Class A2                                            | CUSIP: 48255XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400000.00    | 0.02%             | 2036-07-16      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                      | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237021.51    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    348911 | NS      | $71586069.87  | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  25498000 | PA      | $-390784.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6797295 | PA      | $6038600.71   | 0.27%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJVH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29438 | PA      | $30372.48     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                                | Global Partners LP / GLP Finance Corp.                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $441413.58    | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    179000 | PA      | $158949.68    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    809000 | PA      | $794640.09    | 0.04%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10011.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE, Class A                                                               | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     28976 | NS      | $385380.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                          | Apple Hospitality REIT, Inc.                                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      5663 | NS      | $66087.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1M2                  | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    236357 | PA      | $243331.96    | 0.01%             | 2028-08-25      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                                | Check Point Software Technologies Ltd.                                                | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |      1700 | NS      | $376125.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                       | Automatic Data Processing, Inc.                                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     31159 | NS      | $9609435.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                                      | SiriusPoint Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |      5340 | NS      | $108882.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174920.64    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nurix Therapeutics, Inc.                                                              | Nurix Therapeutics, Inc.                                                              | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6408 | NS      | $72987.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                            | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176583 | PA      | $175686.31    | 0.01%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                        | Protective Life Global Funding                                                        | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    435000 | PA      | $450318.89    | 0.02%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                        | DoorDash, Inc., Class A                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     50763 | NS      | $12513587.13  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                          | Fiserv, Inc.                                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      4181 | NS      | $720846.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DexKo Global, Inc.                                                                    | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                     | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154142 | PA      | $147882.64    | 0.01%             | 2028-10-04      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                  | NextEra Energy, Inc.                                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     75988 | NS      | $5275086.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    805000 | PA      | $770212.01    | 0.03%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                                 | GEO Group, Inc. (The)                                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      2818 | NS      | $67491.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                             | Recruit Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     35900 | NS      | $2111158.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                                 | Ahead DB Holdings LLC                                                                 | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145541.43    | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97532.41     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                          | Komatsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      5800 | NS      | $191362.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                | Southwest Airlines Co.                                                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    132565 | NS      | $4300408.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5121, Class KI                                                          | CUSIP: 3137H0LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3906342 | PA      | $869880.17    | 0.04%             | 2051-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                                             | adidas AG                                                                             | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |      1272 | NS      | $296922.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                         | Dornoch Debt Merger Sub, Inc.                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $217178.08    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65503 | PA      | $68635.97     | 0.00%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Technologies, Inc.                                                             | Hudson Technologies, Inc.                                                             | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14385 | NS      | $116806.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Note                                                                    | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    504000 | PA      | $497345.69    | 0.02%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                           | Service Corp. International                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91985.13     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M1                                   | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     69019 | PA      | $68921.34     | 0.00%             | 2041-12-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $208626.08    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                                   | Toll Brothers, Inc.                                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      6637 | NS      | $757480.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    714000 | PA      | $719499.37    | 0.03%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                          | Dai-ichi Life Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |     30900 | NS      | $234920.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                                                        | Energizer Gamma Acquisition BV                                                        | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    185000 | PA      | $208706.85    | 0.01%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FDJ United                                                                            | FDJ United                                                                            | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |      7761 | NS      | $304544.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                                               | Ryohin Keikaku Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |     28900 | NS      | $1386007.86   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                                | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R                                     | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500471.54    | 0.02%             | 2037-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                                    | Deutsche Boerse AG                                                                    | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |     11130 | NS      | $3636054.67   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                                 | Sonic Healthcare Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     37912 | NS      | $669191.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy, Inc.                                                               | Excelerate Energy, Inc., Class A                                                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2408 | NS      | $70602.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com, Inc.                                                                          | JD.com, Inc., Class A                                                                 | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     29450 | NS      | $480986.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5024, Class HI                                                          | CUSIP: 3137FWKE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3711660 | PA      | $846908.71    | 0.04%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                                    | SBI Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     55000 | NS      | $1916482.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                                     | Compass Group plc                                                                     | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     81287 | NS      | $2753353.98   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                                                     | Rayonier Advanced Materials, Inc.                                                     | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     17742 | NS      | $68306.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                                                         | Dropbox, Inc., Class A                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     24837 | NS      | $710338.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co.                                                               | Commonwealth Edison Co.                                                               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    133000 | PA      | $142183.91    | 0.01%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                                               | Lantheus Holdings, Inc.                                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      5153 | NS      | $421824.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2596.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112490.79    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113772.11    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2024-98, Class FA                                                        | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554594 | PA      | $555015.31    | 0.02%             | 2053-12-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                 | Cheniere Energy, Inc.                                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     32456 | NS      | $7903685.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $23608.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    547000 | PA      | $535718.13    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-179.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                     | Ross Stores, Inc.                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      4498 | NS      | $573854.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                                                      | Virtus Investment Partners, Inc.                                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1234 | NS      | $223847.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                         | Veralto Corp.                                                                         | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      6732 | NS      | $679595.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                          | McAfee Corp.                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    315000 | PA      | $297789.58    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                    | Barclays Commercial Mortgage Trust, Series 2019-C5, Class C                           | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473000 | PA      | $419967.85    | 0.02%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                       | National Health Investors, Inc.                                                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       980 | NS      | $68717.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2293 | NS      | $731421.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                          | Marriott International, Inc., Series GG                                               | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    795000 | PA      | $723094.61    | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                         | JDE Peet's NV                                                                         | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $142771.92    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 5 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       787 | NC      | $879069.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616194.08    | 0.03%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                  | ERAC USA Finance LLC                                                                  | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140977.02    | 0.01%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BQLU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422001 | PA      | $426156.47    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                          | AbbVie, Inc.                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520125.22    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                               | Uber Technologies, Inc.                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     21467 | NS      | $2002871.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                                                        | Home Partners of America Trust, Series 2021-2, Class C                                | CUSIP: 43732VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420443 | PA      | $403402.82    | 0.02%             | 2026-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $322791.87    | 0.01%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                                 | Spotify Technology SA                                                                 | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      6242 | NS      | $4789736.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                      | Deutsche Bank AG                                                                      | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1491000 | PA      | $1463704.20   | 0.07%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class A1                                   | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |     91532 | PA      | $92042.55     | 0.00%             | 2044-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                                  | Allstate Corp. (The)                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     24968 | NS      | $5026308.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International, Inc.                                                               | NPK International, Inc.                                                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     11061 | NS      | $94129.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                                                                      | NEXTracker, Inc., Class A                                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2067 | NS      | $112382.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    175000 | PA      | $185337.22    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $84062.50     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                 | Camden Property Trust                                                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      5837 | NS      | $657771.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                  | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    105888 | NS      | $5463820.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                                         | Banco Latinoamericano de Comercio Exterior SA, Class E                                | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |      3049 | NS      | $122874.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                                             | Marks & Spencer Group plc                                                             | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |     14734 | NS      | $71710.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Corp.                                                                           | Berry Corp.                                                                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26414 | NS      | $73166.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                                          | Mueller Water Products, Inc., Class A                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      3796 | NS      | $91255.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                                                 | MGIC Investment Corp.                                                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     28156 | NS      | $783863.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    844000 | PA      | $824229.05    | 0.04%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                     | Johnson & Johnson                                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     36918 | NS      | $5639224.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                          | Kenvue, Inc.                                                                          | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86069.40     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                       | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167473.80    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    106522 | NS      | $8432281.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                                                             | Blueprint Medicines Corp.                                                             | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       830 | NS      | $106389.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                                      | Mastercard, Inc., Class A                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     43378 | NS      | $24375833.32  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $202203.24    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Innospec, Inc.                                                                        | Innospec, Inc.                                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2394 | NS      | $201311.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                          | Barclays plc                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    501129 | NS      | $2315602.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                              | Lloyds Banking Group plc                                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   1865172 | NS      | $1961261.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    175000 | PA      | $176178.47    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    139828 | NS      | $4046622.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142912.80    | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                                    | Hormel Foods Corp.                                                                    | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     23014 | NS      | $696173.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-351.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                       | BRAVO Residential Funding Trust, Series 2021-HE3, Class A2                            | CUSIP: 10569VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303130 | PA      | $300907.21    | 0.01%             | 2069-08-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                             | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206000 | PA      | $193258.90    | 0.01%             | 2057-10-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C05, Class 2M2                  | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    378051 | PA      | $387294.27    | 0.02%             | 2029-01-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                         | Akzo Nobel NV                                                                         | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |     18774 | NS      | $1317252.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    545000 | PA      | $558298.49    | 0.02%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                              | Equitable Holdings, Inc.                                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     86829 | NS      | $4871106.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     30611 | NS      | $2745858.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1                  | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114748 | PA      | $116582.30    | 0.01%             | 2042-09-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $475731.14    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KKLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2975283 | PA      | $2499215.38   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    284000 | PA      | $282904.61    | 0.01%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                                | Palmer Square CLO Ltd., Series 2021-3A, Class B                                       | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650000.00    | 0.03%             | 2035-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                                | Novartis Capital Corp.                                                                | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    994000 | PA      | $830207.74    | 0.04%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                              | Pertamina Hulu Energi PT                                                              | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    295000 | PA      | $298173.16    | 0.01%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4689.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31521.56     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                           | Taiwan Semiconductor Manufacturing Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     49000 | NS      | $1791898.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Udemy, Inc.                                                                           | Udemy, Inc.                                                                           | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      9886 | NS      | $69498.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    304000 | PA      | $284184.29    | 0.01%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149749.08    | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                         | Equinix, Inc.                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    266000 | PA      | $252511.10    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     18617 | NS      | $725132.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                                      | McGrath RentCorp                                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       943 | NS      | $109350.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                                                  | Teladoc Health, Inc.                                                                  | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     34128 | NS      | $297254.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8115000 | PA      | $-234025.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pentair plc                                                                           | Pentair plc                                                                           | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      7106 | NS      | $729501.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                                           | QXO Building Products, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    445000 | PA      | $459552.39    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class B                       | CUSIP: 95000LBE2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    596000 | PA      | $586934.60    | 0.03%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Curbline Properties Corp.                                                             | Curbline Properties Corp.                                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      8495 | NS      | $193940.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                                            | Snap, Inc.                                                                            | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    595000 | PA      | $610916.83    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    540000 | PA      | $548571.11    | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3814650 | PA      | $3384121.67   | 0.15%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                            | Spectra Energy Partners LP                                                            | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419180.74    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                         | Industria de Diseno Textil SA                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      3798 | NS      | $198129.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                    | Levi Strauss & Co.                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    385000 | PA      | $352677.17    | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F052672<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -7000000 | PA      | $-6999492.29  | -0.31%            | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $665742.40    | 0.03%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                                            | Taylor Morrison Home Corp., Class A                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      8129 | NS      | $499283.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                             | Corebridge Global Funding                                                             | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322530.68    | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                | Cie de Saint-Gobain SA                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     32767 | NS      | $3849311.37   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                                                   | Sun Country Airlines Holdings, Inc.                                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      9571 | NS      | $112459.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DP World Salaam                                                                       | DP World Salaam                                                                       | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    620000 | PA      | $620201.50    | 0.03%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                                           | Tesla, Inc.                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     57962 | NS      | $18412208.92  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2797723 | PA      | $2517537.59   | 0.11%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194303.68    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C3TV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    873823 | PA      | $894573.85    | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    340000 | PA      | $301817.15    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    342000 | PA      | $336797.34    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                           | Pandora A/S                                                                           | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      6921 | NS      | $1219448.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amalgamated Financial Corp.                                                           | Amalgamated Financial Corp.                                                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5651 | NS      | $176311.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B          | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    664239 | PA      | $627329.26    | 0.03%             | 2046-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                                              | Hims & Hers Health, Inc.                                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      7571 | NS      | $377414.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199581.61    | 0.01%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                           | Truist Bank                                                                           | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533984.46    | 0.02%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                                              | Mueller Industries, Inc.                                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      7377 | NS      | $586250.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc., First Lien, Initial Dollar CME Term Loan, B               | CUSIP: 88632NBF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43794 | PA      | $43891.50     | 0.00%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                         | Brazil Government Bond                                                                | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    446000 | PA      | $421057.85    | 0.02%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-CR17, Class C                                        | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392000 | PA      | $359503.12    | 0.02%             | 2047-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-960.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79669.58     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies, Inc.                                                        | Watts Water Technologies, Inc., Class A                                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2164 | NS      | $532105.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                               | KB Home                                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1306 | NS      | $69178.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                                                        | Cargurus, Inc., Class A                                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     11838 | NS      | $396217.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D                              | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48092 | PA      | $46463.19     | 0.00%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97362.94     | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                                             | Lululemon Athletica, Inc.                                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      4034 | NS      | $958397.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                                                | SPX Technologies, Inc.                                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       493 | NS      | $82666.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp.                        | Sitio Royalties Operating Partnership LP / Sitio Finance Corp.                        | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $220015.87    | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                              | Ipsen SA                                                                              | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      3051 | NS      | $363428.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, 30 Year                                                                      | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1739675 | PA      | $1771778.01   | 0.08%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     49877 | PA      | $50107.71     | 0.00%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-UBS6, Class C                                        | CUSIP: 12592PBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216109 | PA      | $213490.39    | 0.01%             | 2047-12-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122438.76    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd.                                                                   | Teekay Tankers Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |      8253 | NS      | $344315.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                         | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                             | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480699 | PA      | $481532.48    | 0.02%             | 2067-12-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                                | Becton Dickinson & Co.                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      6343 | NS      | $1092581.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C07, Class 2M2                  | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    278454 | PA      | $287482.10    | 0.01%             | 2029-05-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 3391                                                                    | CUSIP: 31397P6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1930 | PA      | $1676.47      | 0.00%             | 2037-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp.                                                           | Nippon Sanso Holdings Corp.                                                           | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |     21700 | NS      | $821160.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury General Corp.                                                                 | Mercury General Corp.                                                                 | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       595 | NS      | $40067.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                                                           | Nucor Corp.                                                                           | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      6031 | NS      | $781255.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270230.73    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                            | Korn Ferry                                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      3663 | NS      | $268607.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                                 | Arista Networks, Inc.                                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     15861 | NS      | $1622738.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $116672.38    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                     | Rain Carbon, Inc.                                                                     | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $225477.21    | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1107001 | PA      | $998014.66    | 0.04%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C02, Class 1M2                  | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    102942 | PA      | $105051.07    | 0.00%             | 2028-09-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                            | Sound Point CLO XXXII Ltd., Series 2021-4A, Class A                                   | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450573.93    | 0.02%             | 2034-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                                | Juniper Networks, Inc.                                                                | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     18258 | NS      | $729041.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BWHX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66379 | PA      | $67028.55     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                            | Prudential Financial, Inc.                                                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      6244 | NS      | $670855.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244783.71    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $149568.56    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyster-Yale, Inc.                                                                     | Hyster-Yale, Inc.                                                                     | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2258 | NS      | $89823.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                                            | OceanFirst Financial Corp.                                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6417 | NS      | $113003.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                        | Synopsys, Inc.                                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517240.80    | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                            | CSMC Trust, Series 2021-RPL4, Class A1                                                | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217545 | PA      | $216830.94    | 0.01%             | 2060-12-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-119.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WaVe Life Sciences Ltd.                                                               | WaVe Life Sciences Ltd.                                                               | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |     11214 | NS      | $72891.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                                                          | ALLETE, Inc.                                                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      1693 | NS      | $108470.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                           | United Parcel Service, Inc., Class B                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      7111 | NS      | $717784.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 103976000 | PA      | $-666191.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1262053 | PA      | $1120925.01   | 0.05%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                             | Thales SA                                                                             | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |     12296 | NS      | $3630696.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. III LLC                                                         | KKR Group Finance Co. III LLC                                                         | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $310192.85    | 0.01%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                                           | Kirby Corp.                                                                           | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      6298 | NS      | $714256.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                                                    | SITE Centers Corp.                                                                    | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     25303 | NS      | $286176.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                                                     | ACCO Brands Corp.                                                                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     18568 | NS      | $66473.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                                | Cathay General Bancorp                                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      9444 | NS      | $429985.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102490.65    | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class XA                 | CUSIP: 46645JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3531330 | PA      | $3967.45      | 0.00%             | 2048-12-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     24117 | NS      | $818814.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608242 | PA      | $539912.82    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                              | Marvell Technology, Inc.                                                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3275 | NS      | $253485.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                                                         | Magnite, Inc.                                                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      8937 | NS      | $215560.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 124747000 | PA      | $749500.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                            | Simon Property Group, Inc.                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     37922 | NS      | $6096340.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                                                                 | Viavi Solutions, Inc.                                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      7245 | NS      | $72957.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO XII Ltd.                                                                  | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                       | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $371775.42    | 0.02%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                           | ONEOK, Inc.                                                                           | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    920000 | PA      | $911381.84    | 0.04%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XB2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2442422 | PA      | $2027790.47   | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                      | Omega Healthcare Investors, Inc.                                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     18487 | NS      | $677548.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2021-65, Class LI                                                        | CUSIP: 3136BJRV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3469377 | PA      | $610366.52    | 0.03%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    590000 | PA      | $591600.13    | 0.03%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $143028.99    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                    | Ryder System, Inc.                                                                    | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    595000 | PA      | $605753.43    | 0.03%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                     | Boise Cascade Co.                                