# EDGAR Filing Document

**Accession Number:** 0000319108
**File Stem:** 0002071691-26-013122
**Filing Date:** 2026-6
**Character Count:** 761576
**Document Hash:** 3c35005a693147b51b614f1394b19a2f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013122.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0002071691-26-013122

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Series Fund, Inc.
- **CENTRAL INDEX KEY:** 0000319108

**ORGANIZATION NAME:**
- **EIN:** 133051800
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03091
- **FILM NUMBER:** 261064279

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAM Series Fund, Inc.
- **DATE OF NAME CHANGE:** 20050720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 20000229

## Series and Classes Contracts Data

### BlackRock Balanced Portfolio (Series ID: S000003863)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000010829 | BlackRock Balanced Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Series Fund, Inc.

- **b. Investment Company Act file number:** 811-03091

- **c. CIK number of Registrant:** 0000319108

- **d. LEI of Registrant:** 5493003PV3Y6OZI6HR61

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000003863

- **c. LEI of Series:** BXX3XUTYG1XCPQ0XZO75

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $483974561.44

**Total Liabilities:** $20020176.37

**Net Assets:** $463954385.07

**Cash Not Reported:** $3480973.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 153.52000000 | **1-Year:** 2470.51000000 | **5-Year:** 40280.13000000 | **10-Year:** 10935.79000000 | **30-Year:** 11298.06000000

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

- **3-Month:** 334.61000000 | **1-Year:** 232.07000000 | **5-Year:** 2021.35000000 | **10-Year:** 310.17000000 | **30-Year:** 91.85000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010829 | 0.45%                | 3.37%                | 3.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $395891.15               | $-767405.99                                |
| Month 2  | $1194778.97              | $11588560.75                               |
| Month 3  | $4049299.43              | $9807519.34                                |