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3307 | NS      | $287113.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Long Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       459 | NC      | $1440864.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                                         | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    222114 | PA      | $221239.68    | 0.01%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                              | Precision Drilling Corp.                                                              | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148301.73    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                         | Wise CLO Ltd., Series 2024-2A, Class A                                                | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502357.58    | 0.02%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392885.89    | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan      | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    128804 | PA      | $128044.87    | 0.01%             | 2028-08-23      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-CR17, Class D                                        | CUSIP: 12631DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $354706.99    | 0.02%             | 2047-05-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                               | Eni SpA                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     17203 | NS      | $277899.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Therapeutics, Inc.                                                               | Sage Therapeutics, Inc.                                                               | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     27904 | NS      | $254484.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                                              | Vinci SA                                                                              | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     24904 | NS      | $3672602.50   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $306571.05    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201738.41    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                               | RR Donnelley & Sons Co.                                                               | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380286.90    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arlo Technologies, Inc.                                                               | Arlo Technologies, Inc.                                                               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     15822 | NS      | $268341.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                              | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                     | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |    405004 | PA      | $403155.89    | 0.02%             | 2069-09-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                                  | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    100000 | PA      | $97861.46     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     52063 | NS      | $5498894.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications, Inc.                                                            | Weave Communications, Inc.                                                            | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11317 | NS      | $94157.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                      | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213012.14    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc.                                           | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $252103.48    | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Interface, Inc.                                                                       | Interface, Inc., Class A                                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     14798 | NS      | $309722.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                                      | DraftKings, Inc., Class A                                                             | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |     52012 | NS      | $2230794.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245722.26    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                     | Brink's Co. (The)                                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4205 | NS      | $375464.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                   | LVMH Moet Hennessy Louis Vuitton SE                                                   | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       442 | NS      | $231333.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                                     | Pegasystems, Inc.                                                                     | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     14084 | NS      | $762366.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                                      | Globe Life, Inc.                                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     14191 | NS      | $1763799.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                                     | Essent Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      1501 | NS      | $91155.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KazMunayGas National Co. JSC                                                          | KazMunayGas National Co. JSC                                                          | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    300000 | PA      | $302751.05    | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                        | Illumina, Inc.                                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186269.92    | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    857000 | PA      | $853838.22    | 0.04%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                                                        | Prudential plc                                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |    145424 | NS      | $1820163.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258288.50    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    830000 | PA      | $841453.32    | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                                  | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY2, Class 1A1             | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288248 | PA      | $262008.56    | 0.01%             | 2036-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                        | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $226652.45    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                               | Duke Energy Indiana LLC                                                               | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $230262.99    | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268702.05    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                      | MPT Operating Partnership LP / MPT Finance Corp.                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $523680.50    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp.                                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     29046 | NS      | $349423.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                               | Progressive Corp. (The)                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     13899 | NS      | $3709087.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                          | Barclays plc                                                                          | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $235000.46    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                                                           | CommScope Holding Co., Inc.                                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      6125 | NS      | $50715.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                                        | Enbridge, Inc.                                                                        | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $121808.37    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    835000 | PA      | $831017.07    | 0.04%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BTAG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227634 | PA      | $230434.93    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BLVN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53317 | PA      | $53801.85     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-36505.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                                          | Glencore plc                                                                          | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    488758 | NS      | $1904515.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                                    | Herens Holdco SARL                                                                    | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179656.00    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Game Technology plc                                                     | International Game Technology plc                                                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     25715 | NS      | $406554.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                                                         | Visteon Corp.                                                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      4767 | NS      | $444761.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                                                               | Paylocity Holding Corp.                                                               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      3429 | NS      | $621300.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                  | Schindler Holding AG                                                                  | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |      2962 | NS      | $1102960.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    203000 | PA      | $209069.11    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                             | Westinghouse Air Brake Technologies Corp.                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      3460 | NS      | $724351.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                                                                | Trade Desk, Inc. (The), Class A                                                       | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      9002 | NS      | $648053.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                                 | Guatemala Government Bond                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    350000 | PA      | $372667.75    | 0.02%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                                    | Koninklijke KPN NV                                                                    | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     59169 | NS      | $288637.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1339870.18   | 0.06%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KPNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568147 | PA      | $483505.77    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35174.43     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1                  | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34010 | PA      | $34147.28     | 0.00%             | 2042-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2006-OA19, Class A1                                    | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366104 | PA      | $294094.97    | 0.01%             | 2047-02-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6263 | NS      | $2296266.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp. Japan                                                                    | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      3500 | NS      | $417167.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                              | QBE Insurance Group Ltd.                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     18257 | NS      | $281141.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2308.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $217990.79    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                             | Airbus SE                                                                             | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     19935 | NS      | $4170416.94   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                       | LGI Homes, Inc.                                                                       | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    295000 | PA      | $306848.38    | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.                                                  | Arcturus Therapeutics Holdings, Inc.                                                  | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6573 | NS      | $85514.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                              | Jones Lang LaSalle, Inc.                                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3032 | NS      | $775524.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4771.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA Financial, Inc.                                                                   | MFA Financial, Inc.                                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      7786 | NS      | $73655.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                               | Daiichi Sankyo Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     67100 | NS      | $1554579.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285980.22    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                | AXA SA                                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      4167 | NS      | $204620.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 3 Ltd.                                                            | Warwick Capital CLO 3 Ltd., Series 2024-3A, Class A1                                  | CUSIP: 93655PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $350811.02    | 0.02%             | 2037-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                   | Kinetik Holdings LP                                                                   | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    485000 | PA      | $489418.35    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  51910000 | PA      | $159363.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1B                                  | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $25299.99     | 0.00%             | 2042-09-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                        | Exelixis, Inc.                                                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     76575 | NS      | $3375043.13   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                                                       | Blue Bird Corp.                                                                       | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      4728 | NS      | $204060.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78361.13     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                       | Residential Mortgage Loan Trust, Series 2020-2, Class A2                              | CUSIP: 76123MAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467227 | PA      | $462770.25    | 0.02%             | 2060-05-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Cinemark Holdings, Inc.                                                               | Cinemark Holdings, Inc.                                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      2412 | NS      | $72794.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    545000 | PA      | $472986.35    | 0.02%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                    | Viper Energy, Inc.                                                                    | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70122.01     | 0.00%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                 | Schneider Electric SE                                                                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      7176 | NS      | $1926647.62   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2632736.14   | 0.12%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                        | California Water Service Group                                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1898 | NS      | $86321.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    199000 | PA      | $194510.01    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-199239.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     21471 | NS      | $762220.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                            | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1041772.29   | 0.05%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Prothena Corp. plc                                                                    | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      6625 | NS      | $40213.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    252000 | PA      | $235362.90    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3862.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1                  | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260880 | PA      | $261921.41    | 0.01%             | 2044-09-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Gentherm, Inc.                                                                        | Gentherm, Inc.                                                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      2481 | NS      | $70187.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6581.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                                   | Wind River CLO Ltd., Series 2021-4A, Class AR                                         | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $360270.00    | 0.02%             | 2035-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                         | Popular, Inc.                                                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      6578 | NS      | $724961.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                                                    | Telstra Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    287944 | NS      | $918144.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                       | Sinclair Television Group, Inc.                                                       | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    580000 | PA      | $586430.11    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                               | Bank Leumi Le-Israel BM                                                               | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     71748 | NS      | $1334910.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                                                                       | Maplebear, Inc.                                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37583 | NS      | $1700254.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Missouri West, Inc.                                                            | Evergy Missouri West, Inc.                                                            | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    680000 | PA      | $692186.82    | 0.03%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                    | Cerdia Finanz GmbH                                                                    | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $233768.25    | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                 | United Airlines, Inc.                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262265.90    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                                | Trane Technologies plc                                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     10749 | NS      | $4701720.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14000000 | PA      | $12606156.50  | 0.56%             | 2055-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7749.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     11802 | NS      | $741283.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                                      | Altice France SA                                                                      | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $165500.00    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                  | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $460536.30    | 0.02%             | 2042-01-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Romania                                                                               | Romania Government Bond                                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    310000 | PA      | $348726.38    | 0.02%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49995 | PA      | $52219.33     | 0.00%             | 2049-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $200508.37    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69648.67     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124646.82    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                           | Toronto-Dominion Bank (The)                                                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    965000 | PA      | $954296.89    | 0.04%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23890 | PA      | $24089.59     | 0.00%             | 2043-09-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                               | Bath & Body Works, Inc.                                                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $456949.68    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Note                                                                    | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $121872.53    | 0.01%             | 2027-12-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    297000 | PA      | $246754.82    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                            | Scout24 SE                                                                            | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      2413 | NS      | $333111.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $200488.59    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                        | VeriSign, Inc.                                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      2481 | NS      | $716512.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                                         | Hologic, Inc.                                                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     12283 | NS      | $800360.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax, Inc.                                                                        | Icosavax, Inc., CVR                                                                   | CUSIP: 451CVR021<br>LEI: N/A                  | Long             |  | CORP              | US        |      4444 | NS      | $1333.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novocure Ltd.                                                                         | Novocure Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |     20153 | NS      | $358723.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47180.31     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                                                             | BXMT Ltd., Series 2021-FL4, Class A                                                   | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    520378 | PA      | $517143.88    | 0.02%             | 2038-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                      | Old Republic International Corp.                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     19437 | NS      | $747158.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     26441 | NS      | $4929131.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                              | Hermes International SCA                                                              | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       545 | NS      | $1477421.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                      | Weyerhaeuser Co.                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     26465 | NS      | $679885.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials                                                         | Foundation Building Materials, Inc., First Lien, CME Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    243158 | PA      | $238728.76    | 0.01%             | 2031-01-29      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $225295.10    | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                       | Telefonaktiebolaget LM Ericsson, Class B                                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     93132 | NS      | $795843.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REV Group, Inc.                                                                       | REV Group, Inc.                                                                       | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      5353 | NS      | $254749.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                                              | Castle Biosciences, Inc.                                                              | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16154 | NS      | $329864.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $57996.69     | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                        | NiSource, Inc.                                                                        | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316978.07    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXVII Ltd.                                                                 | Magnetite XXXVII Ltd., Series 2023-37A, Class A                                       | CUSIP: 55952AAA7<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401680.00    | 0.02%             | 2036-10-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140J5JS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724607 | PA      | $651199.12    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109361.56    | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    291810 | NS      | $2416443.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1255483.90   | 0.06%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $239299.54    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100997.30    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                            | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2407 | NS      | $643968.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                               | Raizen Fuels Finance SA                                                               | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $248437.50    | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan               | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253088 | PA      | $253245.68    | 0.01%             | 2031-04-23      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| HealthStream, Inc.                                                                    | HealthStream, Inc.                                                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      3236 | NS      | $89540.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                                           | Allied Universal Holdco LLC                                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318902.51    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                            | CSMC Trust, Series 2021-RPL7, Class A1                                                | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197014 | PA      | $195414.35    | 0.01%             | 2061-07-27      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    675000 | PA      | $688487.35    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2015-C04, Class 1M2                  | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    565498 | PA      | $574518.25    | 0.03%             | 2028-04-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                     | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     44662 | PA      | $44646.64     | 0.00%             | 2031-08-04      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                            | PRPM Trust, Series 2024-NQM2, Class A1                                                | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220871 | PA      | $1243617.33   | 0.06%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                   | Brown & Brown, Inc.                                                                   | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403943.12    | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-2135.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                                                   | Rithm Capital Corp.                                                                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     60359 | NS      | $681453.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                          | Chipotle Mexican Grill, Inc., Class A                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69937 | NS      | $3926962.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                                           | Adobe, Inc.                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     26244 | NS      | $10153278.72  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                      | Novo Nordisk A/S, Class B                                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     27468 | NS      | $1903368.96   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                        | Air Liquide SA                                                                        | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      3473 | NS      | $716136.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics, Inc.                                                                | PTC Therapeutics, Inc.                                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      7943 | NS      | $387936.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                     | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9334192 | PA      | $76289.28     | 0.00%             | 2059-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                                                       | Northwestern Energy Group, Inc.                                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1215 | NS      | $62329.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183838.85    | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                                   | Imperial Brands plc                                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     39273 | NS      | $1551682.81   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Ltd.                                                                           | Nassau Ltd., Series 2020-1A, Class A1R                                                | CUSIP: 631715AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    249457 | PA      | $249706.17    | 0.01%             | 2035-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25862.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WG5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412114 | PA      | $365451.69    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $584488.89    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                           | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146515.34    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                                       | NewMarket Corp.                                                                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1083 | NS      | $748201.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                                                         | Canadian National Railway Co.                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      7363 | NS      | $767201.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockland Park CLO Ltd.                                                                | Rockland Park CLO Ltd., Series 2021-1A, Class B                                       | CUSIP: 773663AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501110.86    | 0.02%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                  | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72537 | PA      | $74067.86     | 0.00%             | 2043-01-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1859922.38   | 0.08%             | 2055-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                                  | Sprint Capital Corp.                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    455000 | PA      | $488572.76    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class AS                             | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    436901 | PA      | $431394.66    | 0.02%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                 | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216179 | PA      | $217221.29    | 0.01%             | 2054-03-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                                 | Walt Disney Co. (The)                                                                 | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    382000 | PA      | $481914.87    | 0.02%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35605 | PA      | $31617.65     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                                                   | Veeva Systems, Inc., Class A                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     18726 | NS      | $5392713.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2025-1, Class A11                                  | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |    239200 | PA      | $239425.09    | 0.01%             | 2055-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                   | Vertiv Holdings Co., Class A                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     32775 | NS      | $4208637.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                                                    | Hope Bancorp, Inc.                                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      3152 | NS      | $33820.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5025.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc., First Lien, CME Term Loan                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    181702 | PA      | $182329.19    | 0.01%             | 2028-11-28      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                  | Banco de Sabadell SA                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     96252 | NS      | $306423.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1                                | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289264 | PA      | $291266.56    | 0.01%             | 2064-11-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| H2O America                                                                           | H2O America                                                                           | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1835 | NS      | $95364.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                                          | ROBLOX Corp., Class A                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13582 | NS      | $1428826.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    805000 | PA      | $636260.19    | 0.03%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                               | Aristocrat Leisure Ltd.                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     30335 | NS      | $1299696.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1257007.71   | 0.06%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                           | Kedrion SpA                                                                           | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    450000 | PA      | $432175.20    | 0.02%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                     | CIFC Funding Ltd., Series 2014-2RA, Class AR                                          | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401800.00    | 0.02%             | 2037-10-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  87852378 | PA      | $765771.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                     | Wolters Kluwer NV                                                                     | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      4411 | NS      | $737687.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                 | Westpac Banking Corp.                                                                 | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     78000 | PA      | $76800.66     | 0.00%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                                | General Dynamics Corp.                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5173 | NS      | $1508757.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                                    | Imola Merger Corp.                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $231870.58    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $339.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEVA, Inc.                                                                            | CEVA, Inc.                                                                            | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      3275 | NS      | $71984.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging International LLC                                                   | Graphic Packaging International LLC                                                   | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146301.14    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aurora Innovation, Inc.                                                               | Aurora Innovation, Inc., Class A                                                      | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5917 | NS      | $31005.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                           | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    393000 | PA      | $394657.45    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                             | Chobani LLC / Chobani Finance Corp., Inc.                                             | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $250394.88    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95285.42     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                          | GEA Group AG                                                                          | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     10774 | NS      | $755258.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140HUDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367755 | PA      | $347609.17    | 0.02%             | 2029-09-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253018.69    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259965.62    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HNI Corp.                                                                             | HNI Corp.                                                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1455 | NS      | $71556.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39000000 | PA      | $32342042.07  | 1.44%             | 2055-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                        | Autodesk, Inc.                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      8724 | NS      | $2700688.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $124048.38    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AtriCure, Inc.                                                                        | AtriCure, Inc.                                                                        | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2259 | NS      | $74027.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                                                | Independent Bank Corp.                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2538 | NS      | $82256.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                                                          | Plexus Corp.                                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       532 | NS      | $71984.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                               | American Airlines, Inc., First Lien, 2025 Incremental CME Term Loan                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $10077.50     | 0.00%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                       | CommScope, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    290000 | PA      | $293957.05    | 0.01%             | 2029-12-18      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                           | Deere & Co.                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1366 | NS      | $694597.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                                                                 | TransDigm Group, Inc.                                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2053 | NS      | $3121873.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                                                        | Huntsman Corp.                                                                        | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     56809 | NS      | $591949.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                                       | Universal Health Services, Inc., Class B                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3544 | NS      | $641995.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2015-H26, Class EI                                                       | CUSIP: 38376RJY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    824479 | PA      | $26013.97     | 0.00%             | 2065-10-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                            | Lyft, Inc., Class A                                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     41963 | NS      | $661336.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14390.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Solutions, Inc.                                                             | Perimeter Solutions, Inc.                                                             | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26093 | NS      | $363214.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp.                                                                       | Astronics Corp.                                                                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      3638 | NS      | $121800.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance plc                                                      | Virgin Media Secured Finance plc                                                      | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186002.90    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M1A                                  | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    404518 | PA      | $413713.56    | 0.02%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                                | Becton Dickinson & Co.                                                                | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    731000 | PA      | $676967.24    | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                             | Tesco plc                                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    602628 | NS      | $3322603.48   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                                            | Axis Capital Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |      7663 | NS      | $795572.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                                     | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                   | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137215 | PA      | $137515.50    | 0.01%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46565 | PA      | $47080.36     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213916 | PA      | $219413.35    | 0.01%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                          | Iberdrola SA                                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    273763 | NS      | $5266660.96   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                           | Cie Financiere Richemont SA                                                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       416 | NS      | $78720.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Rock Resorts, Inc.                                                                | Red Rock Resorts, Inc., Class A                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1729 | NS      | $89959.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    805000 | PA      | $833914.03    | 0.04%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 9 Ltd.                                              | GoldenTree Loan Management US CLO 9 Ltd., Series 2021-9A, Class AR                    | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301662.24    | 0.01%             | 2037-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                                       | Lincoln Electric Holdings, Inc.                                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      3427 | NS      | $710485.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                                   | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225867.55    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XB3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1591838 | PA      | $1352585.50   | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                             | Consolidated Edison, Inc.                                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      6561 | NS      | $658396.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                  | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $105149.55    | 0.00%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1                  | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $531320.50    | 0.02%             | 2045-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ESCO Technologies, Inc.                                                               | ESCO Technologies, Inc.                                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       562 | NS      | $107830.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    253000 | PA      | $232340.25    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2539850.12   | 0.11%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NOF Corp.                                                                             | NOF Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     57700 | NS      | $1105690.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5                                                                                 | BANK5, Series 2024-5YR7, Class XA                                                     | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7539271 | PA      | $349402.99    | 0.02%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    415000 | PA      | $396399.71    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                           | Horace Mann Educators Corp.                                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      4846 | NS      | $208232.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                                                           | Tennant Co.                                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       929 | NS      | $71978.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 406, Class F30                                                          | CUSIP: 3133Q3H79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439692 | PA      | $441861.49    | 0.02%             | 2053-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19000000 | PA      | $17744704.77  | 0.79%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C3TT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    938028 | PA      | $944807.27    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP, First Lien, Dollar Incremental CME Term Loan                     | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    125614 | PA      | $125899.38    | 0.01%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                                | Freeport-McMoRan, Inc.                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    107285 | NS      | $4650804.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamestown CLO IX Ltd.                                                                 | Jamestown CLO IX Ltd., Series 2016-9A, Class A1RR                                     | CUSIP: 47048JAX1<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401362.15    | 0.02%             | 2034-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Natera, Inc.                                                                          | Natera, Inc.                                                                          | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4355 | NS      | $735733.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                                    | Coca-Cola Europacific Partners plc                                                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |     14684 | NS      | $1361500.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2018-C02, Class 2M2                  | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     10821 | PA      | $11001.32     | 0.00%             | 2030-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                                 | WR Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135918.92    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                                 | Indonesia Government Bond                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    650000 | PA      | $652556.94    | 0.03%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                     | Boise Cascade Co.                                                                     | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258010.23    | 0.01%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                 | Directv Financing LLC                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93241.53     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                            | Sherwin-Williams Co. (The)                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      8405 | NS      | $2885940.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                                        | EchoStar Corp.                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350489.00    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                          | Nutrien Ltd.                                                                          | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $614889.87    | 0.03%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3545.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                       | Fairfax Financial Holdings Ltd.                                                       | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1124000 | PA      | $1134307.25   | 0.05%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $227796.46    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                                                         | Berkshire Hills Bancorp, Inc.                                                         | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      4008 | NS      | $100360.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    817000 | PA      | $812228.25    | 0.04%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                           | Prologis LP                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    236000 | PA      | $214667.91    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117892.06    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    246151 | NS      | $20952373.12  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| TIAA Real Estate CDO Ltd.                                                             | TIAA Real Estate CDO Ltd., Series 2003-1A, Class E                                    | CUSIP: 88631FAA6<br>LEI: 5493005Y5RSPJ6PO8N21 | Long             | ABS-CBDO         | CORP              | KY        |    417718 | PA      | $35.00        | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bandwidth, Inc.                                                                       | Bandwidth, Inc., Class A                                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      8673 | NS      | $137900.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                                                  | UFP Industries, Inc.                                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      4367 | NS      | $433905.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                                                          | 3i Group plc                                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     32152 | NS      | $1819552.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                                   | FMG Resources August 2006 Pty. Ltd.                                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $208664.58    | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    504000 | PA      | $501438.74    | 0.02%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                               | Fast Retailing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      4800 | NS      | $1645747.81   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5010, Class IA                                                          | CUSIP: 3137FVPZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2867368 | PA      | $529449.66    | 0.02%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C          | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $452084.88    | 0.02%             | 2048-04-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                                | BP plc                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    181231 | NS      | $902946.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp.                                                          | National Bank Holdings Corp., Class A                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2014 | NS      | $75746.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods plc                                                          | Associated British Foods plc                                                          | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     44970 | NS      | $1270598.58   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CareDx, Inc.                                                                          | CareDx, Inc.                                                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      3901 | NS      | $76225.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  38779000 | PA      | $516232.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                          | Airbnb, Inc., Class A                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      5324 | NS      | $704578.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192408.82    | 0.01%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Surmodics, Inc.                                                                       | Surmodics, Inc.                                                                       | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      2222 | NS      | $66015.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                                                    | Seneca Foods Corp., Class A                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $80028.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite XL Ltd.                                                                     | Magnetite XL Ltd., Series 2024-40A, Class A1                                          | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |    774000 | PA      | $776720.85    | 0.03%             | 2037-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                            | Moog, Inc., Class A                                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       393 | NS      | $71121.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M1                  | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111462 | PA      | $114105.36    | 0.01%             | 2042-05-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Allient, Inc.                                                                         | Allient, Inc.                                                                         | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      3742 | NS      | $135872.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       466 | NS      | $385820.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 27 Ltd.                                                                   | Elmwood CLO 27 Ltd., Series 2024-3A, Class A                                          | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422000 | PA      | $424724.74    | 0.02%             | 2037-04-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    783000 | PA      | $777897.52    | 0.03%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Universal Insurance Holdings, Inc.                                                    | Universal Insurance Holdings, Inc.                                                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      4654 | NS      | $129055.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Commercial Mortgage Trust                                               | Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX                     | CUSIP: 22545YBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2899697 | PA      | $521.66       | 0.00%             | 2049-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                     | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76966.45     | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240480.41    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                                         | Wise CLO Ltd., Series 2023-2A, Class A                                                | CUSIP: 97719TAA2<br>LEI: 2549000Z4RGK1HNAPB35 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250701.61    | 0.01%             | 2037-01-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    180000 | PA      | $210113.66    | 0.01%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87574.12     | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642161 | PA      | $571150.91    | 0.03%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Gold, Inc.                                                                      | Royal Gold, Inc.                                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1953 | NS      | $347321.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                                           | Carvana Co.                                                                           | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    200000 | PA      | $237128.33    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                                              | Chimera Investment Corp.                                                              | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      5771 | NS      | $80043.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                              | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    565000 | PA      | $578640.71    | 0.03%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396905.48    | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1                  | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65523 | PA      | $65492.08     | 0.00%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Avanos Medical, Inc.                                                                  | Avanos Medical, Inc.                                                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      5484 | NS      | $67124.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193516 | PA      | $193688.55    | 0.01%             | 2045-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                                                                   | Westamerica BanCorp                                                                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1398 | NS      | $67719.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                       | LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5                              | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846000 | PA      | $825143.05    | 0.04%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                          | LyondellBasell Industries NV, Class A                                                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     11853 | NS      | $685814.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -35 | NC      | $-40731.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    668000 | PA      | $602132.57    | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1014.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133APQJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3468033 | PA      | $2879273.99   | 0.13%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                                         | Corteva, Inc.                                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     67996 | NS      | $5067741.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                           | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185498.76    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                        | Opal Bidco SAS                                                                        | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $622970.43    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                              | Precision Drilling Corp.                                                              | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $68245.48     | 0.00%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                                 | Williams-Sonoma, Inc.                                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4021 | NS      | $656910.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                                                        | UniFirst Corp.                                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       362 | NS      | $68135.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                                              | Laureate Education, Inc.                                                              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     19281 | NS      | $450789.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc., Series J                                           | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1095025.30   | 0.05%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Axos Financial, Inc.                                                                  | Axos Financial, Inc.                                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      6327 | NS      | $481105.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                  | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64337 | PA      | $64343.18     | 0.00%             | 2044-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                           | Park Place Securities, Inc., Series 2004-WCW2, Class M3                               | CUSIP: 70069FAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153679 | PA      | $151953.10    | 0.01%             | 2034-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                              | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75150.94     | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Towne Bank                                                                            | Towne Bank                                                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      2165 | NS      | $73999.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201266.40    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                                                             | Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR                                   | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    508000 | PA      | $508619.13    | 0.02%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41069.63     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                                  | CP Atlas Buyer, Inc., First Lien, CME Term Loan, B                                    | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    207690 | PA      | $207452.25    | 0.01%             | 2027-11-23      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $286979.00    | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                                                          | Xenia Hotels & Resorts, Inc.                                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      3016 | NS      | $37911.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                                         | Brazil Government Bond                                                                | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    630000 | PA      | $569355.89    | 0.03%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                              | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195707.73    | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                       | Santander UK Group Holdings plc                                                       | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1310738.69   | 0.06%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241983.64    | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co., Series KK                                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125255.73    | 0.01%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3267 | NS      | $1722656.43   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     91000 | PA      | $84650.08     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    815000 | PA      | $752071.16    | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class C                  | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700400 | PA      | $641191.06    | 0.03%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                                            | BioMerieux                                                                            | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |      2566 | NS      | $354920.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                      | Clorox Co. (The)                                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      5118 | NS      | $614518.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Core CLO 31 Ltd.                                                                  | AGL Core CLO 31 Ltd., Series 2024-31A, Class A                                        | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350294.82    | 0.02%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                      | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487174.55    | 0.02%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    957000 | PA      | $661081.40    | 0.03%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133C32D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222905 | PA      | $230468.84    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                       | AstraZeneca plc                                                                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     50003 | NS      | $3494209.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                              | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                              | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $230226.50    | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apogee Enterprises, Inc.                                                              | Apogee Enterprises, Inc.                                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      4418 | NS      | $179370.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     30382 | NS      | $2716758.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                        | AutoZone, Inc.                                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       170 | NS      | $631079.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA, Inc.                                                                           | IQVIA, Inc.                                                                           | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    630000 | PA      | $647304.96    | 0.03%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                               | Jackson Financial, Inc., Class A                                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      5960 | NS      | $529188.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185787.66    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Adient plc                                                                            | Adient plc                                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      8450 | NS      | $164437.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                                  | Federal Signal Corp.                                                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       806 | NS      | $85774.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1441000 | PA      | $1437252.51   | 0.06%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                                                         | Fresh Del Monte Produce, Inc.                                                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      6681 | NS      | $216598.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRB Holding Corp.                                                                     | IRB Holding Corp., First Lien, 2024 Second Replacement CME Term Loan, B               | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160598 | PA      | $160766.14    | 0.01%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $335406.29    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2                  | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901000 | PA      | $925655.14    | 0.04%             | 2042-04-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C02, Class 2M2C                 | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     93435 | PA      | $94808.13     | 0.00%             | 2029-09-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8051.21      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1166.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170303.59    | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XGML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2251818 | PA      | $2054066.34   | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                  | Otis Worldwide Corp.                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     25806 | NS      | $2555310.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C06, Class 1M2                  | CUSIP: 30711XDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    188908 | PA      | $194023.79    | 0.01%             | 2029-04-25      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                                     | Ziggo Bond Co. BV                                                                     | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $192301.38    | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4346.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                               | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    425000 | PA      | $420814.32    | 0.02%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                                    | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    641000 | PA      | $641291.76    | 0.03%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                        | Lonza Group AG, First Lien, USD CME Term Loan, B                                      | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       235 | PA      | $215.44       | 0.00%             | 2028-07-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                                  | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148816 | PA      | $138079.59    | 0.01%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-CR22, Class B                                        | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297000 | PA      | $283625.73    | 0.01%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                       | ICG US CLO Ltd., Series 2017-1A, Class ARR                                            | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551182.48    | 0.02%             | 2034-07-28      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                           | Park Avenue Institutional Advisers CLO Ltd., Series 2021-1A, Class A1A                | CUSIP: 70015QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    475000 | PA      | $475454.18    | 0.02%             | 2034-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                                 | Tencent Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     14300 | NS      | $921429.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJZ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43067 | PA      | $44921.97     | 0.00%             | 2048-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2020-B22, Class XA                                   | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2589448 | PA      | $170214.24    | 0.01%             | 2054-01-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $37227.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                            | Hoya Corp.                                                                            | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     30300 | NS      | $3598491.92   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                  | Cross Mortgage Trust, Series 2024-H4, Class A1                                        | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176983 | PA      | $178690.03    | 0.01%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1679.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                                            | ANZ New Zealand Int'l Ltd.                                                            | CUSIP: 00182EBF5<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $197005.88    | 0.01%             | 2027-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                        | Olympus Water US Holding Corp.                                                        | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    105000 | PA      | $121427.50    | 0.01%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     13913 | NS      | $2104758.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                                     | Bunker Hill Loan Depositary Trust, Series 2020-1, Class A2                            | CUSIP: 12062RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $482466.05    | 0.02%             | 2055-02-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    102657 | NS      | $28297402.05  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                      | ABN AMRO Bank NV                                                                      | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200041.46    | 0.01%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91577.61     | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1674.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                        | McKesson Corp.                                                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      9544 | NS      | $6993652.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $755.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT, Inc.                                                                             | ADT, Inc.                                                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81509 | NS      | $690381.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $1933297.18   | 0.09%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                       | Gap, Inc. (The)                                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     25033 | NS      | $545969.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 2M2                  | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     33494 | PA      | $34421.34     | 0.00%             | 2028-10-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Teradata Corp.                                                                        | Teradata Corp.                                                                        | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     29258 | NS      | $652745.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $221198.67    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185554.80    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $205414.60    | 0.01%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    431000 | PA      | $420632.15    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    725000 | PA      | $892776.59    | 0.04%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Unisys Corp.                                                                          | Unisys Corp.                                                                          | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     17828 | NS      | $80760.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  36000000 | PA      | $35284843.44  | 1.57%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simply Good Foods Co. (The)                                                           | Simply Good Foods Co. (The)                                                           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2097 | NS      | $66244.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                                             | CNO Financial Group, Inc.                                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     10836 | NS      | $418052.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corp.                                                                | Freedom Mortgage Corp.                                                                | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    210000 | PA      | $233034.66    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII Ltd.                                                              | Cathedral Lake VIII Ltd., Series 2021-8A, Class A1                                    | CUSIP: 14919GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $690555.36    | 0.03%             | 2035-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                              | ABB Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     30490 | NS      | $1827230.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184409.59    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bioventus, Inc.                                                                       | Bioventus, Inc., Class A                                                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11030 | NS      | $73018.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group plc                                                       | London Stock Exchange Group plc                                                       | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |     17484 | NS      | $2556986.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    530000 | PA      | $530000.00    | 0.02%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                            | Coronado Finance Pty. Ltd.                                                            | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $59718.44     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1661085.00   | 0.07%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Venture XV CLO Ltd.                                                                   | Venture XV CLO Ltd., Series 2013-15A, Class AR3                                       | CUSIP: 92328XBD0<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-CBDO         | CORP              | KY        |    218976 | PA      | $219207.74    | 0.01%             | 2032-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1086.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                          | Northern Star Resources Ltd.                                                          | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     55745 | NS      | $688569.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                                           | Investor AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     44081 | NS      | $1306269.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                        | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1581735.85   | 0.07%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                   | Abbott Laboratories                                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5130 | NS      | $697731.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                                   | Post Holdings, Inc.                                                                   | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    166000 | PA      | $189904.00    | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Summit Therapeutics, Inc.                                                             | Summit Therapeutics, Inc.                                                             | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15801 | NS      | $336245.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | Broadcom Corp. / Broadcom Cayman Finance Ltd.                                         | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1972503.17   | 0.09%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $570.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc., Class A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     60032 | NS      | $44309018.88  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $330587.25    | 0.01%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $399150.82    | 0.02%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155966.24    | 0.01%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                         | Medtronic plc                                                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     54622 | NS      | $4761399.74   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    169000 | PA      | $164603.28    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                         | Koninklijke Ahold Delhaize NV                                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     33551 | NS      | $1401306.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F030678<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4000000 | PA      | $-3461812.16  | -0.15%            | 2055-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                        | United Airlines Holdings, Inc.                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      8791 | NS      | $700027.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     36596 | NS      | $7786164.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                                | Costco Wholesale Corp.                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1636 | NS      | $1619541.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom International Finance BV                                             | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $513732.77    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    705000 | PA      | $690540.52    | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp.                                                                 | Hanmi Financial Corp.                                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      5436 | NS      | $134160.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125639.38    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247132.97    | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $2263244.72   | 0.10%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69496.44     | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class D           | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $290996.97    | 0.01%             | 2046-05-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2025-41, Class FA                                                        | CUSIP: 3136BV4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378406 | PA      | $378990.97    | 0.02%             | 2054-06-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                        | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1            | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438586 | PA      | $356711.62    | 0.02%             | 2047-05-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1114.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                                                | Generac Holdings, Inc.                                                                | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      5665 | NS      | $811284.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                                                  | Peabody Energy Corp.                                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      4627 | NS      | $62094.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-UBS3, Class AM                                       | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298947 | PA      | $286956.97    | 0.01%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49273 | PA      | $49596.62     | 0.00%             | 2045-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20219.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                | Kazakhstan Government Bond                                                            | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    370000 | PA      | $360590.62    | 0.02%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99736.12     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                             | Bank of Nova Scotia (The)                                                             | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $313064.97    | 0.01%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    355000 | PA      | $339505.10    | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FB Financial Corp.                                                                    | FB Financial Corp.                                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      1516 | NS      | $68674.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119426.92    | 0.01%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                   | White Cap Buyer LLC                                                                   | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $429674.53    | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                                                         | HubSpot, Inc.                                                