**Designated Index Information**

- **Index Name:** 60% MSCI All Country World Index/40% Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                                          | CBRE Group, Inc., Class A                                                                    | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        85 | NS      | $11910.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                                                     | National Fuel Gas Co.                                                                        | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265762.71    | 0.06%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bestechnic Shanghai Co. Ltd.                                              | Bestechnic Shanghai Co. Ltd., Class A                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3288 | NS      | $159881.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230319.28    | 0.05%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2546 | NS      | $467114.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                                           | Nordstrom, Inc.                                                                              | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51636.09     | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132M55C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4484 | PA      | $4326.36      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       697 | PA      | $639.83       | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                     | Diebold Nixdorf, Inc.                                                                        | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10608.95     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1450000 | PA      | $1449668.27   | 0.31%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1536 | PA      | $1478.11      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                                                     | Thomson Reuters Corp.                                                                        | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      8369 | NS      | $1682957.19   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15013 | PA      | $14172.81     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66402 | PA      | $56445.99     | 0.01%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                   | Credit Acceptance Corp.                                                                      | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30370.05     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13748 | PA      | $13059.11     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125896.57    | 0.03%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                             | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    390000 | PA      | $339941.39    | 0.07%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Spirits Ltd.                                                       | United Spirits Ltd.                                                                          | CUSIP: N/A<br>LEI: 3358004YFWQVX2EZDE82       | Long             | EC               | CORP              | IN        |      1787 | NS      | $29760.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       357 | PA      | $345.74       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2081 | PA      | $2174.88      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                               | Resorts World Las Vegas LLC                                                                  | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24659.38     | 0.01%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10198 | PA      | $9862.67      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                                    | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      5786 | NS      | $88110.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298181.46    | 0.06%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7676 | PA      | $7979.22      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                           | Tidewater, Inc.                                                                              | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10288.60     | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $733506.82    | 0.16%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     77000 | NS      | $2137514.43   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                                                    | Monster Beverage Corp.                                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1068 | NS      | $66899.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59002 | PA      | $47563.04     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33920.46     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2481 | NS      | $165581.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3835 | PA      | $3692.93      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155617.64    | 0.03%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                                      | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24330.35     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arcadyan Technology Corp.                                                 | Arcadyan Technology Corp.                                                                    | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               | CORP              | TW        |     10000 | NS      | $68667.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                      | Baldwin Insurance Group Holdings LLC                                                         | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39504.46     | 0.01%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28564 | PA      | $26441.55     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24024 | PA      | $21585.06     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SK, Inc.                                                                  | SK, Inc.                                                                                     | CUSIP: N/A<br>LEI: 988400GMME8AOAFMDK34       | Long             | EC               | CORP              | KR        |       142 | NS      | $21448.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Lal PathLabs Ltd.                                                      | Dr Lal PathLabs Ltd.                                                                         | CUSIP: N/A<br>LEI: 984500E8E9CY102B9718       | Long             | EC               | CORP              | IN        |      1666 | NS      | $54337.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -40000 | PA      | $-34223.44    | -0.01%            | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $56362.50     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Budimex SA                                                                | Budimex SA                                                                                   | CUSIP: N/A<br>LEI: 25940093SDJZW2C1V355       | Long             | EC               | CORP              | PL        |        43 | NS      | $6664.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                              | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8896.25      | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39672 | PA      | $33546.41     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFFP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68033 | PA      | $54842.90     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       641 | NS      | $69099.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI, Inc.                                                                 | CGI, Inc.                                                                                    | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $449553.16    | 0.10%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KEI Industries Ltd.                                                       | KEI Industries Ltd.                                                                          | CUSIP: N/A<br>LEI: 335800UDWBC2AWPU7M56       | Long             | EC               | CORP              | IN        |       287 | NS      | $12699.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class A                                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22987 | NS      | $4050999.01   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                             | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104249.04    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5973 | PA      | $6262.25      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9511.56      | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80361.78     | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                 | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |     20968 | NS      | $1081241.28   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                            | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78141.70     | 0.02%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129226.80    | 0.03%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                                                 | United Therapeutics Corp.                                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        77 | NS      | $22125.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     22523 | NS      | $2202298.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16127 | PA      | $13710.22     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    123000 | PA      | $107276.60    | 0.02%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                           | Ingredion, Inc.                                                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1497 | NS      | $203023.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis Capital Corp.                                                    | Novartis Capital Corp.                                                                       | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    855000 | PA      | $777659.89    | 0.17%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                              | Santander Holdings USA, Inc.                                                                 | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    780000 | PA      | $813286.34    | 0.18%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       892 | NS      | $204107.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30498 | PA      | $28038.80     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5804 | PA      | $5947.88      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                           | Grupo Cibest SA                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CO        |      4068 | NS      | $50809.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                       | CBRE Services, Inc.                                                                          | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330687.76    | 0.07%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                     | MGIC Investment Corp.                                                                        | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    830000 | PA      | $830009.50    | 0.18%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9616 | PA      | $9400.32      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                            | BAWAG Group AG                                                                               | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |       314 | NS      | $40154.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                              | AMETEK, Inc.                                                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     11938 | NS      | $2160300.48   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255523.26    | 0.06%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                          | Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-2, Class A2C                   | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8944 | PA      | $6477.08      | 0.00%             | 2037-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                              | Hudson Pacific Properties LP                                                                 | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17169.77     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6425 | PA      | $5989.59      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30971 | PA      | $29616.75     | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73688 | PA      | $71577.77     | 0.02%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                        | Under Armour, Inc.                                                                           | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51647.99     | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VA Tech Wabag Ltd.                                                        | VA Tech Wabag Ltd.                                                                           | CUSIP: N/A<br>LEI: 335800GM4KXSX7LLLI83       | Long             | EC               | CORP              | IN        |       904 | NS      | $15614.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                               | Huntington Bancshares, Inc.                                                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      9675 | NS      | $162153.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39814 | PA      | $34959.98     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $255886.41    | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                         | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58002.86     | 0.01%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11739 | PA      | $11225.80     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     78544 | NS      | $12409166.56  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149803.77    | 0.03%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                               | goeasy Ltd.                                                                                  | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29894.75     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     33589 | NS      | $7369090.71   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     61000 | PA      | $65877.74     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                       | Public Service Co. of New Hampshire                                                          | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101747.54    | 0.02%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36181D7A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24317 | PA      | $22669.05     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10107.77     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                             | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    850000 | PA      | $736680.71    | 0.16%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                             | BioMarin Pharmaceutical, Inc.                                                                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2531 | NS      | $139129.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $60669.49     | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451350 | PA      | $400673.86    | 0.09%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QTQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325337 | PA      | $341460.82    | 0.07%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335B2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39689 | PA      | $38787.38     | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOTVS SA                                                                  | TOTVS SA                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     18036 | NS      | $140454.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DSV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27830 | PA      | $28819.38     | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                  | Sea Ltd., Class A                                                                            | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       486 | NS      | $77730.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosan SA                                                                  | Cosan SA                                                                                     | CUSIP: N/A<br>LEI: 549300PGFCX2JMKKLC96       | Long             | EC               | CORP              | BR        |      7672 | NS      | $9686.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HHWE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22882 | PA      | $21603.48     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    379000 | PA      | $368346.93    | 0.08%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30687 | PA      | $29117.45     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1270718.20   | 0.27%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                            | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134362.94    | 0.03%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1035290 | PA      | $843258.60    | 0.18%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                            | New Gold, Inc.                                                                               | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51528.85     | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A5   | CUSIP: 939344AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33530 | PA      | $29493.53     | 0.01%             | 2036-05-25      | Variable      | 6.85%                 | 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        |       298 | NS      | $27591.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30330 | PA      | $24413.63     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                   | Credit Acceptance Corp.                                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $44462.96     | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                       | IBM International Capital Pte. Ltd.                                                          | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    420000 | PA      | $392983.68    | 0.08%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       285 | NS      | $514433.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                  | Fortress Transportation & Infrastructure Investors LLC                                       | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14455.39     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     10100 | NS      | $1139886.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LLC                                                                   | GCI LLC                                                                                      | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28041.23     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                 | SLM Corp.                                                                                    | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31489.05     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                         | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $367959.23    | 0.08%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27982.40     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WNC Corp.                                                                 | WNC Corp.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $4160.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class A2                                     | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4687 | PA      | $4483.39      | 0.00%             | 2036-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Pentair Finance SARL                                                      | Pentair Finance SARL                                                                         | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    190000 | PA      | $198499.91    | 0.04%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                         | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34650.84     | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202E7F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4966 | PA      | $4750.59      | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4877 | PA      | $4695.48      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                 | NVR, Inc.                                                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        36 | NS      | $265883.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                         | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30281.22     | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                         | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    330000 | PA      | $302610.79    | 0.07%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                              | Diversified Healthcare Trust                                                                 | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38005.56     | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1052 | NS      | $525978.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      6074 | NS      | $404158.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444000 | PA      | $412751.41    | 0.09%             | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enova International, Inc.                                                 | Enova International, Inc.                                                                    | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51586.06     | 0.01%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3376 | PA      | $3259.64      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                        | Helix Energy Solutions Group, Inc.                                                           | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29620.83     | 0.01%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       219 | NS      | $196167.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                      | Curtiss-Wright Corp.                                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1226 | NS      | $598962.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1017 | PA      | $992.60       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |     75100 | NS      | $372258.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                             | Owens Corning                                                                                | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    410000 | PA      | $330412.54    | 0.07%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $290085.00    | 0.06%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Algoma Steel, Inc.                                                        | Algoma Steel, Inc.                                                                           | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $16657.02     | 0.00%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147013 | PA      | $118453.97    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| One 97 Communications Ltd.                                                | One 97 Communications Ltd.                                                                   | CUSIP: N/A<br>LEI: 335800ZRHU5J6GSTMI23       | Long             | EC               | CORP              | IN        |     23236 | NS      | $250252.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85322.73     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                          | Sony Group Corp.                                                                             | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     39700 | NS      | $1032212.95   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     23790 | NS      | $1101239.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -267 | NC      | $-1445463.72  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JAQQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112642 | PA      | $109517.31    | 0.02%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                              | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20175.78     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       693 | NS      | $109466.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                                            | TechnipFMC plc                                                                               | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     21701 | NS      | $747382.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KEC International Ltd.                                                    | KEC International Ltd.                                                                       | CUSIP: N/A<br>LEI: 335800UCWKGDJBU7ZT31       | Long             | EC               | CORP              | IN        |      6721 | NS      | $71999.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                   | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     77800 | NS      | $1101332.88   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $137730.12    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2590 | NS      | $2018982.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46419.38     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    480000 | PA      | $352956.90    | 0.08%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33537 | PA      | $32803.39     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                           | Great Lakes Dredge & Dock Corp.                                                              | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13453.23     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                                 | Link REIT                                                                                    | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |      2500 | NS      | $13391.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2232 | PA      | $2225.84      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                                | Elastic NV                                                                                   | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |      2854 | NS      | $240677.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Investments Six DAC                                                  | Icon Investments Six DAC                                                                     | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    930000 | PA      | $950440.85    | 0.20%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9170 | PA      | $8851.37      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114748 | PA      | $100654.92    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CJ Corp.                                                                  | CJ Corp.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1053 | NS      | $125026.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       117 | NC      | $94717.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                          | Kinder Morgan Energy Partners LP                                                             | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     16000 | PA      | $18287.43     | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                            | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280336.66    | 0.06%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                   | Meituan, Class B                                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |     33420 | NS      | $537595.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15247 | NS      | $2704665.33   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109391 | PA      | $91694.45     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21 | NC      | $-159233.74   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40372.52     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13325 | PA      | $12818.25     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                               | Informa plc                                                                                  | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     65819 | NS      | $728695.37    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24292 | PA      | $22715.26     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |      7881 | NS      | $959182.93    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     82000 | PA      | $80382.42     | 0.02%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418FE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14104 | PA      | $13795.58     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zhejiang Leapmotor Technology Co. Ltd.                                    | Zhejiang Leapmotor Technology Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1100 | NS      | $7684.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F040479<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $122252.62    | 0.03%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51129.34     | 0.01%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                        | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44405.20     | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                              | Neurocrine Biosciences, Inc.                                                                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1010 | NS      | $126946.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11859 | PA      | $11191.58     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      5942 | NS      | $133100.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3162 | PA      | $3290.90      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     12058 | NS      | $1295149.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P/TSX 60 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        -2 | NC      | $-3942.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2017-3, Class B | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36635 | PA      | $5532.87      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3488 | NS      | $2747253.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189910 | PA      | $175800.39    | 0.04%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10656.83     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1594 | PA      | $1604.23      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $41580.00     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2308 | PA      | $2245.64      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       526 | PA      | $494.23       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                         | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      9000 | PA      | $9202.86      | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                                | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163603.57    | 0.04%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes                   | Cyrela Brazil Realty SA Empreendimentos e Participacoes                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      2363 | NS      | $11373.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1438 | PA      | $1404.83      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co. Ltd.                                                  | Wuliangye Yibin Co. Ltd., Class A                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     26900 | NS      | $447031.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418XDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $3.86         | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156093 | PA      | $132011.67    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                    | Washington Mutual Escrow Bonds                                                               | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $1300.00      | 0.00%             | 2009-11-06      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    578083 | PA      | $470863.02    | 0.10%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19322 | PA      | $18661.46     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                          | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31599.03     | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                        | Tampa Electric Co.                                                                           | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185863.73    | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                            | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     30300 | NS      | $215698.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                    | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     17000 | PA      | $17029.53     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7613 | PA      | $7712.15      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                     | Countrywide Asset-Backed Certificates, Series 2006-SPS1, Class A                             | CUSIP: 12666MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        74 | PA      | $428.68       | 0.00%             | 2025-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                 | Danone SA                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     19759 | NS      | $1616747.30   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                    | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      3873 | NS      | $374959.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                      | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225363.16    | 0.05%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                    | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     23000 | PA      | $24482.14     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    133000 | PA      | $118217.45    | 0.03%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                                  | Japan Post Bank Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |     74000 | NS      | $797759.16    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2666 | PA      | $2514.60      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30744 | PA      | $31466.02     | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                 | Kellanova                                                                                    | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462464.56    | 0.10%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      9998 | NS      | $190626.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       247 | PA      | $239.72       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LS Corp.                                                                  | LS Corp.                                                                                     | CUSIP: N/A<br>LEI: 988400SQWZ34LADYL505       | Long             | EC               | CORP              | KR        |       118 | NS      | $17178.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22326 | PA      | $20604.40     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                            | Sumitomo Corp.                                                                               | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      6700 | NS      | $172905.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21178 | PA      | $20948.49     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                        | NSTAR Electric Co.                                                                           | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245206.96    | 0.05%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138X6T70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55667 | PA      | $54427.27     | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232739 | PA      | $224720.30    | 0.05%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M2                               | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41720 | PA      | $37169.60     | 0.01%             | 2036-01-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     57442 | NS      | $11785375.14  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Chem Ltd.                                                              | LG Chem Ltd.                                                                                 | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |      2409 | NS      | $376238.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       313 | NS      | $80754.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BCH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14934 | PA      | $14583.28     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                         | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $432058.74    | 0.09%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $399462.73    | 0.09%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4565 | PA      | $4468.77      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      4432 | NS      | $2223046.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51798 | PA      | $48720.20     | 0.01%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4059 | PA      | $3856.53      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289780.17    | 0.06%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114515 | PA      | $115952.58    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                            | DoorDash, Inc., Class A                                                                      | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       755 | NS      | $186115.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       610 | NS      | $105170.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19376 | PA      | $18973.85     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38337.26     | 0.01%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5795 | PA      | $5359.85      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                           | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20306.40     | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76640 | PA      | $75475.82     | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19872.10     | 0.00%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                  | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $931359.81    | 0.20%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1163200 | PA      | $947077.56    | 0.20%             | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29570 | PA      | $27105.89     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | Recruit Holdings Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     18300 | NS      | $1076161.49   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                       | CBRE Services, Inc.                                                                          | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526408.92    | 0.11%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7321 | PA      | $7152.75      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34779 | PA      | $32301.99     | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                  | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193462.77    | 0.04%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                 | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18538.17     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                           | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $426683.80    | 0.09%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12671 | PA      | $12404.44     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The), Series FXD                                                      | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $357704.54    | 0.08%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1382 | NS      | $157727.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class A                                                                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       173 | NS      | $9694.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44791 | PA      | $42480.78     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266997 | PA      | $260501.16    | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34968 | PA      | $34284.03     | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                                             | JB Hi-Fi Ltd.                                                                                | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      1223 | NS      | $88870.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd.                                                         | Dye & Durham Ltd.                                                                            | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26164.48     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                     | Sonic Healthcare Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      7860 | NS      | $138738.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                   | Waste Connections, Inc.                                                                      | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $286274.06    | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138A8ZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14483 | PA      | $14428.09     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                        | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     19850 | NS      | $324196.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung E&A Co. Ltd.                                                      | Samsung E&A Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 988400HDAY5KIVHGZ188       | Long             | EC               | CORP              | KR        |      6052 | NS      | $98806.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7850 | PA      | $7669.71      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chambal Fertilisers and Chemicals Ltd.                                    | Chambal Fertilisers & Chemicals Ltd.                                                         | CUSIP: N/A<br>LEI: 335800DFMF2OEJ7HWM17       | Long             | EC               | CORP              | IN        |      1888 | NS      | $12446.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1508 | PA      | $1470.99      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $454138.09    | 0.10%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77244.28     | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                              | Hudson Pacific Properties LP                                                                 | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34114.26     | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                      | HD Hyundai Heavy Industries Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |        94 | NS      | $29669.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5109 | PA      | $4899.03      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12258 | PA      | $11654.11     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                                             | Dropbox, Inc., Class A                                                                       | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      7848 | NS      | $224452.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $374884.02    | 0.08%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                    | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36723.82     | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       122 | NS      | $223011.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                              | CWHEQ Home Equity Loan Trust, Series 2006-S5, Class A5                                       | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1164 | PA      | $1794.54      | 0.00%             | 2035-06-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust                                                               | BCMSC Trust, Series 2000-A, Class A4                                                         | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35127 | PA      | $2685.40      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3077 | PA      | $3011.08      | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                       | IBM International Capital Pte. Ltd.                                                          | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    720000 | PA      | $718678.34    | 0.15%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                        | Burford Capital Global Finance LLC                                                           | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9989.51      | 0.00%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                             | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52300.00     | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                        | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |   3497041 | NS      | $3498439.98   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins India Ltd.                                                        | Cummins India Ltd.                                                                           | CUSIP: N/A<br>LEI: 3358002PR6NKJRU4YS77       | Long             | EC               | CORP              | IN        |      3854 | NS      | $152851.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9017 | PA      | $8811.99      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31007.46     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2954 | PA      | $2839.70      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138X54U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12259 | PA      | $11872.68     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2040 | NS      | $496780.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                                               | NAVER Corp.                                                                                  | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1600 | NS      | $310696.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HL Mando Co. Ltd.                                                         | HL Mando Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 988400P5GM9DGVVOJQ79       | Long             | EC               | CORP              | KR        |      1541 | NS      | $37390.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42065 | PA      | $41532.50     | 0.01%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22097 | PA      | $19948.04     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                  | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025420.00   | 0.22%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25197 | PA      | $23751.05     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                          | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178015.65    | 0.04%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      8805 | NS      | $2808618.90   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99726.98     | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                 | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10054.09     | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                        | Markel Group, Inc.                                                                           | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101856.44    | 0.02%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                          | PulteGroup, Inc.                                                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $257482.91    | 0.06%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                              | Ecolab, Inc.                                                                                 | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $128831.44    | 0.03%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     16219 | NS      | $1513232.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                     | Spotify Technology SA                                                                        | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        11 | NS      | $8440.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                                          | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $34066.98     | 0.01%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3941 | PA      | $3861.90      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                      | Allstate Corp. (The)                                                                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3074 | NS      | $618826.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                               | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47375.72     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                            | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1                   | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18041 | PA      | $3832.81      | 0.00%             | 2035-11-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118864 | PA      | $108554.37    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVI Ltd.                                                                  | AVI Ltd.                                                                                     | CUSIP: N/A<br>LEI: 378900C2D68805FAAF75       | Long             | EC               | CORP              | ZA        |      7425 | NS      | $39478.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                      | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $42938.73     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                         | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $50514.47     | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      9445 | NS      | $487362.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7576 | PA      | $7405.93      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                     | MGIC Investment Corp.                                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       918 | NS      | $25557.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H062685<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23336 | PA      | $23909.52     | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     14351 | NS      | $1136025.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Embraer SA                                                                | Embraer SA                                                                                   | CUSIP: N/A<br>LEI: 549300EM51WYXFHUY333       | Long             | EC               | CORP              | BR        |      6814 | NS      | $96796.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1328 | NS      | $746256.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39124 | PA      | $31480.31     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                  | TotalEnergies Capital SA                                                                     | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $144347.12    | 0.03%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     13811 | NS      | $63817.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62405 | PA      | $49984.71     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     29750 | NS      | $860965.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21941 | PA      | $19793.87     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5766.42      | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53326 | PA      | $42866.02     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $118708.14    | 0.03%             | 2055-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       857 | PA      | $836.24       | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    101889 | NS      | $2469789.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      5365 | NS      | $481249.66    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings LLC                                             | Summit Midstream Holdings LLC                                                                | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24552.86     | 0.01%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30242 | PA      | $24350.53     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Persistent Systems Ltd.                                                   | Persistent Systems Ltd.                                                                      | CUSIP: N/A<br>LEI: 3358006QYD77Z66S1J89       | Long             | EC               | CORP              | IN        |        80 | NS      | $5638.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                         | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                                | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4041 | PA      | $3779.82      | 0.00%             | 2036-03-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6093 | PA      | $6189.90      | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voltas Ltd.                                                               | Voltas Ltd.                                                                                  | CUSIP: N/A<br>LEI: 335800VVTQSSZ7NV7F51       | Long             | EC               | CORP              | IN        |      8789 | NS      | $134708.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                           | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2018.20      | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277255.86    | 0.06%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Genting New York LLC                                                      | Genting New York LLC                                                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19712.71     | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | 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        |     87000 | NS      | $3181533.81   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    320000 | PA      | $194880.00    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177763.80    | 0.04%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                                             | Shopify, Inc., Class A                                                                       | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      1141 | NS      | $131599.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219936 | PA      | $204226.39    | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6615 | PA      | $6596.98      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6983 | PA      | $6833.70      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd.                                                 | GE Vernova T&D India Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300NMRD6VZDFLN355       | Long             | EC               | CORP              | IN        |      6194 | NS      | $170727.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36180DVA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13867 | PA      | $12931.42     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XHBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21638 | PA      | $21201.11     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pentair plc                                                               | Pentair plc                                                                                  | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |        58 | NS      | $5954.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71083.94     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                  | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    890000 | PA      | $1005562.64   | 0.22%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24961 | PA      | $24473.17     | 0.01%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                               | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    780000 | PA      | $798071.52    | 0.17%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34888.28     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49068.64     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3241 | PA      | $3168.06      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                    | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        89 | NS      | $6368.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                         | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115918.10    | 0.02%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21679 | PA      | $17384.34     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331445 | PA      | $270049.85    | 0.06%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GrubHub Holdings, Inc.                                                    | GrubHub Holdings, Inc.                                                                       | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28141.85     | 0.01%             | 2027-07-01      | 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      | $542.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KCC Corp.                                                                 | KCC Corp.                                                                                    | CUSIP: N/A<br>LEI: 988400BF3M5UFPF3PH17       | Long             | EC               | CORP              | KR        |       251 | NS      | $57901.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd.                                         | Pop Mart International Group Ltd.                                                            | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |      5600 | NS      | $190787.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4076000 | PA      | $3580511.25   | 0.77%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                         | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39711.07     | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| InterGlobe Aviation Ltd.                                                  | InterGlobe Aviation Ltd.                                                                     | CUSIP: N/A<br>LEI: 33580079R8SLLO23XD19       | Long             | EC               | CORP              | IN        |       214 | NS      | $14925.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -460000 | PA      | $-423595.31   | -0.09%            | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2019-1, Class B                                 | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39208 | PA      | $37817.45     | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                                | Taylor Morrison Home Corp.                                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       954 | NS      | $58594.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                                        | Stewart Information Services Corp.                                                           | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152008.60    | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60760 | PA      | $57185.71     | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7800 | NS      | $2477748.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    382000 | PA      | $380567.50    | 0.08%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energisa SA                                                               | Energisa SA (Preference)                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |         2 | NS      | $3.35         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                     | DIRECTV Financing LLC                                                                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $99994.81     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class A1                                     | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4687 | PA      | $4485.80      | 0.00%             | 2036-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60061 | PA      | $60714.68     | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36176DHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10788 | PA      | $10281.39     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2102583.99   | 0.45%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206373 | PA      | $166051.96    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    386000 | PA      | $378792.65    | 0.08%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                   | Home Equity Asset Trust, Series 2007-1, Class 2A3                                            | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26699 | PA      | $22240.81     | 0.00%             | 2037-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38401.34     | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3943 | PA      | $4133.81      | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                      | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81401.84     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1516 | PA      | $1452.95      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $55225.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                         | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163999.09    | 0.04%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                             | Shimizu Corp.                                                                                | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      5000 | NS      | $55848.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem SA                                                                | Braskem SA (Preference), Class A                                                             | CUSIP: N/A<br>LEI: 549300RPMQUFGBB7EY44       | Long             | EP               | CORP              | BR        |     48646 | NS      | $81030.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $198439.45    | 0.04%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31412QM89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39744 | PA      | $40727.31     | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PVR Inox Ltd.                                                             | PVR Inox Ltd.                                                                                | CUSIP: N/A<br>LEI: 335800NR78RUVFDE4L48       | Long             | EC               | CORP              | IN        |      1304 | NS      | $14752.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IEIT Systems Co. Ltd.                                                     | IEIT Systems Co. Ltd., Class A                                                               | CUSIP: N/A<br>LEI: 3003002K6ZLEBRGRI729       | Long             | EC               | CORP              | CN        |     19400 | NS      | $138242.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                                              | SG Mortgage Securities Trust, Series 2006-FRE2, Class A2C                                    | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15196 | PA      | $3114.72      | 0.00%             | 2036-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Ltd.                                                         | Taseko Mines Ltd.                                                                            | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $39781.37     | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                            | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90832.20     | 0.02%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                               | Nucor Corp.                                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       118 | NS      | $15285.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87943.24     | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                                        | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       286 | NS      | $29260.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Carbon, Inc.                                                         | Rain Carbon, Inc.                                                                            | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28956.18     | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                                            | IXIS Real Estate Capital Trust, Series 2007-HE1, Class A4                                    | CUSIP: 45073DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583569 | PA      | $119580.07    | 0.03%             | 2037-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                                 | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15979.26     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       129 | NS      | $13859.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165524.23    | 0.04%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                  | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262090.51    | 0.06%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    870000 | PA      | $771804.40    | 0.17%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                                              | Phinia, Inc.                                                                                 | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17264.92     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                       | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66250.80     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94016 | PA      | $75503.96     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                 | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41236.12     | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Viridien                                                                  | Viridien                                                                                     | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $29521.55     | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc., Class B                                                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1643 | NS      | $165844.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36180KJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17055 | PA      | $15898.91     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                | Wolverine World Wide, Inc.                                                                   | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43933.46     | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195800 | PA      | $196177.06    | 0.04%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                            | Raising Cane's Restaurants LLC                                                               | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21106.34     | 0.00%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                                    | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        38 | NS      | $11220.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    727000 | PA      | $669464.77    | 0.14%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Brinker International, Inc.                                               | Brinker International, Inc.                                                                  | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11723.67     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209075 | PA      | $166951.31    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1423 | NS      | $110140.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      5788 | NS      | $930478.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Energy India Ltd.                                                 | Hitachi Energy India Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300ASJQYQLII9F213       | Long             | EC               | CORP              | IN        |      1197 | NS      | $279300.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55067 | PA      | $51192.92     | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93651 | PA      | $89338.20     | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       773 | PA      | $758.89       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        28 | NC      | $112533.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovent Biologics, Inc.                                                  | Innovent Biologics, Inc.                                                                     | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |     17500 | NS      | $175431.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101128 | PA      | $95070.44     | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8612 | PA      | $8134.28      | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1835 | PA      | $1761.72      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                  | Patrick Industries, Inc.                                                                     | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20054.94     | 0.00%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25848.27     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21384 | PA      | $21729.90     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271782.12    | 0.06%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                      | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     86000 | PA      | $90173.92     | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                            | Assurant, Inc.                                                                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       362 | NS      | $71491.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21527 | PA      | $22155.04     | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                               | Baidu, Inc., Class A                                                                         | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |      3250 | NS      | $34830.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34015.23     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                         | Pegasystems, Inc.                                                                            | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      3182 | NS      | $172241.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC                                                                   | CDW LLC                                                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $60747.95     | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                         | Essent Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       620 | NS      | $37652.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39098 | PA      | $38429.17     | 0.01%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                  | Panasonic Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |     31800 | NS      | $340238.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| E-MART, Inc.                                                              | E-MART, Inc.                                                                                 | CUSIP: N/A<br>LEI: 988400SAX0Q74FRA9981       | Long             | EC               | CORP              | KR        |       248 | NS      | $15678.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48529 | PA      | $44615.70     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179MG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4415 | PA      | $4452.60      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                                         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     11947 | NS      | $1515715.89   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15698.34     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                 | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5366.62      | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84649 | PA      | $79401.84     | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A3                     | CUSIP: 073852AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       776 | PA      | $777.58       | 0.00%             | 2037-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                          | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |      3200 | NS      | $17632.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                                          | Pro Medicus Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       133 | NS      | $24888.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       459 | PA      | $443.45       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2630 | PA      | $2529.81      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       133 | NS      | $27843.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co.                                                   | Commonwealth Edison Co.                                                                      | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463342.79    | 0.10%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                         | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132087.65    | 0.03%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                          | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10250.36     | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Power Grid Corp. of India Ltd.                                            | Power Grid Corp. of India Ltd.                                                               | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |      8286 | NS      | $28960.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6976 | NS      | $2557680.64   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138061 | PA      | $126355.05    | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63551 | PA      | $66025.21     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21052 | PA      | $19844.02     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Strides Pharma Science Ltd.                                               | Strides Pharma Science Ltd.                                                                  | CUSIP: N/A<br>LEI: 335800WHFYXUCHR9DD10       | Long             | EC               | CORP              | IN        |      2221 | NS      | $23308.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                  | Jones Lang LaSalle, Inc.                                                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       770 | NS      | $196950.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                                | Bank Polska Kasa Opieki SA                                                                   | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |      3236 | NS      | $166668.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                            | Illumina, Inc.                                                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       533 | NS      | $50853.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     13889 | NS      | $682019.92    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| APS Resecuritization Trust                                                | APS Resecuritization Trust, Series 2016-1, Class 1MZ                                         | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138827 | PA      | $51382.12     | 0.01%             | 2057-07-31      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                           | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $620763.80    | 0.13%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4657000 | PA      | $4610490.63   | 0.99%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1276000 | PA      | $1154680.32   | 0.25%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2007-H1, Class A1B                                                       | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18233 | PA      | $9017.41      | 0.00%             | 2047-01-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102054 | PA      | $89954.15     | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Siemens Energy India Ltd.                                                 | Siemens Energy India Ltd.                                                                    | CUSIP: N/A<br>LEI: 335800AEZO3CVXCSA716       | Long             | EC               | CORP              | IN        |       608 | NS      | $21097.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $215736.41    | 0.05%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                          | SK Invictus Intermediate II SARL                                                             | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     30000 | PA      | $29051.50     | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MENS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3882 | PA      | $3799.69      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                        | RELX Capital, Inc.                                                                           | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30697.92     | 0.01%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17437 | PA      | $15733.96     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      1535 | NS      | $412124.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                              | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16157.17     | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                         | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       764 | NS      | $15905.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    860000 | PA      | $815591.76    | 0.18%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15096 | PA      | $12340.31     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                        | HealthEquity, Inc.                                                                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       112 | NS      | $11733.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                            | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $669820.82    | 0.14%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14326 | PA      | $14052.92     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                                       | Tokyo Electron Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      6700 | NS      | $1283113.41   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       894 | PA      | $818.08       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25255.41     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177687.99    | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alkem Laboratories Ltd.                                                   | Alkem Laboratories Ltd.                                                                      | CUSIP: N/A<br>LEI: 335800GCAE5WIF4PSG69       | Long             | EC               | CORP              | IN        |       826 | NS      | $47576.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                        | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30811.53     | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       655 | NS      | $286503.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                         | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8639.66      | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Max Financial Services Ltd.                                               | Max Financial Services Ltd.                                                                  | CUSIP: N/A<br>LEI: 335800Y9FX8XGFB64S40       | Long             | EC               | CORP              | IN        |      1447 | NS      | $27780.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                             | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28642.40     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                   | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $53357.17     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                    | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     23000 | PA      | $24783.43     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2482 | NS      | $155894.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156557 | PA      | $153187.73    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $6108203.10   | 1.32%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       626 | PA      | $599.86       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                               | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2A                      | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41372 | PA      | $6500.50      | 0.00%             | 2037-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69487.84     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    287688 | PA      | $267732.89    | 0.06%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       171 | NS      | $49384.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco, Inc.                                                   | Great-West Lifeco, Inc.                                                                      | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     11736 | NS      | $446342.90    | 0.10%             |  |  |  | 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        |     12749 | NS      | $2376668.58   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                     | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        47 | NS      | $127410.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyosung TNC Corp.                                                         | Hyosung TNC Corp.                                                                            | CUSIP: N/A<br>LEI: 988400BL3EUWYB39P076       | Long             | EC               | CORP              | KR        |        35 | NS      | $6466.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                | Origen Manufactured Housing Contract Trust, Series 2007-B, Class A1                          | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |      2250 | PA      | $2235.78      | 0.00%             | 2037-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26298.58     | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                     | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     99256 | NS      | $848174.61    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                                     | Resona Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     11400 | NS      | $105288.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                         | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10432.75     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                             | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262965.97    | 0.06%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36225BUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       722 | PA      | $759.75       | 0.00%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc., Capital Trust VII                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    130000 | PA      | $0.01         | 0.00%             | 2056-11-30      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| Amundi SA                                                                 | Amundi SA                                                                                    | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       382 | NS      | $30963.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                               | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61146.93     | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20519.76     | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                                                 | Ultrapar Participacoes SA                                                                    | CUSIP: N/A<br>LEI: 529900FU4XBXGQMLRE72       | Long             | EC               | CORP              | BR        |     27583 | NS      | $89149.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     42856 | NS      | $354885.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                             | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40041.34     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                    | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26571.09     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                | Travelers Cos., Inc. (The)                                                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4573 | NS      | $1223460.