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      4044 | NS      | $2251011.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                          | ING Groep NV                                                                          | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $351411.73    | 0.02%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                              | South Africa Government Bond                                                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $294053.17    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                                | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1                                      | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    450000 | PA      | $451648.50    | 0.02%             | 2037-04-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    776000 | PA      | $776905.01    | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                       | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      7461 | NS      | $5978774.13   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC                                                           | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311704.50    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDT Corp.                                                                             | IDT Corp., Class B                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3659 | NS      | $249982.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                             | Towd Point Mortgage Trust, Series 2016-5, Class M2                                    | CUSIP: 89173CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282000 | PA      | $266537.80    | 0.01%             | 2056-10-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                           | Keysight Technologies, Inc.                                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4261 | NS      | $698207.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp.                                               | MIWD Holdco II LLC / MIWD Finance Corp.                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $252575.66    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Health Catalyst, Inc.                                                                 | Health Catalyst, Inc.                                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     15526 | NS      | $58533.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    111359 | NS      | $20281814.67  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                                              | Willis Towers Watson plc                                                              | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1914 | NS      | $586641.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                                                          | LivaNova plc                                                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      5480 | NS      | $246709.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360, Inc.                                                                         | Life360, Inc.                                                                         | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      5745 | NS      | $374861.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                                                   | Qantas Airways Ltd.                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |    196833 | NS      | $1390541.02   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA Holdings LLC                                                   | SCIL IV LLC / SCIL USA Holdings LLC                                                   | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198828.20    | 0.01%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    281099 | PA      | $282271.45    | 0.01%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class B          | CUSIP: 61765LAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $373281.38    | 0.02%             | 2048-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                          | PetSmart LLC, First Lien, Initial CME Term Loan                                       | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136348 | PA      | $135240.21    | 0.01%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                               | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $295980.55    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4564.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Time Group Holdings, Inc.                                                        | Life Time Group Holdings, Inc.                                                        | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2445 | NS      | $74156.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                                                          | Chemed Corp.                                                                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1192 | NS      | $580420.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                         | Alnylam Pharmaceuticals, Inc.                                                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2379 | NS      | $775768.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76667 | PA      | $76538.66     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                                 | Associated Banc-Corp.                                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      3355 | NS      | $81828.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2006-OA10, Class 4A1                                   | CUSIP: 02146QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693033 | PA      | $592747.11    | 0.03%             | 2046-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Inhibrx Biosciences, Inc.                                                             | Inhibrx Biosciences, Inc.                                                             | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4269 | NS      | $60918.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $100939.50    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                           | Reckitt Benckiser Group plc                                                           | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     11553 | NS      | $787071.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                             | Banijay Entertainment SAS                                                             | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    590000 | PA      | $612600.54    | 0.03%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                      | Murphy Oil Corp.                                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     12061 | NS      | $271372.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                                           | Palantir Technologies, Inc., Class A                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      7577 | NS      | $1032896.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $213643.26    | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avolta AG                                                                             | Avolta AG                                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |      3851 | NS      | $209768.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                                | Keurig Dr Pepper, Inc.                                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     20479 | NS      | $677035.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                                                | Paraguay Government Bond                                                              | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $181924.00    | 0.01%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Genesco, Inc.                                                                         | Genesco, Inc.                                                                         | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      3089 | NS      | $60822.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163138.96    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd.                                                                          | Paysafe Ltd.                                                                          | CUSIP: N/A<br>LEI: 2138003K6PVDCI5TBN11       | Long             | EC               | CORP              | BM        |      5780 | NS      | $72943.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                      | Gray Media, Inc.                                                                      | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    290000 | PA      | $217701.91    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                     | Boyd Gaming Corp.                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    410000 | PA      | $393219.19    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                        | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57986.17     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                             | Consolidated Edison Co. of New York, Inc., Series 12-A                                | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    255000 | PA      | $216368.41    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    804000 | PA      | $673161.98    | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keros Therapeutics, Inc.                                                              | Keros Therapeutics, Inc.                                                              | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21084 | NS      | $281471.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                   | Intesa Sanpaolo SpA                                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    270973 | NS      | $1560915.67   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                                | Invitation Homes, Inc.                                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20211 | NS      | $662920.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239461.01    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc                                                                    | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $531063.63    | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SkyWest, Inc.                                                                         | SkyWest, Inc.                                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      4581 | NS      | $471705.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp., Class A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     61091 | NS      | $2180337.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                                                 | First Merchants Corp.                                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       838 | NS      | $32095.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                                                         | GoDaddy, Inc., Class A                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3649 | NS      | $657038.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                                                          | Avista Corp.                                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      8953 | NS      | $339766.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                                                  | Ladder Capital Corp., Class A                                                         | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      6417 | NS      | $68982.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                                     | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287079.52    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                        | Fortinet, Inc.                                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      6673 | NS      | $705469.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-990.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $673377.67    | 0.03%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     64675 | NS      | $1555925.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                     | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $290070.70    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3722.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                 | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     64200 | NS      | $1616617.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                                                           | Agios Pharmaceuticals, Inc.                                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      9555 | NS      | $317799.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                     | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     13513 | NS      | $61889.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                                                   | Brown & Brown, Inc.                                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171485.40    | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     10222 | NS      | $4297942.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevation CLO Ltd.                                                                    | Elevation CLO Ltd., Series 2021-13A, Class A1R                                        | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    615000 | PA      | $613418.52    | 0.03%             | 2034-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                  | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |    134229 | PA      | $136264.65    | 0.01%             | 2043-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Unitil Corp.                                                                          | Unitil Corp.                                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1342 | NS      | $69985.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scientific Games Holdings LP                                                          | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan       | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113849 | PA      | $113882.13    | 0.01%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                     | Black Hills Corp.                                                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      6379 | NS      | $357861.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416523.31    | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc.                                                            | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145243.76    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                             | PRMI Securitization Trust, Series 2024-CMG1, Class A1                                 | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508148 | PA      | $509039.28    | 0.02%             | 2054-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                              | Lumen Technologies, Inc.                                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    116004 | NS      | $508097.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                             | Kellanova, Series B                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     99000 | PA      | $113484.07    | 0.01%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                             | Connect Finco SARL / Connect US Finco LLC                                             | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $467965.77    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    402000 | PA      | $394057.59    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49952.82     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                         | Smyrna Ready Mix Concrete LLC                                                         | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236076.04    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                                     | Nintendo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     25300 | NS      | $2429554.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QRSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2491479 | PA      | $2587687.34   | 0.12%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                          | Zoetis, Inc.                                                                          | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143854.18    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                     | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205173.30    | 0.01%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                 | Cardinal Health, Inc.                                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4481 | NS      | $752808.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials, Inc.                                                   | Foundation Building Materials, Inc.                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $257060.99    | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                          | Nutrien Ltd.                                                                          | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $230689.36    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                                 | Public Service Enterprise Group, Inc.                                                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      8739 | NS      | $735649.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte, Inc.                                                                        | Humacyte, Inc.                                                                        | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82786 | NS      | $173022.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                                            | News Corp.                                                                            | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119690.05    | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Extreme Networks, Inc.                                                                | Extreme Networks, Inc.                                                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     24508 | NS      | $439918.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    556000 | PA      | $466002.23    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                                                | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A                                       | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250450.00    | 0.01%             | 2034-04-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| fuboTV, Inc.                                                                          | fuboTV, Inc.                                                                          | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21369 | NS      | $82484.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240212.40    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                | SAP SE                                                                                | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      6561 | NS      | $2006219.06   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                   | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244623.49    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213062.22    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADMA Biologics, Inc.                                                                  | ADMA Biologics, Inc.                                                                  | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10552 | NS      | $192151.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    740000 | PA      | $756331.08    | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Seaways, Inc.                                                           | International Seaways, Inc.                                                           | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |      1885 | NS      | $68764.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $226722.00    | 0.01%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                      | Weyerhaeuser Co.                                                                      | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     39000 | PA      | $44057.92     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     18910 | NS      | $25322948.30  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                              | Dole plc                                                                              | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     22137 | NS      | $309696.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                                                           | Calix, Inc.                                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      5238 | NS      | $278609.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                                      | ABN AMRO Bank NV                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $506881.29    | 0.02%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp., Series L                                                       | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $552888.90    | 0.02%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Hoshizaki Corp.                                                                       | Hoshizaki Corp.                                                                       | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |      4000 | NS      | $137832.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $269406.50    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                             | NEC Corp.                                                                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     10100 | NS      | $294668.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp.                                                                             | PPL Corp.                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     85991 | NS      | $2914234.99   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      4113 | NS      | $723888.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                                                         | Olympus Corp.                                                                         | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |     39400 | NS      | $468005.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                         | Viatris, Inc.                                                                         | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    565000 | PA      | $538612.79    | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                          | Dexcom, Inc.                                                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      7942 | NS      | $693257.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152643.10    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     12043 | NS      | $964885.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47203.56     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Veritex Holdings, Inc.                                                                | Veritex Holdings, Inc.                                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     11494 | NS      | $299993.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                                             | American States Water Co.                                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       986 | NS      | $75586.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                                 | Urban Edge Properties                                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19638 | NS      | $366445.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                                                             | United States Steel Corp.                                                             | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117151.21    | 0.01%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    205000 | PA      | $183304.04    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                                              | LY Corp.                                                                              | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |    292700 | NS      | $1077898.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                            | Dana, Inc.                                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     24623 | NS      | $422284.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                          | Nasdaq, Inc.                                                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65664.97     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $147331.88    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    806000 | PA      | $829558.98    | 0.04%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexander & Baldwin, Inc.                                                             | Alexander & Baldwin, Inc.                                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7742 | NS      | $138039.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                                             | Talanx AG                                                                             | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      6084 | NS      | $788740.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3 Ltd.                                                                | HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1R                                     | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    274000 | PA      | $275430.19    | 0.01%             | 2037-07-30      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182763.40    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141147.05    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                       | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                           | CUSIP: 48255UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $300678.14    | 0.01%             | 2036-01-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| First Bancorp                                                                         | First Bancorp                                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     20696 | NS      | $431097.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                             | Ivory Coast Government Bond                                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    310000 | PA      | $282349.37    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                     | W R Berkley Corp.                                                                     | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      9430 | NS      | $692822.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                   | Cisco Systems, Inc.                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    113577 | NS      | $7879972.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                                                                | Antero Midstream Corp.                                                                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36837 | NS      | $698061.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    260600 | NS      | $3552914.11   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                             | CSX Corp.                                                                             | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    446000 | PA      | $371999.34    | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    788000 | PA      | $776883.23    | 0.03%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                     | Caterpillar, Inc.                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    555000 | PA      | $566033.43    | 0.03%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-41.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                     | Chile Government Bond                                                                 | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $206520.00    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp.                                                                 | GeneDx Holdings Corp., Class A                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $92956.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     80000 | PA      | $81879.28     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1640666.04   | 0.07%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036418.32   | 0.05%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                       | Starbucks Corp.                                                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     26280 | NS      | $2408036.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2023084.98   | 0.09%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2024-78, Class QF                                                        | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    759813 | PA      | $762548.71    | 0.03%             | 2054-05-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                              | Stonex Escrow Issuer LLC                                                              | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $187009.73    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                     | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    917000 | PA      | $936248.73    | 0.04%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     73072 | PA      | $73209.40     | 0.00%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 7 Ltd.                                                           | Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A                                | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400520.36    | 0.02%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                             | Sekisui Chemical Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     22600 | NS      | $409301.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                                    | ZipRecruiter, Inc., Class A                                                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     12375 | NS      | $61998.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                                         | PepsiCo, Inc.                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      5018 | NS      | $662576.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                          | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114228.95    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                                           | Bandai Namco Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     20000 | NS      | $716784.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    415000 | PA      | $431324.03    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178342.24    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises, Inc.                                                           | Hovnanian Enterprises, Inc., Class A                                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       694 | NS      | $72557.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                                               | CRH plc                                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     19418 | NS      | $1792470.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc.                                                                 | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    515000 | PA      | $518537.41    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                          | Coca-Cola Consolidated, Inc.                                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      5970 | NS      | $666550.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                                           | Asics Corp.                                                                           | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |     23000 | NS      | $586508.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144273 | PA      | $127971.26    | 0.01%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-I Ltd.                                                              | CIFC Funding Ltd., Series 2020-1A, Class A1R                                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $691488.55    | 0.03%             | 2036-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                     | Galderma Group AG                                                                     | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |      2634 | NS      | $382866.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209549.70    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11671.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                                | XHR LP                                                                                | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81609.36     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291845.09    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                      | Bank Hapoalim BM                                                                      | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     56696 | NS      | $1089020.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                                    | Connect Finco SARL, First Lien, Amendment No. 4 CME Term Loan                         | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    138250 | PA      | $131779.21    | 0.01%             | 2029-09-13      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust, Inc.                                                   | First Industrial Realty Trust, Inc.                                                   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13238 | NS      | $637144.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     15175 | NS      | $4399384.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Benteler International AG                                                             | Benteler International AG                                                             | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    320000 | PA      | $337076.16    | 0.02%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Arvinas, Inc.                                                                         | Arvinas, Inc.                                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42052 | NS      | $309502.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                                                         | Worthington Enterprises, Inc.                                                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1760 | NS      | $112006.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1542.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHH Escrow Issuer LLC                                                                 | PHH Escrow Issuer LLC / PHH Corp.                                                     | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $529146.70    | 0.02%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296621.62    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95710 | PA      | $100627.91    | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                                  | Outfront Media, Inc.                                                                  | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     23787 | NS      | $388203.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                          | Chefs' Warehouse, Inc. (The)                                                          | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    125000 | PA      | $195125.00    | 0.01%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                      | Mitsubishi Corp.                                                                      | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     41400 | NS      | $827249.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Steelcase, Inc.                                                                       | Steelcase, Inc., Class A                                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      6968 | NS      | $72676.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164347.76    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                                | Paraguay Government Bond                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    205000 | PA      | $204098.00    | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                   | Erste Group Bank AG                                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      8948 | NS      | $761701.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5142, Class AI                                                          | CUSIP: 3137H2CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4141680 | PA      | $801447.76    | 0.04%             | 2051-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | JBS USA Holding Lux SARL / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1017126.43   | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                                   | Hanover Insurance Group, Inc. (The)                                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1936 | NS      | $328868.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                                                        | Catalyst Pharmaceuticals, Inc.                                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      4993 | NS      | $108348.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                              | Berkshire Hathaway, Inc., Class B                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6272 | NS      | $3046749.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                                                  | Mativ Holdings, Inc.                                                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      5803 | NS      | $39576.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143325.14    | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                                                            | Haleon plc                                                                            | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    339771 | NS      | $1746297.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5283 | NS      | $744163.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital CLO Ltd.                                                                 | Bain Capital CLO Ltd., Series 2024-1A, Class A1                                       | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    339000 | PA      | $341351.04    | 0.02%             | 2037-04-16      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II, Inc.                                               | GLP Capital LP / GLP Financing II, Inc.                                               | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $148124.76    | 0.01%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                                          | Unilever plc                                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     48411 | NS      | $2954342.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                             | FMC Corp.                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235950.96    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                                  | PPG Industries, Inc.                                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     15892 | NS      | $1807715.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118549.49    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                    | Credit Agricole SA                                                                    | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $242986.22    | 0.01%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                                     | T-Mobile US, Inc.                                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     20203 | NS      | $4813566.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ2R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43126 | PA      | $45402.24     | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc., First Lien, Initial CME Term Loan                      | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    163762 | PA      | $164376.61    | 0.01%             | 2031-06-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                                 | Matador Resources Co.                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295348.32    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24300000 | PA      | $24035050.30  | 1.07%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                                    | Elevation CLO Ltd., Series 2018-10A, Class AR                                         | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |    337147 | PA      | $337044.59    | 0.02%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                                                          | ACADIA Pharmaceuticals, Inc.                                                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     18897 | NS      | $407608.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                           | Axalta Coating Systems Ltd.                                                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     21785 | NS      | $646796.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                               | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $122148.11    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                       | Norsk Hydro ASA                                                                       | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |     38997 | NS      | $223312.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                        | Apollo Global Management, Inc.                                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     26559 | NS      | $3767925.33   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class A1                                   | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     96894 | PA      | $97367.62     | 0.00%             | 2044-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                     | Chile Government Bond                                                                 | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    210000 | PA      | $213307.50    | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                            | Ball Corp.                                                                            | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     29542 | NS      | $1657010.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Capital Trust IV                                                              | MetLife Capital Trust IV                                                              | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $329624.40    | 0.01%             | 2037-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    138000 | PA      | $138018.35    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119743.51    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp.                                                                      | Glatfelter Corp., First Lien, CME Term Loan                                           | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124088 | PA      | $122071.79    | 0.01%             | 2031-11-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    273000 | PA      | $261944.64    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1832.