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                     | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    146473 | NS      | $1390132.16   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3738 | PA      | $3561.60      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                          | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92128.14     | 0.02%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chicony Electronics Co. Ltd.                                              | Chicony Electronics Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               | CORP              | TW        |     12000 | NS      | $53368.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                   | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      3319 | NS      | $466363.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JARS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59617 | PA      | $58672.52     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                                        | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1097013.34   | 0.24%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15346 | PA      | $14850.95     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI EAFE Index                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-5267.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16776 | PA      | $16151.75     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                           | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $90075.03     | 0.02%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                               | Realtek Semiconductor Corp.                                                                  | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     13000 | NS      | $252472.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3426 | NS      | $1325450.88   | 0.29%             |  |  |  | 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        |      3171 | NS      | $219731.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    450000 | PA      | $456573.27    | 0.10%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                      | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30561.02     | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co. Ltd.                                             | Japan Post Insurance Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |      5800 | NS      | $131313.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5105 | PA      | $5295.17      | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                               | Enpro, Inc.                                                                                  | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10223.22     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co., Class A                                                                         | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        35 | NS      | $11793.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29887.10     | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                 | AHP Health Partners, Inc.                                                                    | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28279.81     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33708 | PA      | $30510.35     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bizlink Holding, Inc.                                                     | Bizlink Holding, Inc.                                                                        | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |     16954 | NS      | $493270.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1883 | PA      | $1765.86      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1066 | NS      | $111073.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                               | Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 3A1                      | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109264 | PA      | $41042.02     | 0.01%             | 2037-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                 | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $485403.71    | 0.10%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7541 | PA      | $7286.07      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                            | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35875.00     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                 | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50277.50     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $348647.56    | 0.08%             | 2055-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                        | J.P. Morgan Alternative Loan Trust, Series 2007-A1, Class 1A4                                | CUSIP: 466287AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17519 | PA      | $14501.82     | 0.00%             | 2037-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                        | TSMC Arizona Corp.                                                                           | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $158633.75    | 0.03%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                                       | Veeva Systems, Inc., Class A                                                                 | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1267 | NS      | $364870.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                             | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152463.95    | 0.03%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TOPIX Index                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        49 | NC      | $207299.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                   | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $34465.20     | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16093 | PA      | $14354.53     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10181 | PA      | $9968.24      | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                              | ROBLOX Corp., Class A                                                                        | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6396 | NS      | $672859.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                          | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42900.13     | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                                              | Daiwa Securities Group, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |     57500 | NS      | $408366.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                   | Aristocrat Leisure Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      7341 | NS      | $314523.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355677.76    | 0.08%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6204 | PA      | $5933.09      | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                   | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    165000 | PA      | $161398.37    | 0.03%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41335 | PA      | $42802.96     | 0.01%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17320.42     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775000 | PA      | $642452.24    | 0.14%             | 2055-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       531 | NS      | $164381.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                 | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     39000 | PA      | $40012.99     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc.                                                               | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67876.87     | 0.01%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                           | Universal Health Services, Inc., Class B                                                     | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       956 | NS      | $173179.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97443 | PA      | $101210.38    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7517 | PA      | $7252.64      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                             | Alfa Laval AB                                                                                | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |      6532 | NS      | $275118.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2170 | NS      | $137035.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finserv Ltd.                                                        | Bajaj Finserv Ltd.                                                                           | CUSIP: N/A<br>LEI: 3358001EH4I4IDMGQ326       | Long             | EC               | CORP              | IN        |      1240 | NS      | $29727.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7400 | PA      | $7010.27      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XHT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22818 | PA      | $22447.43     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                                    | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    178701 | NS      | $985272.11    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                  | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    620000 | PA      | $622437.57    | 0.13%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4235 | PA      | $4439.36      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22170 | PA      | $20338.05     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1141944.71   | 0.25%             | 2040-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                               | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $67842.72     | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                 | Consolidated Edison, Inc.                                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      3513 | NS      | $352529.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                         | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16831.74     | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    516000 | PA      | $451866.42    | 0.10%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2638 | PA      | $2580.34      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $466731.54    | 0.10%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9755 | PA      | $9536.61      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                                | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    340000 | PA      | $275268.07    | 0.06%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119881 | PA      | $105344.05    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8381 | PA      | $8205.09      | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Natera, Inc.                                                              | Natera, Inc.                                                                                 | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $202052.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12189 | PA      | $12697.22     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77045 | PA      | $78713.43     | 0.02%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173685.55    | 0.04%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191018 | PA      | $187510.00    | 0.04%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       262 | NS      | $151105.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                                        | Kimco Realty Corp.                                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     19139 | NS      | $402301.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    616685 | PA      | $502347.13    | 0.11%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202E4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       875 | PA      | $837.64       | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $19919.06     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28897 | PA      | $28097.23     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     13835 | NS      | $1177635.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                                          | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4063000 | PA      | $4035696.64   | 0.87%             | 2025-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $6064.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                       | FMG Resources August 2006 Pty. Ltd.                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      7000 | PA      | $7120.23      | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56477 | PA      | $57318.31     | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                       | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     32711 | NS      | $162975.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                   | Quest Diagnostics, Inc.                                                                      | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282534.72    | 0.06%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27658 | PA      | $28454.78     | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                             | ONE Gas, Inc.                                                                                | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43451.47     | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                        | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      3337 | NS      | $441618.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                 | Kellanova                                                                                    | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187104.39    | 0.04%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1531 | PA      | $1497.17      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418MRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28172 | PA      | $28795.26     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                         | Singapore Telecommunications Ltd.                                                            | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     15900 | NS      | $47935.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BeOne Medicines Ltd.                                                      | BeOne Medicines Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300JFUK6FRD5MH739       | Long             | EC               | CORP              | CH        |      3000 | NS      | $56751.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1422 | PA      | $1335.13      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85313.73     | 0.02%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420327.39    | 0.09%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52242.60     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                                | Hindustan Aeronautics Ltd.                                                                   | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |       127 | NS      | $7213.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                  | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    114618 | PA      | $135775.53    | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29409 | PA      | $30831.12     | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                 | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54128.51     | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc.                                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48750.00     | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -96 | NC      | $-178058.75   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Argent Mortgage Loan Trust                                                | Argent Mortgage Loan Trust, Series 2005-W1, Class A2                                         | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44187 | PA      | $35926.98     | 0.01%             | 2035-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       614 | PA      | $591.10       | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                  | Roper Technologies, Inc.                                                                     | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22324.18     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200179.69    | 0.04%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132QSGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19944 | PA      | $19104.91     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33730.13     | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fortis Healthcare Ltd.                                                    | Fortis Healthcare Ltd.                                                                       | CUSIP: N/A<br>LEI: 3358001Q5ZJC4M83WH02       | Long             | EC               | CORP              | IN        |     18342 | NS      | $169976.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                           | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $413214.06    | 0.09%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                                | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27892.10     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                         | Chevron USA, Inc.                                                                            | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536033.42    | 0.12%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19650 | PA      | $18609.22     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $71214.96     | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                             | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $159130.80    | 0.03%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Elan Microelectronics Corp.                                               | Elan Microelectronics Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     17000 | NS      | $70742.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                                                 | Israel Discount Bank Ltd., Class A                                                           | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      3745 | NS      | $37355.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JHEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91453 | PA      | $89071.60     | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                  | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159937.68    | 0.03%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JM5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109833 | PA      | $106645.82    | 0.02%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4799 | PA      | $4543.38      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92191 | PA      | $74316.60     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4544 | NS      | $2396005.76   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36583 | PA      | $31388.78     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418V3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6568 | PA      | $6547.92      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    338000 | PA      | $311766.39    | 0.07%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    102000 | PA      | $88347.87     | 0.02%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-1A, Class A2                                     | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4360 | PA      | $4076.87      | 0.00%             | 2036-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                      | Credit Suisse First Boston Mortgage Securities Corp., Series 2001-MH29, Class B1             | CUSIP: 22540VHP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8190 | PA      | $8288.57      | 0.00%             | 2031-09-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                      | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     97000 | PA      | $84556.73     | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Intertek Group plc                                                        | Intertek Group plc                                                                           | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      7767 | NS      | $505931.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8276000 | PA      | $7755840.49   | 1.67%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NCC Ltd.                                                                  | NCC Ltd.                                                                                     | CUSIP: N/A<br>LEI: 3358004NHG46U9TEGO83       | Long             | EC               | CORP              | IN        |      1559 | NS      | $4191.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                          | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    112000 | PA      | $103268.43    | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -56000 | PA      | $-48453.13    | -0.01%            | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133B2ME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64155 | PA      | $51717.09     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       290 | PA      | $289.60       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32199.08     | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21354 | PA      | $22570.21     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                         | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    246000 | PA      | $200215.73    | 0.04%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                             | Owens Corning                                                                                | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108775.93    | 0.02%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6200 | PA      | $5963.15      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                                       | SK Telecom Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |      7452 | NS      | $313532.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1303 | PA      | $1253.53      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                                 | New Fortress Energy, Inc.                                                                    | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |      2994 | NS      | $9940.08      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221630 | PA      | $178335.49    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       793 | PA      | $744.30       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                 | CNX Midstream Partners LP                                                                    | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15113.17     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Talos Production, Inc.                                                    | Talos Production, Inc.                                                                       | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34712.63     | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174065 | PA      | $176982.78    | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1302 | PA      | $1261.05      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138AUPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2943 | PA      | $2922.23      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GVGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17773 | PA      | $16704.65     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21236 | PA      | $20136.87     | 0.00%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc.                                                                                   | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $140130.91    | 0.03%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6439 | PA      | $6218.02      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     46700 | NS      | $3009143.17   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                                              | Invesco Ltd.                                                                                 | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     15211 | NS      | $239877.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                     | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11406 | PA      | $10795.99     | 0.00%             | 2037-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19720 | PA      | $19375.32     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3734 | PA      | $3504.87      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class B                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4088 | NS      | $211063.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                            | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     31000 | PA      | $16474.18     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                          | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    620000 | PA      | $537936.91    | 0.12%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     11227 | NS      | $3094722.55   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        33 | NS      | $24181.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140GUMN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20697 | PA      | $20142.32     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stantec, Inc.                                                             | Stantec, Inc.                                                                                | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      8782 | NS      | $955556.41    | 0.21%             |  |  |  | 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      | $-696161.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37983 | PA      | $35647.83     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                          | DSM-Firmenich AG                                                                             | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |      1336 | NS      | $142130.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41128.24     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67916 | PA      | $54749.17     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74245 | PA      | $69725.45     | 0.02%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12273 | PA      | $12234.96     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                         | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     12000 | PA      | $12317.08     | 0.00%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455285 | PA      | $371098.41    | 0.08%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arca Continental SAB de CV                                                | Arca Continental SAB de CV                                                                   | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |       238 | NS      | $2515.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140FNBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5869 | PA      | $5691.27      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                        | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $147250.00    | 0.03%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1175880.19   | 0.25%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                       | State Bank of India                                                                          | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | EC               | CORP              | IN        |      4480 | NS      | $42854.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                       | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24395.11     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                    | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 1A                              | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2715 | PA      | $2656.17      | 0.00%             | 2036-11-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                        | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     39616 | NS      | $2374140.93   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                                           | London Stock Exchange Group plc                                                              | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |       793 | NS      | $115974.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7389 | PA      | $7745.88      | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     75705 | NS      | $1964763.28   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                                     | IG Group Holdings plc                                                                        | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       647 | NS      | $9461.25      | 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        |      5147 | NS      | $63576.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                                                    | Alaska Air Group, Inc.                                                                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       398 | NS      | $19693.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                          | Kinder Morgan Energy Partners LP                                                             | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17863.57     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231399 | PA      | $204793.94    | 0.04%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                                             | Fukuoka Financial Group, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $8015.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5522 | NS      | $4075732.98   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69443 | PA      | $72012.90     | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36181GFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16034 | PA      | $14991.74     | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     15656 | NS      | $1364733.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      4408 | NS      | $184106.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XEA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62957 | PA      | $50710.73     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI EAFE Index                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $8433.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36241LVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17590 | PA      | $17819.48     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       452 | NS      | $35992.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Poya International Co. Ltd.                                               | Poya International Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $17189.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11723 | PA      | $11349.00     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1813 | NS      | $1794761.22   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49046 | PA      | $47873.82     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                 | Manitowoc Co., Inc. (The)                                                                    | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7367.10      | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81502.69     | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                 | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37351.33     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138X55B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17322 | PA      | $16790.87     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Star Ltd.                                                            | Blue Star Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800CWJUVEKQ1TE879       | Long             | EC               | CORP              | IN        |      6783 | NS      | $129415.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                              | Santander Holdings USA, Inc.                                                                 | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156639.81    | 0.03%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51282 | PA      | $52125.82     | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alamos Gold, Inc.                                                         | Alamos Gold, Inc., Class A                                                                   | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |       303 | NS      | $8059.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                        | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205915.04    | 0.04%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8365 | PA      | $8254.75      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                     | DirecTV Financing LLC                                                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33889.03     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1481 | PA      | $1436.40      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                                     | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85162.64     | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48641 | PA      | $44653.37     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                                    | Valterra Platinum Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |       700 | NS      | $31168.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd.                                                   | Zydus Lifesciences Ltd.                                                                      | CUSIP: N/A<br>LEI: 335800R9O14ORBXLPN13       | Long             | EC               | CORP              | IN        |     10543 | NS      | $121776.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Engineering & Construction Co. Ltd.                               | Hyundai Engineering & Construction Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 988400CEQG9N710HN313       | Long             | EC               | CORP              | KR        |       850 | NS      | $49354.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    792934 | PA      | $645858.81    | 0.14%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12847 | PA      | $12861.09     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1850.39      | 0.00%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2273 | PA      | $2271.47      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upbound Group, Inc.                                                       | Upbound Group, Inc.                                                                          | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15827.88     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                 | Nokia OYJ                                                                                    | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     71210 | NS      | $369482.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                                                          | Loblaw Cos. Ltd.                                                                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       667 | NS      | $110329.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       624 | NS      | $500034.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       505 | NS      | $82749.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                                   | Aon plc, Class A                                                                             | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      1361 | NS      | $485550.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1492 | NS      | $271737.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                            | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78764.82     | 0.02%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                          | IndyMac INDX Mortgage Loan Trust, Series 2007-AR19, Class 3A1                                | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26068 | PA      | $16953.32     | 0.00%             | 2037-09-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3622A2AE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128909 | PA      | $126170.93    | 0.03%             | 2042-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                 | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133587.92    | 0.03%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2178750.00   | 0.47%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40289 | PA      | $34343.80     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HHWM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4227 | PA      | $4000.00      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     50000 | NS      | $1765104.11   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                           | Kuehne + Nagel International AG (Registered)                                                 | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |      2336 | NS      | $505843.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4078 | PA      | $3930.64      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phison Electronics Corp.                                                  | Phison Electronics Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      8000 | NS      | $137739.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                          | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25219.25     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $478106.64    | 0.10%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                  | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286258.17    | 0.06%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45389.44     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      7632 | NS      | $1040394.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                                                  | Ambev SA                                                                                     | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |     79898 | NS      | $195439.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VFH Parent LLC                                                            | VFH Parent LLC                                                                               | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36728.97     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344337.60    | 0.07%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       639 | PA      | $617.67       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                           | Nordstrom, Inc.                                                                              | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     48000 | PA      | $33271.62     | 0.01%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1741 | PA      | $1717.47      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1654 | PA      | $1588.69      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                           | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17406 | PA      | $15975.73     | 0.00%             | 2047-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23004 | PA      | $22191.65     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                      | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143291.12    | 0.03%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       819 | PA      | $801.97       | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                               | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51599.16     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7583 | PA      | $7084.06      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13178 | PA      | $12912.35     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                             | NetEase, Inc.                                                                                | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      2400 | NS      | $64678.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12477 | PA      | $12206.33     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                              | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20064.05     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    186613 | NS      | $1074967.45   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                               | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79997.99     | 0.02%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20666 | PA      | $20219.03     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SRF Ltd.                                                                  | SRF Ltd.                                                                                     | CUSIP: N/A<br>LEI: 335800436F28GT8ZW506       | Long             | EC               | CORP              | IN        |       863 | NS      | $32635.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     26972 | NS      | $962630.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                             | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3C                                   | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56002 | PA      | $36576.54     | 0.01%             | 2037-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                                             | GoDaddy, Inc., Class A                                                                       | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      1485 | NS      | $267389.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199849.61    | 0.04%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53317 | PA      | $50525.49     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      3405 | NS      | $359976.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hugel, Inc.                                                               | Hugel, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       471 | NS      | $134936.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      2059 | NS      | $49534.