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                             | Holcim AG                                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     15655 | NS      | $1162526.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2007-14, Class KO                                                        | CUSIP: 31396PG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5124 | PA      | $4312.13      | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                        | Weatherford International Ltd.                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    235000 | PA      | $242375.99    | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1347569.51   | 0.06%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                                         | Sanmina Corp.                                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1102 | NS      | $107808.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                                                       | Primerica, Inc.                                                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      2509 | NS      | $686638.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corp.                                                                    | Vertiv Group Corp., First Lien, Amendment No. 5 CME Term Loan, B3                     | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    384748 | PA      | $385600.40    | 0.02%             | 2027-03-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Safe Bulkers, Inc.                                                                    | Safe Bulkers, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |     17040 | NS      | $61514.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                                                       | Hub Group, Inc., Class A                                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5594 | NS      | $187007.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co. Ltd.                                                  | SITC International Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |    160000 | NS      | $512614.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14433 | PA      | $14424.49     | 0.00%             | 2044-07-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Coursera, Inc.                                                                        | Coursera, Inc.                                                                        | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     42427 | NS      | $371660.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                                          | Kenvue, Inc.                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487332.16    | 0.02%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                             | CBAM Ltd., Series 2017-2A, Class AR                                                   | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    309000 | PA      | $309461.67    | 0.01%             | 2034-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                          | Uruguay Government Bond                                                               | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    675000 | PA      | $802669.50    | 0.04%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                 | Colgate-Palmolive Co.                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     59569 | NS      | $5414822.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 4326, Class GS                                                          | CUSIP: 3137BABH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4194777 | PA      | $437763.62    | 0.02%             | 2044-04-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                               | Applied Materials, Inc.                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4342 | NS      | $794889.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arroyo Mortgage Trust                                                                 | Arroyo Mortgage Trust, Series 2019-1, Class A3                                        | CUSIP: 042859AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53881 | PA      | $52873.34     | 0.00%             | 2049-01-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $160804.91    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                                                        | BioCryst Pharmaceuticals, Inc.                                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     38115 | NS      | $341510.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                                        | Ameris Bancorp                                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1168 | NS      | $75569.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $195943.49    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-CR20, Class C                                        | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836450 | PA      | $809679.08    | 0.04%             | 2047-11-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                      | Roche Holding AG                                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      9164 | NS      | $2991311.85   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                            | Allianz SE                                                                            | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      5361 | NS      | $2175673.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                                                         | Pacific Premier Bancorp, Inc.                                                         | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      5513 | NS      | $116269.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Indonesia Tbk. PT                                                            | Unilever Indonesia Tbk. PT                                                            | CUSIP: N/A<br>LEI: 549300MUHUFNRRI19O72       | Long             | EC               | CORP              | ID        |   5060100 | NS      | $452373.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class XA                      | CUSIP: 95003VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8889228 | PA      | $324578.60    | 0.01%             | 2057-07-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                                          | Sabra Health Care REIT, Inc.                                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      4902 | NS      | $90392.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group, Inc.                                                                    | Latham Group, Inc.                                                                    | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11248 | NS      | $71762.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp, Inc.                                                                | Northrim BanCorp, Inc.                                                                | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       979 | NS      | $91301.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384451.00    | 0.02%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                                                              | Sembcorp Industries Ltd.                                                              | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     49100 | NS      | $264506.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                                            | Manhattan Associates, Inc.                                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      5532 | NS      | $1092404.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1180.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                            | Mercer International, Inc.                                                            | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155148.00    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                                                          | Imperial Fund Mortgage Trust, Series 2022-NQM5, Class A1                              | CUSIP: 45276QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132804 | PA      | $132354.47    | 0.01%             | 2067-08-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp.                                                                  | WSFS Financial Corp.                                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1235 | NS      | $67925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc.                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $127176.96    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $372659.40    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                              | Marvell Technology, Inc.                                                              | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190897.98    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99979.02     | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                           | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1697236.30   | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $63525.00     | 0.00%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                                 | Global Payments, Inc.                                                                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69673.03     | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    130078 | NS      | $5647986.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                                                           | Sally Beauty Holdings, Inc.                                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      8406 | NS      | $77839.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                             | Weekley Homes LLC / Weekley Finance Corp.                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193846.18    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    512000 | PA      | $415591.80    | 0.02%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31341.57     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2014-UBS5, Class AM                                       | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202818 | PA      | $200661.23    | 0.01%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    381000 | PA      | $381590.07    | 0.02%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6881000 | PA      | $79228.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                            | KDDI Corp.                                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     88000 | NS      | $1511011.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132AATC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104762 | PA      | $99743.39     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9432.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $51950.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179466.93    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19144.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311805.20    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                                     | TXNM Energy, Inc.                                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1450 | NS      | $81664.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                                                     | Cigna Group (The)                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     23015 | NS      | $7608298.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                                                    | World Kinect Corp.                                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      2599 | NS      | $73681.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                                          | Ameren Corp.                                                                          | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224067.96    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139341.82    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                                                                 | TOPPAN Holdings, Inc.                                                                 | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     30800 | NS      | $836744.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Point CLO 10 Ltd.                                                               | Crown Point CLO 10 Ltd., Series 2021-10A, Class A                                     | CUSIP: 22846FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350756.93    | 0.02%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    351000 | PA      | $358075.47    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237830.32    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                    | Credit Agricole SA                                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     20611 | NS      | $389924.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                                              | F5, Inc.                                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2417 | NS      | $711371.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M1A                                  | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    553076 | PA      | $565200.24    | 0.03%             | 2042-07-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| A10 Networks, Inc.                                                                    | A10 Networks, Inc.                                                                    | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      5572 | NS      | $107818.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp., Class A                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     29105 | NS      | $5910934.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                                                 | First Financial Corp.                                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1558 | NS      | $84428.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp. / Raptor LLC                                              | Great Canadian Gaming Corp. / Raptor LLC                                              | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $191007.24    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                                           | Ebara Corp.                                                                           | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |     40500 | NS      | $776695.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $354538.75    | 0.02%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                                       | Seagate Technology Holdings plc                                                       | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     28691 | NS      | $4140972.03   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                                                         | Oshkosh Corp.                                                                         | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    263000 | PA      | $263466.99    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands, Inc.                                                            | Turning Point Brands, Inc.                                                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      5103 | NS      | $386654.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Gas Co.                                                           | Southern California Gas Co.                                                           | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251805.79    | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                   | New Residential Mortgage Loan Trust, Series 2018-4A, Class A1M                        | CUSIP: 64828FCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134900 | PA      | $132215.73    | 0.01%             | 2048-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $24457.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banner Corp.                                                                          | Banner Corp.                                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1018 | NS      | $65304.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA, Inc.                                                                    | Cinemark USA, Inc.                                                                    | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184256.63    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    365000 | PA      | $383867.58    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                          | Target Corp.                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     25061 | NS      | $2472267.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C                              | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    538000 | PA      | $491060.20    | 0.02%             | 2050-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                                                    | NMI Holdings, Inc., Class A                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7250 | NS      | $305877.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                                                          | Twilio, Inc., Class A                                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      5901 | NS      | $733848.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                  | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239158 | PA      | $239464.81    | 0.01%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                       | Halliburton Co.                                                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    159187 | NS      | $3244231.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Government Bond                                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    750000 | PA      | $617712.98    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                         | Insulet Corp.                                                                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      2119 | NS      | $665747.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $22254.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                 | Delta Air Lines, Inc.                                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     13879 | NS      | $682569.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                                   | Blackstone Holdings Finance Co. LLC                                                   | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    270000 | PA      | $230785.25    | 0.01%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                                 | Arroyo Mortgage Trust, Series 2019-3, Class A3                                        | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86545 | PA      | $82714.07     | 0.00%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                        | ConocoPhillips                                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     38621 | NS      | $3465848.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co., Series W                                                        | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    368000 | PA      | $326643.70    | 0.01%             | 2047-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                           | Itron, Inc.                                                                           | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      4140 | NS      | $544948.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                 | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1677596.00   | 0.07%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc.                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      6687 | NS      | $693843.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class AS                             | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    399000 | PA      | $389272.50    | 0.02%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    387000 | PA      | $381458.35    | 0.02%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                            | Prime Security Services Borrower LLC / Prime Finance, Inc.                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $290715.14    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                              | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $362888.33    | 0.02%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class D                      | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $176286.24    | 0.01%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124832.55    | 0.01%             | 2026-09-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1534 | NS      | $75027.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    188000 | PA      | $161929.49    | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    807000 | PA      | $919297.83    | 0.04%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1016279.09   | 0.05%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281792.93    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                               | E.ON SE                                                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     59339 | NS      | $1093359.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EverQuote, Inc.                                                                       | EverQuote, Inc., Class A                                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13146 | NS      | $317870.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                                  | Broadridge Financial Solutions, Inc.                                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2858 | NS      | $694579.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                                                       | Frontdoor, Inc.                                                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      8348 | NS      | $492031.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924955.29    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 2M2                  | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    176559 | PA      | $181707.26    | 0.01%             | 2028-08-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                    | Viper Energy, Inc.                                                                    | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    345000 | PA      | $366338.31    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                            | Charles Schwab Corp. (The)                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     57713 | NS      | $5265734.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                                        | Chugai Pharmaceutical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     15500 | NS      | $809376.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                                  | BANK, Series 2020-BN26, Class XA                                                      | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2603152 | PA      | $109357.88    | 0.00%             | 2063-03-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                                 | Southern Copper Corp.                                                                 | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      7566 | NS      | $765452.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                                              | Accor SA                                                                              | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |     25989 | NS      | $1362043.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73148.76     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6010.45      | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238975 | PA      | $238751.26    | 0.01%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                             | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     14629 | NS      | $510399.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163330.14    | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $81749.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                    | Berry Global, Inc.                                                                    | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20990.96     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                       | M/I Homes, Inc.                                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2956 | NS      | $331426.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                               | Republic Services, Inc.                                                               | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1399340.15   | 0.06%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BQKD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121353 | PA      | $122697.40    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                    | Barclays Commercial Mortgage Trust, Series 2019-C4, Class XA                          | CUSIP: 07335CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9901958 | PA      | $473415.56    | 0.02%             | 2052-08-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383040.97    | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                    | Dominican Republic Government Bond                                                    | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    262000 | PA      | $264908.20    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                        | Westlake Corp.                                                                        | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    396000 | PA      | $266612.25    | 0.01%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                         | AIB Group plc                                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     83608 | NS      | $690004.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144111.94    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                           | Carvana Co.                                                                           | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    193369 | PA      | $198536.45    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                     | Tyson Foods, Inc., Class A                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     12391 | NS      | $693152.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20157.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                                   | Shift4 Payments LLC, First Lien, CME Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $50461.00     | 0.00%             | 2032-05-07      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    562000 | PA      | $576368.73    | 0.03%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Compass Diversified Holdings                                                          | Compass Diversified Holdings                                                          | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      9174 | NS      | $57612.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BXBL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34681 | PA      | $35214.59     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132A5H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7586350 | PA      | $6698649.62   | 0.30%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                            | Edwards Lifesciences Corp.                                                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      8850 | NS      | $692158.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      4418 | NS      | $856252.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                              | SCIH Salt Holdings, Inc.                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $248603.07    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                              | Puget Sound Energy, Inc.                                                              | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    258000 | PA      | $246244.79    | 0.01%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2006-84, Class OT                                                        | CUSIP: 31396K2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       644 | PA      | $537.93       | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                    | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    401000 | PA      | $407436.29    | 0.02%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  19025000 | PA      | $147820.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                                           | Aisin Corp.                                                                           | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |     66900 | NS      | $855811.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust, Inc.                                                      | NexPoint Residential Trust, Inc.                                                      | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      2359 | NS      | $78601.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1315139 | PA      | $1168619.24   | 0.05%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tanger, Inc.                                                                          | Tanger, Inc.                                                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      2390 | NS      | $73086.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $212742.34    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LTC Properties, Inc.                                                                  | LTC Properties, Inc.                                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       968 | NS      | $33502.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                                               | Primoris Services Corp.                                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      6258 | NS      | $487748.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF 2015-K51 Mortgage Trust                                                         | FREMF Mortgage Trust, Series 2015-K51, Class B                                        | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    682000 | PA      | $678907.68    | 0.03%             | 2048-10-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                                   | Benin Government Bond                                                                 | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    360000 | PA      | $363128.00    | 0.02%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp., Series A                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      2928 | NS      | $110092.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2                  | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $213849.70    | 0.01%             | 2041-12-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| IBEX Holdings Ltd.                                                                    | IBEX Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      3495 | NS      | $101704.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    325000 | PA      | $331220.18    | 0.01%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBL & Associates Properties, Inc.                                                     | CBL & Associates Properties, Inc.                                                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      2801 | NS      | $71117.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98814 | PA      | $99781.34     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                    | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     76601 | NS      | $1179522.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington CLO III Ltd.                                                                | Ellington CLO III Ltd., Series 2018-3A, Class B                                       | CUSIP: 28852LAG8<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300842.78    | 0.01%             | 2030-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XNRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2698388 | PA      | $2344558.88   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp.                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165800 | PA      | $155051.49    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $600717.11    | 0.03%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                | Verisk Analytics, Inc., Class A                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1107 | NS      | $344830.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B74D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38880 | PA      | $39465.85     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73521.08     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vir Biotechnology, Inc.                                                               | Vir Biotechnology, Inc.                                                               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40882 | NS      | $206045.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                                                               | DCC plc                                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      5167 | NS      | $335341.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $83519.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                                        | Duolingo, Inc., Class A                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $691293.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                                                  | Ingersoll Rand, Inc.                                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     38753 | NS      | $3223474.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                                              | Akero Therapeutics, Inc.                                                              | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      1533 | NS      | $81800.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                                                 | WR Grace Holdings LLC, First Lien, Initial CME Term Loan                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |       128 | PA      | $127.90       | 0.00%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                     | NatWest Group plc                                                                     | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $398530.63    | 0.02%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                          | Allegion plc                                                                          | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      4930 | NS      | $710511.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                                                              | IDEXX Laboratories, Inc.                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3102 | NS      | $1663726.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251112 | PA      | $222786.01    | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2016-BNK2, Class C                             | CUSIP: 61690YBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $127515.82    | 0.01%             | 2049-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    658000 | PA      | $661884.69    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 33 Ltd.                                                                   | Elmwood CLO 33 Ltd., Series 2024-9RA, Class AR                                        | CUSIP: 29001EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351225.78    | 0.02%             | 2037-10-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-903.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    265000 | PA      | $265667.80    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                    | Toyota Motor Corp.                                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     18000 | NS      | $310013.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                   | Coca-Cola Co. (The)                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    114551 | NS      | $8104483.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corp.                                                                          | SES AI Corp.                                                                          | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117728 | NS      | $104577.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87758.34     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                                        | Jardine Matheson Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |     15700 | NS      | $754584.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $47659.01     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                               | DuPont de Nemours, Inc.                                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     40478 | NS      | $2776386.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                     | Caterpillar, Inc.                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2095 | NS      | $813299.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1069.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    307000 | PA      | $233538.65    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield plc                                                               | Cushman & Wakefield plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     32011 | NS      | $354361.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                            | Genmab A/S                                                                            | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      2428 | NS      | $504218.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                                   | AeroVironment, Inc.                                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       547 | NS      | $155867.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                                              | Zebra Technologies Corp., Class A                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2336 | NS      | $720328.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                                                         | WH Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1690000 | NS      | $1628808.66   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -6000000 | PA      | $-5739935.10  | -0.26%            | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $392.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                               | Level 3 Financing, Inc.                                                               | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    244000 | PA      | $268134.63    | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87264.01     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                                  | TJX Cos., Inc. (The)                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     76511 | NS      | $9448343.39   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DBUBS Mortgage Trust                                                                  | DBUBS Mortgage Trust, Series 2011-LC3A, Class D                                       | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844577 | PA      | $811608.84    | 0.04%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                                    | Devon Energy Corp.                                                                    | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    170000 | PA      | $195432.70    | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Dorman Products, Inc.                                                                 | Dorman Products, Inc.                                                                 | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       582 | NS      | $71393.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212936.59    | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                              | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $331489.10    | 0.01%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                        | AppLovin Corp., Class A                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      3602 | NS      | $1260988.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                                              | Guidewire Software, Inc.                                                              | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    239000 | PA      | $282378.50    | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2                  | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $108124.87    | 0.00%             | 2042-03-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                                  | Coterra Energy, Inc.                                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     27879 | NS      | $707569.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                                                          | Impinj, Inc.                                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      3071 | NS      | $341095.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    330000 | PA      | $332930.97    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                                | HUB International Ltd.                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277129.05    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                      | ServiceNow, Inc.                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      7800 | NS      | $8019024.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                                           | Spire, Inc.                                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       911 | NS      | $66493.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2003249.58   | 0.09%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1536.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                               | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151428 | PA      | $152398.69    | 0.01%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                | Waste Management, Inc.                                                                | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    323000 | PA      | $331001.66    | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                                | Filtration Group Corp., First Lien, 2025 Incremental Dollar CME Term Loan             | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94755 | PA      | $95227.35     | 0.00%             | 2028-10-23      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8604.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                                    | United Rentals North America, Inc.                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201098.24    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                                             | Buzzi SpA                                                                             | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     18353 | NS      | $1017858.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                            | Ameriprise Financial, Inc.                                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1273 | NS      | $679438.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367919.96    | 0.02%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    580000 | PA      | $669918.43    | 0.03%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                              | TCI Communications, Inc.                                                              | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $351776.00    | 0.02%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                           | AvalonBay Communities, Inc.                                                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      3325 | NS      | $676637.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | SPDR S&P 500 ETF Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |  44426655 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                                       | Concentra Health Services, Inc.                                                       | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222871.94    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                             | Millrose Properties, Inc., Class A                                                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24245 | NS      | $691224.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                                                 | VICI Properties, Inc., Class A                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     21730 | NS      | $708398.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate HDD Cayman                                                                    | Seagate HDD Cayman                                                                    | CUSIP: 81180WBF7<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $81572.22     | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                    | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    377000 | PA      | $402206.56    | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-49.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort, Inc.                                                         | Monarch Casino & Resort, Inc.                                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       908 | NS      | $78487.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG, Inc.                                                                             | UKG, Inc.                                                                             | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    295000 | PA      | $306269.00    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                    | CNO Global Funding                                                                    | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    378000 | PA      | $382122.75    | 0.02%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Scholar Rock Holding Corp.                                                            | Scholar Rock Holding Corp.                                                            | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      2217 | NS      | $78526.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                             | Zurich Insurance Group AG                                                             | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1225 | NS      | $857160.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                         | Insulet Corp.                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88679.74     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                            | Mercer International, Inc.                                                            | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126939.25    | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Calavo Growers, Inc.                                                                  | Calavo Growers, Inc.                                                                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2647 | NS      | $70383.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                                                      | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                           | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    272000 | PA      | $273233.23    | 0.01%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                            | Procter & Gamble Co. (The)                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     38997 | NS      | $6213002.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                                           | Aena SME SA                                                                           | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     30930 | NS      | $825638.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                         | UniCredit SpA                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     25953 | NS      | $1741015.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                    | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    513000 | PA      | $512329.57    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115611.32    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                                    | Light & Wonder International, Inc.                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386580.27    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Costamare, Inc.                                                                       | Costamare, Inc.                                                                       | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |     16337 | NS      | $148830.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                                                        | Protagonist Therapeutics, Inc.                                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7845 | NS      | $433593.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                         | Moody's Corp.                                                                         | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    962000 | PA      | $835300.06    | 0.04%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                     | PennyMac Financial Services, Inc.                                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2077 | NS      | $206952.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                                                   | ACI Worldwide, Inc.                                                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      4720 | NS      | $216695.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                            | Grifols SA                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    620000 | PA      | $700438.26    | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493424.95    | 0.02%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Axogen, Inc.                                                                          | Axogen, Inc.                                                                          | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9011 | NS      | $97769.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                              | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $162129.03    | 0.01%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351904.38    | 0.02%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                         | Six Flags Entertainment Corp.                                                         | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272502.37    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                | Chart Industries, Inc.                                                                | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90798.70     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    429000 | PA      | $428918.79    | 0.02%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1366532.53   | 0.06%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc.                                                         | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209773.40    | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                               | Aris Water Holdings LLC                                                               | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283953.45    | 0.01%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp.                                                                       | ChampionX Corp.                                                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     18823 | NS      | $467563.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $559015.60    | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56654.51     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                                 | Global Payments, Inc.                                                                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      8688 | NS      | $695387.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 BC Ltd.                                                                       | 1261229 BC Ltd.                                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201897.99    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Putnam Funds Trust                                                                    | Putnam Short Term Investment Fund, Class P                                            | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |  94298047 | NS      | $94298047.28  | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Government Bond                                                              | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    360000 | PA      | $358853.94    | 0.02%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2023-152, Class FB                                                       | CUSIP: 38384DZX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    628691 | PA      | $639087.89    | 0.03%             | 2051-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Belden, Inc.                                                                          | Belden, Inc.                                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       765 | NS      | $88587.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings, Inc.                                                                  | Roche Holdings, Inc.                                                                  | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1014162.93   | 0.05%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travere Therapeutics, Inc.                                                            | Travere Therapeutics, Inc.                                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4301 | NS      | $63654.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    416000 | PA      | $407718.23    | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                        | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    193000 | PA      | $187761.00    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    905000 | PA      | $835583.44    | 0.04%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2013-CR13, Class C                                        | CUSIP: 12630BBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124954 | PA      | $117348.73    | 0.01%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Corcept Therapeutics, Inc.                                                            | Corcept Therapeutics, Inc.                                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      5495 | NS      | $403333.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com, Inc.                                                                   | Legalzoom.com, Inc.                                                                   | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     38876 | NS      | $346385.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $220403.62    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                                  | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     53298 | PA      | $53603.68     | 0.00%             | 2043-06-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                                           | Boston Beer Co., Inc. (The), Class A                                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      2928 | NS      | $558691.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                                | Duke Energy Ohio, Inc.                                                                | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    427000 | PA      | $418994.86    | 0.02%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 5 Ltd.                                                                | Signal Peak CLO 5 Ltd., Series 2018-5A, Class A1R                                     | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250917.68    | 0.01%             | 2037-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                             | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    270000 | PA      | $274705.83    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18, Class B                  | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475020 | PA      | $461067.58    | 0.02%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                       | 1261229 BC Ltd., First Lien, Initial CME Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    150000 | PA      | $144996.00    | 0.01%             | 2030-10-08      | Variable      | 10.56%                | No            |                  2 | On Loan: No      |
| Ambarella, Inc.                                                                       | Ambarella, Inc.                                                                       | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      5831 | NS      | $385225.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                              | Universal Music Group NV                                                              | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     43107 | NS      | $1398415.29   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class C                  | CUSIP: 46639NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292987 | PA      | $281578.98    | 0.01%             | 2045-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                         | MetLife, Inc.                                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     80593 | NS      | $6481289.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                                                   | PROG Holdings, Inc.                                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      8628 | NS      | $253231.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A                                  | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |     12825 | PA      | $12903.24     | 0.00%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                  | Frontier Communications Holdings LLC                                                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $165165.66    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $226085.00    | 0.01%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IonQ, Inc.                                                                            | IonQ, Inc.                                                                            | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11150 | NS      | $479115.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2020-96, Class JI                                                        | CUSIP: 3136BDKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6619052 | PA      | $1118381.52   | 0.05%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                            | RR 29 Ltd., Series 2024-29RA, Class A1R                                               | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350663.64    | 0.02%             | 2039-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46494.99     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                                               | Western Union Co. (The)                                                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     70207 | NS      | $591142.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                      | ArcelorMittal SA                                                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      8468 | NS      | $268895.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140NUCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294000 | PA      | $303265.15    | 0.01%             | 2028-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                                  | Bulgaria Government Bond                                                              | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    140000 | PA      | $171144.64    | 0.01%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80775.99     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                 | Clydesdale Acquisition Holdings, Inc.                                                 | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297799.22    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235967.18    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Adeia, Inc.                                                                           | Adeia, Inc.                                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6005 | NS      | $84910.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                            | Siemens AG                                                                            | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      3856 | NS      | $990445.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NuScale Power Corp.                                                                   | NuScale Power Corp., Class A                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3487 | NS      | $137945.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON Funding Co. LLC                                                                 | AEGON Funding Co. LLC                                                                 | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415147.35    | 0.02%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2019-HRP1, Class M2                  | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |      7880 | PA      | $7880.49      | 0.00%             | 2039-11-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     15687 | NS      | $678776.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313951.60    | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                                    | Poste Italiane SpA                                                                    | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      7269 | NS      | $156180.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     23544 | NS      | $16663266.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                                                                 | Payoneer Global, Inc.                                                                 | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      9576 | NS      | $65595.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $241777.83    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                         | Ovintiv, Inc.                                                                         | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1074585.72   | 0.05%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | CDI                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  13114000 | PA      | $374056.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                               | Kite Realty Group Trust                                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8918 | NS      | $201992.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                                        | Preferred Bank                                                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2396 | NS      | $207361.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                                         | SM Energy Co.                                                                         | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135173.07    | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Univest Financial Corp.                                                               | Univest Financial Corp.                                                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3269 | NS      | $98200.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                                         | Moody's Corp.                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298467.30    | 0.01%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                                   | Nexstar Media, Inc.                                                                   | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146211.90    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70413.98     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                           | Neuberger Berman Group LLC / Neuberger Berman Finance Corp.                           | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $261140.08    | 0.01%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                                    | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                        | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $427730.22    | 0.02%             | 2037-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    672000 | PA      | $613930.03    | 0.03%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                                        | ACS Actividades de Construccion y Servicios SA                                        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      2060 | NS      | $143185.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    130000 | PA      | $133091.01    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                                           | OFG Bancorp                                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      6093 | NS      | $260780.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25148.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                                  | Cenovus Energy, Inc.                                                                  | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26774.98     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                       | AstraZeneca plc                                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     12678 | NS      | $1764386.71   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1008.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                          | Humana, Inc.                                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2716 | NS      | $664007.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                                                        | SK Hynix, Inc.                                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      5226 | NS      | $1126106.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $87725.44     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd.                                                         | Hamilton Insurance Group Ltd., Class B                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     16819 | NS      | $363626.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp.                                                                      | Rocket Lab Corp.                                                                      | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3781 | NS      | $135246.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D Mortgage Trust                                                                    | A&D Mortgage Trust, Series 2023-NQM4, Class A1                                        | CUSIP: 00002MAA7<br>LEI: 9845002EOD0CFAFA4F48 | Long             | ABS-MBS          | CORP              | US        |    239182 | PA      | $243277.60    | 0.01%             | 2068-09-25      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Franklin Electric Co., Inc.                                                           | Franklin Electric Co., Inc.                                                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       795 | NS      | $71343.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    497000 | PA      | $486467.50    | 0.02%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2522 | NS      | $704167.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Aquila Ltd.                                                                | Transocean Aquila Ltd.                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     48923 | PA      | $49440.29     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-77930.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                                      | Smiths Group plc                                                                      | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     15311 | NS      | $472257.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING US Funding LLC                                                                    | ING US Funding LLC                                                                    | CUSIP: 45685QVU0<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4963993.50   | 0.22%             | 2025-08-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc                                             | Kiniksa Pharmaceuticals International plc, Class A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     13185 | NS      | $364828.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                              | Otsuka Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13100 | NS      | $649488.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    171000 | PA      | $161553.01    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                       | Microsoft Corp.                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    179549 | NS      | $89309468.09  | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                              | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18853.35     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8146.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5134, Class IB                                                          | CUSIP: 3137H1X50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4554481 | PA      | $938161.10    | 0.04%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    275000 | PA      | $280328.13    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $671281.82    | 0.03%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                         | Magnera Corp.                                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92887.24     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    183000 | PA      | $173972.12    | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-LC19, Class C                                        | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731000 | PA      | $707926.79    | 0.03%             | 2048-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                         | Textron, Inc.                                                                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      9121 | NS      | $732325.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash, Inc.                                                                       | FirstCash, Inc.                                                                       | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    560000 | PA      | $580184.08    | 0.03%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc.                                                                 | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208823.37    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2005-65CB, Class 2A1                                   | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718434 | PA      | $447967.19    | 0.02%             | 2035-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| nLight, Inc.                                                                          | nLight, Inc.                                                                          | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5255 | NS      | $103418.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283376 | PA      | $251889.24    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289383.81    | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| O-I Glass, Inc.                                                                       | O-I Glass, Inc.                                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6290 | NS      | $92714.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                                                          | Matson, Inc.                                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      3519 | NS      | $391840.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368036.84    | 0.02%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                                        | Nexon Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     25200 | NS      | $507568.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722023.22    | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC                                                                       | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116664.17    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Ultra Notes                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $-19313.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond CLO Ltd.                                                                | Black Diamond CLO Ltd., Series 2021-1A, Class A1A                                     | CUSIP: 09204WAA2<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    454000 | PA      | $454267.62    | 0.02%             | 2034-11-22      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    192882 | NS      | $9127176.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                                                           | Benchmark Electronics, Inc.                                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1937 | NS      | $75213.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                                          | CF Industries Holdings, Inc.                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      8573 | NS      | $788716.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                                                                   | Upbound Group, Inc.                                                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2940 | NS      | $73794.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                        | Public Storage                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      2237 | NS      | $656380.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $28797.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223775.62    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                           | Inpex Corp.                                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    101900 | NS      | $1430387.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                | Alternative Loan Trust, Series 2006-24CB, Class A19                                   | CUSIP: 02146TAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343005 | PA      | $140466.10    | 0.01%             | 2036-08-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1387713.94   | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  84075086 | PA      | $-411124.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $82332.72     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                                        | Prologis, Inc.                                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     25831 | NS      | $2715354.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                                         | Rio Tinto plc                                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     17353 | NS      | $1010016.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                       | CoreCivic, Inc.                                                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      6485 | NS      | $136638.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                  | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159364 | PA      | $159379.10    | 0.01%             | 2042-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                                  | Kimberly-Clark Corp.                                                                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     17293 | NS      | $2229413.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                                    | Ryman Hospitality Properties, Inc.                                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      4086 | NS      | $403165.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-746.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otter Tail Corp.                                                                      | Otter Tail Corp.                                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       890 | NS      | $68610.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                                                           | Graco, Inc.                                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      8239 | NS      | $708306.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danby Park CLO Ltd.                                                                   | Danby Park CLO Ltd., Series 2022-1A, Class AR                                         | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    670000 | PA      | $671307.79    | 0.03%             | 2037-10-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Atlantic Asset Securitization LLC                                                     | Atlantic Asset Securitization LLC                                                     | CUSIP: 04821TU29<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4998794.00   | 0.22%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                           | Equinor ASA                                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     65013 | NS      | $1641841.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                              | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $259065.38    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                           | Evergy Kansas Central, Inc.                                                           | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166991.17    | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                          | Cimpress plc                                                                          | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      1570 | NS      | $73790.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                                               | Bank of NT Butterfield & Son Ltd. (The)                                               | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      4140 | NS      | $183319.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $84402.22     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                                                       | Empire State Realty Trust, Inc., Class A                                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      9010 | NS      | $72890.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    449000 | PA      | $434125.43    | 0.02%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                             | Nice Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      1081 | NS      | $183243.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROS Holdings, Inc.                                                                   | PROS Holdings, Inc.                                                                   | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      5758 | NS      | $90170.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                   | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      7699 | NS      | $701455.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BDS Ltd.                                                                              | BDS Ltd., Series 2021-FL10, Class A                                                   | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    432267 | PA      | $432851.82    | 0.02%             | 2036-12-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Rational AG                                                                           | Rational AG                                                                           | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |       238 | NS      | $199991.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                                 | DIRECTV Financing LLC, First Lien, 2024 Refinancing CME Term Loan, B                  | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270815 | PA      | $269214.72    | 0.01%             | 2029-08-02      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                             | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20574.38     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99133.20     | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                      | American Builders & Contractors Supply Co., Inc.                                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151708.75    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B3PK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44718 | PA      | $45089.69     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                           | Minerals Technologies, Inc.                                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      5520 | NS      | $303986.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                  | Glencore Funding LLC                                                                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337349.93    | 0.02%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Heidrick & Struggles International, Inc.                                              | Heidrick & Struggles International, Inc.                                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      2324 | NS      | $106346.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                                               | Waste Connections, Inc.                                                               | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     13186 | NS      | $2462089.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                                                               | Heritage Commerce Corp.                                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      7950 | NS      | $78943.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                                                   | First Horizon Corp.                                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     34120 | NS      | $723344.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-43207.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JSE28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23870 | PA      | $24667.91     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                                    | Light & Wonder International, Inc.                                                    | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47116.67     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                    | Panama Government Bond                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $533270.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                        | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185268.31    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate, Inc.                                                       | BCPE Ulysses Intermediate, Inc.                                                       | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135414.22    | 0.01%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp.                                                         | Select Medical Holdings Corp.                                                         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12139 | NS      | $184270.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    580000 | PA      | $601346.90    | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp.                                                                       | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    347000 | PA      | $356406.97    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72505.43     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $530315.47    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc., First Lien, Initial CME Term Loan        | CUSIP: 03768DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32000 | PA      | $32120.00     | 0.00%             | 2030-06-13      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                               | Fresenius SE & Co. KGaA                                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      2552 | NS      | $128423.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                                                             | MFA Trust, Series 2023-INV2, Class A1                                                 | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133028 | PA      | $134525.68    | 0.01%             | 2058-10-25      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                        | AIA Group Ltd.                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    171800 | NS      | $1556240.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp.                                                   | Enterprise Financial Services Corp.                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      4413 | NS      | $243156.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                            | PG&E Corp.                                                                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142428.02    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                                | 3M Co.                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4583 | NS      | $697715.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $661.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | Penske Truck Leasing Co. LP / PTL Finance Corp.                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $254710.94    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                         | Carlsberg A/S, Class B                                                                | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      1717 | NS      | $243270.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                         | Honeywell International, Inc.                                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     20643 | NS      | $4807341.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207267.51    | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Auto1 Group SE                                                                        | Auto1 Group SE                                                                        | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |     16975 | NS      | $549572.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $249452.40    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                      | TotalEnergies SE                                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     39707 | NS      | $2426997.47   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $601051.86    | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77300.37     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101899.25    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                      | Comision Federal de Electricidad                                                      | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $340419.48    | 0.02%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154912.60    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                              | Engie SA                                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     80550 | NS      | $1893150.