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30480 | PA      | $27940.03     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3102 | PA      | $3041.85      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cia de Saneamento de Minas Gerais Copasa MG                               | Cia de Saneamento de Minas Gerais Copasa MG                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      9099 | NS      | $46942.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                        | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     42100 | NS      | $1060118.48   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2901 | PA      | $2800.13      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206644 | PA      | $186822.36    | 0.04%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                  | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     58605 | PA      | $61614.27     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3493 | NS      | $1468666.78   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                         | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25936.95     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177160 | PA      | $156325.64    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5362 | PA      | $5251.48      | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                               | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     22000 | NS      | $942670.57    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9581 | PA      | $9266.41      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22945 | PA      | $18461.97     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2775 | PA      | $2809.31      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1216 | PA      | $1162.64      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hindustan Zinc Ltd.                                                       | Hindustan Zinc Ltd.                                                                          | CUSIP: N/A<br>LEI: 335800LB39TLJ8YTWM98       | Long             | EC               | CORP              | IN        |     17755 | NS      | $93394.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50789.74     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10155 | PA      | $9325.00      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                             | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class A2A                    | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71588 | PA      | $65365.65     | 0.01%             | 2047-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140Q8D36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45869 | PA      | $44653.10     | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                                | United Utilities Group plc                                                                   | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     19518 | NS      | $306486.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132M4QU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8214 | PA      | $7710.30      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                                        | MDC Holdings, Inc.                                                                           | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72465.71     | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26267 | PA      | $25496.09     | 0.01%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                             | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41071.46     | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9804 | PA      | $9501.52      | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                           | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50256.40     | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc.                                                                                 | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51034.91     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                        | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    810000 | PA      | $851839.45    | 0.18%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Avangrid, Inc.                                                            | Avangrid, Inc.                                                                               | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136765.71    | 0.03%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                                 | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $718967.92    | 0.15%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1207 | NS      | $202776.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36297FRM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1632 | PA      | $1655.19      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                              | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28037.60     | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       258 | NS      | $10392.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2209 | PA      | $2134.97      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9328 | PA      | $9018.02      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                      | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    274000 | PA      | $254286.39    | 0.05%             | 2029-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      4460 | NS      | $1363776.41   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd.                                                               | Worley Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |     36344 | NS      | $312959.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $350404.23    | 0.08%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-22T1, Class A1                                           | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35777 | PA      | $31527.11     | 0.01%             | 2035-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                              | MPH Acquisition Holdings LLC                                                                 | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25536.25     | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8549 | PA      | $8222.79      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                           | Gap, Inc. (The)                                                                              | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18575.29     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       237 | NS      | $317373.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87716.12     | 0.02%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4188 | PA      | $3995.39      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-4A, Class M1                                     | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7377 | PA      | $6969.62      | 0.00%             | 2036-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                                    | Hyundai Rotem Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 988400HB939UNHXTFY36       | Long             | EC               | CORP              | KR        |       259 | NS      | $37584.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1235000 | PA      | $1137261.33   | 0.25%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $221063.40    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                          | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     27000 | PA      | $29079.03     | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-4A, Class A1                                     | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9836 | PA      | $9267.80      | 0.00%             | 2036-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15327 | PA      | $12337.18     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198146.93    | 0.04%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust                                                               | BCMSC Trust, Series 2000-A, Class A3                                                         | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48803 | PA      | $3523.89      | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     21283 | NS      | $963055.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5462 | PA      | $4873.40      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                               | TEGNA, Inc.                                                                                  | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1910.37      | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                              | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49242.75     | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67256 | PA      | $67944.54     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12055 | PA      | $10865.26     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       653 | PA      | $583.35       | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25809 | PA      | $26272.56     | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                    | Fortress Transportation & Infrastructure Investors LLC                                       | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51989.64     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $168209.11    | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                           | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     40000 | PA      | $37875.54     | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QA4A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229027 | PA      | $224406.47    | 0.05%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                      | SunCoke Energy, Inc.                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18613.55     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200387.65    | 0.04%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -127 | NC      | $-140818.36   | -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        |    110500 | NS      | $1506511.93   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8936 | PA      | $9159.66      | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                       | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    172000 | PA      | $170214.64    | 0.04%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                            | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202387.03    | 0.04%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5852 | PA      | $5716.38      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd.                                          | Apollo Hospitals Enterprise Ltd.                                                             | CUSIP: N/A<br>LEI: 3358005YT7JQCWYLTG43       | Long             | EC               | CORP              | IN        |       658 | NS      | $55586.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    370000 | PA      | $343595.03    | 0.07%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class A                                                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     14300 | NS      | $663526.77    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc.                                                                                | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469827.51    | 0.10%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                  | Stonex Escrow Issuer LLC                                                                     | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25251.46     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                              | CWHEQ Home Equity Loan Trust, Series 2006-S3, Class A4                                       | CUSIP: 23242MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1047 | PA      | $2520.55      | 0.00%             | 2029-01-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3786 | PA      | $3636.53      | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                          | Wartsila OYJ Abp                                                                             | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     14665 | NS      | $346597.93    | 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      | $166222.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131231.64    | 0.03%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246017.75    | 0.05%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60115.16     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      7491 | NS      | $989111.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96361 | PA      | $77122.59     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418RQM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13180 | PA      | $13343.51     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                        | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $185640.62    | 0.04%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167150 | PA      | $149881.43    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28985.63     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petronet LNG Ltd.                                                         | Petronet LNG Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800KIIKNA7GRD9351       | Long             | EC               | CORP              | IN        |      2532 | NS      | $8915.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                 | Ping An Insurance Group Co. of China Ltd., Class H                                           | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |     71500 | NS      | $456407.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                 | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15212.60     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203071.87    | 0.04%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20536 | PA      | $20504.71     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                        | Ralph Lauren Corp.                                                                           | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304465.25    | 0.07%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                          | Bank Hapoalim BM                                                                             | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |      2522 | NS      | $48442.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       841 | NS      | $65623.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115058 | PA      | $97337.11     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224367.74    | 0.05%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280722.04    | 0.06%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7088 | NS      | $2054882.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Benteler International AG                                                 | Benteler International AG                                                                    | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |      7000 | PA      | $7367.28      | 0.00%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                        | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29362.42     | 0.01%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life India Asset Management Ltd.                                   | Nippon Life India Asset Management Ltd.                                                      | CUSIP: N/A<br>LEI: 335800ZQXV958RZSRU89       | Long             | EC               | CORP              | IN        |      2667 | NS      | $24891.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                     | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172554.41    | 0.04%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    580000 | PA      | $592850.29    | 0.13%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                             | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    173000 | PA      | $172038.00    | 0.04%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31371NNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       588 | PA      | $597.20       | 0.00%             | 2027-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138A5V66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6758 | PA      | $6908.81      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ownit Mortgage Loan Trust                                                 | Ownit Mortgage Loan Trust, Series 2006-2, Class A2C                                          | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22977 | PA      | $21032.12     | 0.00%             | 2037-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                               | goeasy Ltd.                                                                                  | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37030.60     | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                        | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215581.49    | 0.05%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                       | Hanover Insurance Group, Inc. (The)                                                          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       243 | NS      | $41278.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1303 | NS      | $632958.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $151633.93    | 0.03%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                   | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17607.58     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5583 | PA      | $5396.93      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                           | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $304932.44    | 0.07%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     19733 | NS      | $2779590.38   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |     20300 | NS      | $133770.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                      | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33924.79     | 0.01%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10354 | PA      | $10139.56     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13154 | PA      | $12333.09     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                                | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    590000 | PA      | $532675.80    | 0.11%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Multi Commodity Exchange of India Ltd.                                    | Multi Commodity Exchange of India Ltd.                                                       | CUSIP: N/A<br>LEI: 254900BTZEPM27IOAM68       | Long             | EC               | CORP              | IN        |       222 | NS      | $23171.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chroma ATE, Inc.                                                          | Chroma ATE, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     44000 | NS      | $666197.92    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13024.39     | 0.00%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                                           | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     47000 | PA      | $48071.01     | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                                           | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      9000 | PA      | $9009.00      | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                                       | Trip.com Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |      3957 | NS      | $231739.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                  | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291222.34    | 0.06%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9186 | PA      | $8968.65      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340079 | PA      | $352112.96    | 0.08%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      8356 | NS      | $1185716.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417GQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31669 | PA      | $28615.71     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| George Weston Ltd.                                                        | George Weston Ltd.                                                                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       648 | NS      | $129961.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                              | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244055.39    | 0.05%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54510 | PA      | $43848.68     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4323 | PA      | $3887.06      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       516 | NS      | $229723.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218542.38    | 0.05%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        63 | NS      | $14995.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp.                                                        | FirstService Corp.                                                                           | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      2226 | NS      | $388444.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18624