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                        | Lonza Group AG                                                                        | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      3429 | NS      | $2452295.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Albany International Corp.                                                            | Albany International Corp., Class A                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1059 | NS      | $74267.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                      | ArcelorMittal SA                                                                      | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $443479.89    | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-429198.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74672.15     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                      | WestRock MWV LLC                                                                      | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    154000 | PA      | $178602.11    | 0.01%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                               | Daimler Truck Finance North America LLC                                               | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486988.92    | 0.02%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                        | TGNR Intermediate Holdings LLC                                                        | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315176.84    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B2ZP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37808 | PA      | $38121.76     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                                         | Maximus, Inc.                                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1064 | NS      | $74692.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                             | Nestle SA                                                                             | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      6723 | NS      | $668443.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                            | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297348 | PA      | $297359.77    | 0.01%             | 2029-01-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ScanSource, Inc.                                                                      | ScanSource, Inc.                                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1907 | NS      | $79731.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256570.84    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2755.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $250700.69    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                                      | Coles Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      5930 | NS      | $81312.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries, Inc.                                                               | Powell Industries, Inc.                                                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       898 | NS      | $188984.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                          | Hasbro, Inc.                                                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     10147 | NS      | $749051.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                                                     | OneSky Flight LLC                                                                     | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166736.96    | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NetScout Systems, Inc.                                                                | NetScout Systems, Inc.                                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      3588 | NS      | $89018.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                                         | Glaukos Corp.                                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      1147 | NS      | $118473.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                                           | Philippines Government Bond                                                           | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    450000 | PA      | $466770.17    | 0.02%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     50000 | PA      | $51425.25     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                                    | Iliad Holding SASU                                                                    | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205166.20    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    557000 | PA      | $382252.84    | 0.02%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                            | Graham Packaging Co., Inc.                                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249704.58    | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                        | Olympus Water US Holding Corp.                                                        | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226670.20    | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      5386 | NS      | $366248.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KLMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3658706 | PA      | $3070626.76   | 0.14%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $218424.40    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                            | Golden Entertainment, Inc.                                                            | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      2444 | NS      | $71926.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    397000 | PA      | $437233.97    | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2C                 | CUSIP: 30711XSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     89743 | PA      | $91426.83     | 0.00%             | 2030-02-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M1                  | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2386 | PA      | $2381.79      | 0.00%             | 2041-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                      | Coca-Cola HBC AG                                                                      | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     18143 | NS      | $947838.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11154.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                           | Bank Gospodarstwa Krajowego                                                           | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $202157.78    | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                                                     | Flash Charm, Inc., First Lien, CME Term Loan, B2                                      | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183147 | PA      | $172253.52    | 0.01%             | 2028-03-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                   | LBM Acquisition LLC, First Lien, Amendment No. 3 Incremental CME Term Loan            | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108621 | PA      | $101831.76    | 0.00%             | 2031-06-06      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP, Series B                                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1373753.70   | 0.06%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     72310 | NS      | $10558706.20  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    781000 | PA      | $609934.32    | 0.03%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                              | Unipol Assicurazioni SpA                                                              | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      5902 | NS      | $116887.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5KH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38762 | PA      | $39201.82     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                      | Peru Government Bond                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    750000 | PA      | $673612.50    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp.                                                                 | Waystar Holding Corp.                                                                 | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5144 | NS      | $210235.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                                              | Genworth Financial, Inc., Class A                                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     58231 | NS      | $453037.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164910.68    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                           | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    430000 | PA      | $385646.20    | 0.02%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                            | Unum Group                                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      8458 | NS      | $683068.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                                                          | Ecolab, Inc.                                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2679 | NS      | $721829.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $341171.84    | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp.                          | Specialty Building Products Holdings LLC / SBP Finance Corp.                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118035.79    | 0.01%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                                              | Alarm.com Holdings, Inc.                                                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      1421 | NS      | $80385.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                                                  | Dassault Aviation SA                                                                  | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       706 | NS      | $249621.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                                                    | Equity Residential                                                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      9754 | NS      | $658297.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8F85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343326 | PA      | $291892.82    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                 | Elevance Health, Inc.                                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1681 | NS      | $653841.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2014-GC22, Class XA                              | CUSIP: 36253BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845054 | PA      | $4950.66      | 0.00%             | 2047-06-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                              | Intuitive Surgical, Inc.                                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      8048 | NS      | $4373363.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                                    | State Street Corp.                                                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     86208 | NS      | $9167358.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                        | CUSIP: 3617AHTE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251929 | PA      | $244057.64    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1197918.04   | 0.05%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd.                                                                   | Elmwood CLO IV Ltd., Series 2020-1A, Class AR                                         | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251155.20    | 0.01%             | 2037-04-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                   | Graphic Packaging International LLC                                                   | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |    150000 | PA      | $169595.82    | 0.01%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                                | Cogent Communications Group LLC / Cogent Finance, Inc.                                | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $527488.28    | 0.02%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                          | Cadence Design Systems, Inc.                                                          | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    505000 | PA      | $505207.31    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class XA                 | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225943 | PA      | $14.83        | 0.00%             | 2047-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                          | Mondelez International, Inc., Class A                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     10530 | NS      | $710143.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                                  | Northern Trust Corp.                                                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      6464 | NS      | $819570.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                          | AbbVie, Inc.                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     46665 | NS      | $8661957.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1                  | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685191 | PA      | $686050.01    | 0.03%             | 2045-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    640000 | PA      | $639752.45    | 0.03%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    397000 | PA      | $381457.69    | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                                  | Vornado Realty Trust                                                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70908 | NS      | $2711521.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    878000 | PA      | $917487.08    | 0.04%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                                           | BOC Hong Kong Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     42500 | NS      | $185012.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116805.96    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149498.48    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                            | Etsy, Inc.                                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     14590 | NS      | $731834.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $97114.08     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 1M2B                 | CUSIP: 30711XQU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      4463 | PA      | $4469.51      | 0.00%             | 2030-02-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | OIS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  21124000 | PA      | $414887.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                       | Oceaneering International, Inc.                                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     15226 | NS      | $315482.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC                                                                       | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369149.66    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                      | Sealed Air Corp.                                                                      | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     21462 | NS      | $665965.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                       | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                           | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158157 | PA      | $159302.28    | 0.01%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings, Inc.                                                               | LiveRamp Holdings, Inc.                                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     11688 | NS      | $386171.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                                                   | Union Pacific Corp.                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     21682 | NS      | $4988594.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                                               | EXOR NV                                                                               | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |     10768 | NS      | $1087003.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Argan, Inc.                                                                           | Argan, Inc.                                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      2057 | NS      | $453527.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.                                                         | Monte Rosa Therapeutics, Inc.                                                         | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16262 | NS      | $73341.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    215000 | PA      | $238880.42    | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Sterling Infrastructure, Inc.                                                         | Sterling Infrastructure, Inc.                                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2700 | NS      | $622971.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                    | Reinsurance Group of America, Inc.                                                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3419 | NS      | $678192.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                                              | Marathon Petroleum Corp.                                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4295 | NS      | $713442.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2021-214, Class AI                                                       | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3034314 | PA      | $616375.68    | 0.03%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETGEAR, Inc.                                                                         | NETGEAR, Inc.                                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     10671 | NS      | $310205.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                                                         | Shopify, Inc., Class A                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     16250 | NS      | $1874437.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                                  | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR9, Class A1C3            | CUSIP: 92922FU89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123197 | PA      | $123834.68    | 0.01%             | 2045-07-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Relay Therapeutics, Inc.                                                              | Relay Therapeutics, Inc.                                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59943 | NS      | $207402.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                                             | Bunzl plc                                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      5319 | NS      | $169497.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-648.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    107000 | PA      | $88746.36     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class XA                            | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10322816 | PA      | $394472.97    | 0.02%             | 2053-03-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Donaldson Co., Inc.                                                                   | Donaldson Co., Inc.                                                                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      9794 | NS      | $679213.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1212470.41   | 0.05%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $278849.23    | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                        | Ingevity Corp.                                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1613 | NS      | $69504.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                       | Regeneron Pharmaceuticals, Inc.                                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      9286 | NS      | $4875150.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings plc                                                                  | Ryanair Holdings plc                                                                  | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     30279 | NS      | $1746189.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       194 | NC      | $746849.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140NKNK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127128 | PA      | $132065.82    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                                | Booking Holdings, Inc.                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       141 | NS      | $816282.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                              | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525016.37    | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Central Pacific Financial Corp.                                                       | Central Pacific Financial Corp.                                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      5056 | NS      | $141719.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $211924.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8928.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                          | NetApp, Inc.                                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      7134 | NS      | $760127.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    455000 | PA      | $467394.96    | 0.02%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179343.15    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117760.43    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                         | Equinix, Inc.                                                                         | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1532294.02   | 0.07%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                  | United Rentals, Inc.                                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4009 | NS      | $3020380.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5293571 | PA      | $4700520.72   | 0.21%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mr. Cooper Group, Inc.                                                                | Mr. Cooper Group, Inc.                                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      4410 | NS      | $658016.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.                                                   | Allison Transmission Holdings, Inc.                                                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      6527 | NS      | $619999.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                                                    | Prothena Corp. plc                                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      4123 | NS      | $25026.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                                          | Zoetis, Inc.                                                                          | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    242000 | PA      | $236476.41    | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140988 | PA      | $125222.03    | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astera Labs, Inc.                                                                     | Astera Labs, Inc.                                                                     | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7343 | NS      | $663954.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma, Inc.                                                                   | CinCor Pharma, Inc., CVR                                                              | CUSIP: 172CVR011<br>LEI: N/A                  | Long             |  | CORP              | US        |      2325 | NS      | $7114.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aircastle Ltd.                                                                        | Aircastle Ltd.                                                                        | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    680000 | PA      | $679968.28    | 0.03%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                  | Columbia Pipelines Operating Co. LLC                                                  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $237647.57    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                                  | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                        | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2678384 | PA      | $181335.19    | 0.01%             | 2054-02-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease, Inc.                                                            | Broadstone Net Lease, Inc.                                                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      5018 | NS      | $80538.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boost Newco Borrower LLC                                                              | Boost Newco Borrower LLC                                                              | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244311.75    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                       | Camelot Return Merger Sub, Inc.                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $207670.50    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corp.                                                                         | Sylvamo Corp.                                                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      5219 | NS      | $261471.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                                          | Fujitsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      7800 | NS      | $189223.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133AAZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193988 | PA      | $165009.82    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                                          | Copart, Inc.                                                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     48597 | NS      | $2384654.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1015606.06   | 0.05%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                    | American International Group, Inc.                                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     50896 | NS      | $4356188.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                                      | Altice France SA                                                                      | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $168500.00    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                               | Heidelberg Materials AG                                                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      2742 | NS      | $645732.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-619.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                         | CommScope LLC                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191791.18    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2024-89, Class FA                                                        | CUSIP: 3136BTGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785386 | PA      | $787391.11    | 0.04%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      5912 | NS      | $697616.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Poseidon Ltd.                                                              | Transocean Poseidon Ltd.                                                              | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    112875 | PA      | $113133.82    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366793.92    | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116048.46    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77243 | PA      | $77917.96     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                                             | Zoom Communications, Inc., Class A                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      8380 | NS      | $653472.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                                                        | DocuSign, Inc., Class A                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      7640 | NS      | $595079.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                               | EnerSys                                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      4420 | NS      | $379103.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                                | 1011778 BC ULC / New Red Finance, Inc.                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $233229.65    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blend Labs, Inc.                                                                      | Blend Labs, Inc., Class A                                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95990 | NS      | $316767.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                                           | Huntington Bancshares, Inc.                                                           | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    781000 | PA      | $656363.44    | 0.03%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99306.38     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249826.17    | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15641 | NS      | $4879522.77   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305590.25    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3849.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3572253 | PA      | $3164248.43   | 0.14%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                                    | General Motors Co.                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    102538 | NS      | $5045894.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                      | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    812000 | PA      | $524477.30    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                            | Carpenter Technology Corp.                                                            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       836 | NS      | $231053.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust, Inc.                                                            | TPG RE Finance Trust, Inc.                                                            | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16588 | NS      | $128059.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1895.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pathward Financial, Inc.                                                              | Pathward Financial, Inc.                                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      4782 | NS      | $378351.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                        | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     12075 | NS      | $4895929.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA                                                                            | Covivio SA                                                                            | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |      1402 | NS      | $88892.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $261323.84    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43574.84     | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    295000 | PA      | $300181.68    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2965.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                    | Dominican Republic Government Bond                                                    | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    320000 | PA      | $325824.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Guardant Health, Inc.                                                                 | Guardant Health, Inc.                                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     12480 | NS      | $649459.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                            | Warnermedia Holdings, Inc.                                                            | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76523.28     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                       | Air Lease Corp.                                                                       | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113819.25    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                                 | Beacon Mobility Corp.                                                                 | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $173709.68    | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                   | Deutsche Telekom AG                                                                   | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     27882 | NS      | $1020581.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                        | Commonwealth Bank of Australia                                                        | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    525000 | PA      | $542197.44    | 0.02%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219161.52    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                           | FedEx Corp.                                                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     20611 | NS      | $4685086.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                                             | Enova International, Inc.                                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      3972 | NS      | $442957.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                                       | Atlassian Corp.                                                                       | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69861.55     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11465.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133A8Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95307 | PA      | $81094.49     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2906.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                                 | Hudbay Minerals, Inc.                                                                 | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $218509.23    | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72984.45     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1314.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                                 | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                             | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183529 | PA      | $180088.23    | 0.01%             | 2030-03-15      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                                               | Commvault Systems, Inc.                                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      3189 | NS      | $555938.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                           | Novartis AG                                                                           | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     40116 | NS      | $4869164.11   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                             | Prosus NV                                                                             | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     37040 | NS      | $2078184.94   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DNOW, Inc.                                                                            | DNOW, Inc.                                                                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     19760 | NS      | $293040.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A                                  | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    201994 | PA      | $205786.26    | 0.01%             | 2042-08-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310068.88    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    397000 | PA      | $402002.45    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                           | Brighthouse Financial, Inc.                                                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     11352 | NS      | $610397.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                                          | Incyte Corp.                                                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     42518 | NS      | $2895475.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1632.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vicor Corp.                                                                           | Vicor Corp.                                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1612 | NS      | $73120.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                                                           | Amrize Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |     15655 | NS      | $780924.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                                                    | AerCap Holdings NV                                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      3800 | NS      | $444600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    335000 | PA      | $369873.84    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                            | Visa, Inc., Class A                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     22384 | NS      | $7947439.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A                                  | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    127608 | PA      | $127710.70    | 0.01%             | 2042-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $453511.55    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                 | Parker-Hannifin Corp.                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1026 | NS      | $716630.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BSD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75633 | PA      | $76378.09     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                                                  | BlueScope Steel Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |     22912 | NS      | $349145.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                  | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $235526.64    | 0.01%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                                   | Public Service Electric and Gas Co.                                                   | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162682.79    | 0.01%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                                  | Crown Holdings, Inc.                                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      7190 | NS      | $740426.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2025-1, Class A                            | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967000 | PA      | $977583.82    | 0.04%             | 2026-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $737.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                                                     | Q2 Holdings, Inc.                                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2052 | NS      | $192046.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                                                     | Alamo Group, Inc.                                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       432 | NS      | $94340.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-81083.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                        | Bread Financial Holdings, Inc.                                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      7954 | NS      | $454332.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    131000 | PA      | $132075.56    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class AS                             | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    663575 | PA      | $659702.18    | 0.03%             | 2050-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc.                                                             | BrightSpire Capital, Inc., Class A                                                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     22581 | NS      | $114034.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                     | Corp. Nacional del Cobre de Chile                                                     | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $260045.00    | 0.01%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                                                   | Alpha Metallurgical Resources, Inc.                                                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1663 | NS      | $187054.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class D                             | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    299515 | PA      | $154250.18    | 0.01%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4137618 | PA      | $3474063.02   | 0.15%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                              | MF1 Ltd., Series 2021-FL6, Class A                                                    | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    287560 | PA      | $287760.66    | 0.01%             | 2036-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                                  | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR11, Class A1B3           | CUSIP: 92922F2K3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93081 | PA      | $92794.02     | 0.00%             | 2045-08-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6035.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                          | Samsung Electronics Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     25561 | NS      | $937703.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                            | Southern Gas Corridor CJSC                                                            | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |    320000 | PA      | $324609.30    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $847.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140EXBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541037 | PA      | $481209.36    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $148947.12    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                          | GE Aerospace                                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     13986 | NS      | $3599856.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                                                    | Cirrus Logic, Inc.                                                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      6960 | NS      | $725614.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-963.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class XA                            | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2473629 | PA      | $540.49       | 0.00%             | 2057-09-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                                  | Kontoor Brands, Inc.                                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       950 | NS      | $62671.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $323262.28    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                                        | American Healthcare REIT, Inc.                                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      2812 | NS      | $103312.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                                           | Aflac, Inc.                                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      6567 | NS      | $692555.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                                                          | Simmons First National Corp., Class A                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     10553 | NS      | $200084.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                              | G-III Apparel Group Ltd.                                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      2801 | NS      | $62742.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                                     | Rocket Cos., Inc.                                                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $307335.16    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co.                                                                      | Hecla Mining Co.                                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     14420 | NS      | $86375.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1370384.61   | 0.06%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                                 | Leidos Holdings, Inc.                                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      4328 | NS      | $682785.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                                                         | Weatherford International plc                                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     14938 | NS      | $751530.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Loan Funding Ltd.                                                                 | OHA Loan Funding Ltd., Series 2016-1A, Class A1R2                                     | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    526000 | PA      | $528503.16    | 0.02%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A                                  | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     38606 | PA      | $38906.02     | 0.00%             | 2042-09-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                                         | Portland General Electric Co.                                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2755 | NS      | $111935.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                                                         | Biohaven Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      4793 | NS      | $67629.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $220085.78    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5079, Class BI                                                          | CUSIP: 3137F9DD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2483870 | PA      | $437702.61    | 0.02%             | 2051-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118344.09    | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                         | Teva Pharmaceutical Finance Netherlands II BV                                         | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    420000 | PA      | $505264.14    | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                                    | Aretec Group, Inc.                                                                    | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93514.37     | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2021-45, Class MI                                                        | CUSIP: 3136BHW70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6050919 | PA      | $774500.04    | 0.03%             | 2049-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rigetti Computing, Inc.                                                               | Rigetti Computing, Inc.                                                               | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4898 | NS      | $58090.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                                 | Guatemala Government Bond                                                             | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    460000 | PA      | $467705.00    | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     11372 | NS      | $464205.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                                             | 8x8, Inc.                                                                             | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     30481 | NS      | $59742.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                                          | Charter Communications, Inc., Class A                                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      7691 | NS      | $3144157.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                                                       | American Eagle Outfitters, Inc.                                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      6017 | NS      | $57883.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                         | Accenture plc, Class A                                                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     21554 | NS      | $6442275.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617HXVC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15617 | PA      | $15049.26     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                                    | Zegona Finance plc                                                                    | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $358280.83    | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-438.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PubMatic, Inc.                                                                        | PubMatic, Inc., Class A                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6598 | NS      | $82079.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44967.51     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8313.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                       | Transocean Titan Financing Ltd.                                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    122143 | PA      | $124159.11    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                             | Asahi Group Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |     97200 | NS      | $1299285.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                                          | Sprouts Farmers Market, Inc.                                                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      4862 | NS      | $800479.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    418000 | PA      | $381391.20    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                        | 7-Eleven, Inc.                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    715000 | PA      | $659617.16    | 0.03%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    240000 | PA      | $257620.80    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129121.80    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $105480.60    | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                                  | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                      | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501524.29    | 0.02%             | 2037-07-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1067774.63   | 0.05%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                      | PulteGroup, Inc.                                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56750 | NS      | $5984855.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc.                                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     12108 | NS      | $684344.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                               | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1                                    | CUSIP: 89640LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300674.71    | 0.01%             | 2035-01-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                      | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    176000 | PA      | $155134.29    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                                   | Wind River CLO Ltd., Series 2021-4A, Class A                                          | CUSIP: 97316UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $360256.84    | 0.02%             | 2035-01-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Teekay Corp. Ltd.                                                                     | Teekay Corp. Ltd.                                                                     | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |     34775 | NS      | $286893.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    321000 | PA      | $330135.26    | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $284263.10    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                              | South Africa Government Bond                                                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    287000 | PA      | $286667.59    | 0.01%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                                    | Tutor Perini Corp.                                                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     10902 | NS      | $509995.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                                          | Nutrien Ltd.                                                                          | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    143000 | PA      | $132175.58    | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $327381.72    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $721.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    174000 | PA      | $179085.49    | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2581331.85   | 0.12%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                            | MSCI, Inc.                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    249000 | PA      | $233731.12    | 0.01%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                                              | New York Times Co. (The), Class A                                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     13452 | NS      | $753042.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class C                             | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1149000 | PA      | $1099828.55   | 0.05%             | 2045-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc.                                                           | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    340000 | PA      | $229342.80    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                              | AthenaHealth Group, Inc.                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349751.50    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    385000 | PA      | $370894.08    | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    465000 | PA      | $468027.62    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    835000 | PA      | $866623.26    | 0.04%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                               | VZ Secured Financing BV                                                               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $454128.68    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                               | Webster Financial Corp.                                                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     12750 | NS      | $696150.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verde Purchaser LLC                                                                   | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     75268 | PA      | $75625.29     | 0.00%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                        | QUALCOMM, Inc.                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     91071 | NS      | $14503967.46  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock MWV LLC                                                                      | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    690000 | PA      | $791062.20    | 0.04%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                              | SCREEN Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |      9400 | NS      | $764327.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                    | Southern Co. (The)                                                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $442601.42    | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1245000 | PA      | $1128655.96   | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    187000 | PA      | $185419.93    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                     | HSBC Holdings plc                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    253356 | NS      | $3064642.70   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618B5MN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67876 | PA      | $68575.98     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                                                   | Atmus Filtration Technologies, Inc.                                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4802 | NS      | $174888.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy, Inc.                                                             | NANO Nuclear Energy, Inc.                                                             | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7630 | NS      | $263158.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2021-C20, Class XA                            | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850030 | PA      | $162104.73    | 0.01%             | 2054-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197277.52    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-LC21, Class B                                        | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393508 | PA      | $390578.51    | 0.02%             | 2048-07-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                           | Shin-Etsu Chemical Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     51300 | NS      | $1694027.65   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1000000 | PA      | $-1014919.77  | -0.05%            | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                       | MakeMyTrip Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |      4788 | NS      | $469319.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8130.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                                                          | Rambus, Inc.                                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      8784 | NS      | $562351.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                                                               | FARO Technologies, Inc.                                                               | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       803 | NS      | $35267.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                                                              | CACI International, Inc.                                                              | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351287.32    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phreesia, Inc.                                                                        | Phreesia, Inc.                                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     10667 | NS      | $303582.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     32118 | NS      | $5157508.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                                                          | Core Natural Resources, Inc.                                                          | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      3690 | NS      | $257340.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                                  | Watco Cos. LLC / Watco Finance Corp.                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $339968.20    | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12813.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                                 | Auto Trader Group plc                                                                 | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     57833 | NS      | $655062.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2024-V10, Class XA                                   | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5153750 | PA      | $248057.73    | 0.01%             | 2057-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                      | Mosaic Co. (The)                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     19523 | NS      | $712199.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                                                          | Mattel, Inc.                                                                          | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98773.49     | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                         | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                             | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $381364.77    | 0.02%             | 2037-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    395000 | PA      | $387588.99    | 0.02%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     24854 | NS      | $5493231.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Home Mortgage Investment Trust                                               | American Home Mortgage Investment Trust, Series 2007-1, Class GA1C                    | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041057 | PA      | $612212.64    | 0.03%             | 2047-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                       | JH North America Holdings, Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30280.71     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2562268.49   | 0.11%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                         | Cencora, Inc.                                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2367 | NS      | $709744.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill, Inc.                                                                          | J Jill, Inc.                                                                          | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      4396 | NS      | $64357.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $9573704.80   | 0.43%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2025-2, Class A11                                  | CUSIP: 46593NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387553 | PA      | $387919.41    | 0.02%             | 2055-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                                | Morgan Stanley Bank NA                                                                | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    905000 | PA      | $919269.56    | 0.04%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      3538 | NS      | $114312.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                                                        | Oil States International, Inc.                                                        | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     18060 | NS      | $96801.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256550.10    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dorian LPG Ltd.                                                                       | Dorian LPG Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      3381 | NS      | $82428.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | ETRSI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  66919494 | PA      | $-1218671.08  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Insurance Holdings, Inc.                                                     | Heritage Insurance Holdings, Inc.                                                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      3826 | NS      | $95420.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                                 | Lockheed Martin Corp.                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     20846 | NS      | $9654616.44   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                                            | Gibraltar Industries, Inc.                                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $76700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156919.80    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MaxLinear, Inc.                                                                       | MaxLinear, Inc., Class A                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      6317 | NS      | $89764.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                                                    | Buckle, Inc. (The)                                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1867 | NS      | $84668.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                                        | Citizens Financial Group, Inc.                                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     17087 | NS      | $764643.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143975.55    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                                       | Flowserve Corp.                                                                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     13644 | NS      | $714263.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    142780 | PA      | $125061.10    | 0.01%             | 2029-04-23      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                          | Kohl's Corp.                                                                          | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285353.53    | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48910.80     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    412000 | PA      | $325035.09    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                  | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31784 | PA      | $31795.53     | 0.00%             | 2044-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618BTAF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39939 | PA      | $40480.14     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                                 | Veritiv Operating Co.                                                                 | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108374.50    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330580.00    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                                  | Eastman Chemical Co.                                                                  | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     20369 | NS      | $1520749.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                           | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class XA                | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5087741 | PA      | $182673.82    | 0.01%             | 2053-05-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                                          | Brixmor Property Group, Inc.                                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     27127 | NS      | $706387.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                                    | StoneX Group, Inc.                                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      4914 | NS      | $447861.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140EVH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243679 | PA      | $217966.26    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $280231.09    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                              | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $316598.33    | 0.01%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                            | Packaging Corp. of America                                                            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3583 | NS      | $675216.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                            | Boliden AB                                                                            | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      4269 | NS      | $133403.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $229941.97    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232689.60    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                             | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134987.06    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                                    | Station Place Securitization Trust, Series 2024-10, Class A                           | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $955047.26    | 0.04%             | 2025-10-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                                    | Pinewood Finco plc                                                                    | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    135000 | PA      | $183651.94    | 0.01%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                         | Calpine Corp.                                                                         | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153440.55    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                     | NatWest Group plc                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    483353 | NS      | $3394565.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                    | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $9293695.74   | 0.41%             | 2055-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                                             | Repsol SA                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |     21496 | NS      | $314409.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                   | Station Casinos LLC                                                                   | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179049.00    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class A1                                   | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     80704 | PA      | $81704.99     | 0.00%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                                       | Metropolitan Bank Holding Corp.                                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $83720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                                                | Tri Pointe Homes, Inc.                                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13900 | NS      | $444105.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                                     | Booz Allen Hamilton Holding Corp., Class A                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      2674 | NS      | $278443.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                                             | V2X, Inc.                                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3073 | NS      | $149194.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      2882 | NS      | $58101.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ4C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49921 | PA      | $51966.85     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                             | KREF Ltd., Series 2022-FL3, Class A                                                   | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    258863 | PA      | $259340.73    | 0.01%             | 2039-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996350.18    | 0.04%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142342.91    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                      | Salesforce, Inc.                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     19969 | NS      | $5445346.61   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                                                     | InterContinental Hotels Group plc                                                     | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      3353 | NS      | $383365.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                             | SLM Corp.                                                                             | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20645 | NS      | $676949.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14673.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                    | Crown Castle, Inc.                                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442195.32    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                             | Mitsubishi Electric Corp.                                                             | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     85800 | NS      | $1845470.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                                           | Garmin Ltd.                                                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      3404 | NS      | $710482.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                               | Customers Bancorp, Inc.                                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      6686 | NS      | $392735.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                                 | Churchill Downs, Inc.                                                                 | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235918.59    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                               | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                   | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    585535 | PA      | $583996.01    | 0.03%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                       | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WJG5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405765.78    | 0.02%             | 2026-03-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      5654 | NS      | $728913.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $913204.34    | 0.04%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                         | Workday, Inc., Class A                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2534 | NS      | $608160.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                                                   | American Transmission Systems, Inc.                                                   | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $159371.35    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alkermes plc                                                                          | Alkermes plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      2444 | NS      | $69922.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                                                               | Victoria's Secret & Co.                                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     12064 | NS      | $223425.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DH Europe Finance II Sarl                                                             | DH Europe Finance II SARL                                                             | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    333000 | PA      | $237042.90    | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                           | CDW LLC / CDW Finance Corp.                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $246490.95    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AngioDynamics, Inc.                                                                   | AngioDynamics, Inc.                                                                   | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      8960 | NS      | $88883.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617JJ3Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67191 | PA      | $70868.11     | 0.00%             | 2049-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                                 | National Fuel Gas Co.                                                                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      8531 | NS      | $722661.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                       | TransDigm, Inc.                                                                       | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139946.87    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                               | GFL Environmental, Inc.                                                               | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73337.11     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 3117, Class AF                                                          | CUSIP: 31396HU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3302 | PA      | $2885.60      | 0.00%             | 2036-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368895.11    | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp., First Lien, Initial CME Term Loan                                | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    217409 | PA      | $217298.23    | 0.01%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4912298.60   | 0.22%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Makita Corp.                                                                          | Makita Corp.                                                                          | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |      4400 | NS      | $135511.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 3408, Class EK                                                          | CUSIP: 31397PUB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24480 | PA      | $28496.95     | 0.00%             | 2037-04-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC, First Lien, CME Term Loan, B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12637 | PA      | $12715.88     | 0.00%             | 2032-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                             | CSX Corp.                                                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     22600 | NS      | $737438.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    755000 | PA      | $716851.95    | 0.03%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2                  | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    162933 | PA      | $165990.82    | 0.01%             | 2030-02-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                            | Occidental Petroleum Corp.                                                            | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195821.12    | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357491.42    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                  | Ally Financial, Inc.                                                                  | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    312000 | PA      | $287836.43    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp.                          | Allied Universal Holdco LLC / Allied Universal Finance Corp.                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $335850.84    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                  | SunCoke Energy, Inc.                                                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     11408 | NS      | $97994.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $385021.82    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322000 | PA      | $301058.44    | 0.01%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Upwork, Inc.                                                                          | Upwork, Inc.                                                                          | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     24118 | NS      | $324145.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-27367.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291486 | PA      | $258619.81    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                            | Merck KGaA                                                                            | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       503 | NS      | $65218.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                             | UKG, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     29700 | PA      | $29845.68     | 0.00%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                  | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $24738.15     | 0.00%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                                  | CareTrust REIT, Inc.                                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     17178 | NS      | $525646.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                                                           | Cabot Corp.                                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       890 | NS      | $66750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                  | CUSIP: 3140FXFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944551 | PA      | $849955.58    | 0.04%             | 2057-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-73590.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd.                                                                | Pagseguro Digital Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |     43491 | NS      | $419253.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $986.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                                   | Waste Pro USA, Inc.                                                                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244545.23    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    881175 | PA      | $880294.00    | 0.04%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                                                                  | PotlatchDeltic Corp.                                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      1799 | NS      | $69027.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                                                             | BrightView Holdings, Inc.                                                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      7529 | NS      | $125357.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                                                 | Applied Industrial Technologies, Inc.                                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1247 | NS      | $289865.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-10, Class A11                                 | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219788 | PA      | $219951.95    | 0.01%             | 2055-03-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $93792.04     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-825.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                       | AES Corp. (The)                                                                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235094.77    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                                     | Canadian Pacific Kansas City Ltd.                                                     | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     37277 | NS      | $2954947.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XXZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3616933 | PA      | $3225154.93   | 0.14%             | 2053-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    252000 | PA      | $212245.12    | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5299.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                            | eBay, Inc.                                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     10005 | NS      | $744972.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                             | Ford Motor Credit Co. LLC                                                             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215110.48    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                        | Efesto Bidco SpA Efesto US LLC, Series XR                                             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    345000 | PA      | $349618.21    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                                                 | Virtu Financial, Inc., Class A                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     20832 | NS      | $933065.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148410 | PA      | $131966.58    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                 | Westpac Banking Corp.                                                                 | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    359000 | PA      | $266000.12    | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | Forward Foreign Currency Contract                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2044.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5138, Class YI                                                          | CUSIP: 3137H2MF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5160955 | PA      | $1331375.71   | 0.06%             | 2049-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3617KA2E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8522 | PA      | $8242.85      | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                             | Linde plc                                                                             | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      5906 | NS      | $2770977.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                    | Ares Capital Corp.                                                                    | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    421000 | PA      | $410344.23    | 0.02%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    400000 | PA      | $407960.80    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                            | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $202640.60    | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                                   | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493874.88    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                           | Match Group Holdings II LLC                                                           | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    424000 | PA      | $414046.52    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79861.61     | 0.00%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                                    | Best Buy Co., Inc.                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      9749 | NS      | $654450.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO XII Ltd.                                                                     | TICP CLO XII Ltd., Series 2018-12A, Class BR                                          | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400829.31    | 0.02%             | 2034-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Putnam Asset Allocation Funds

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer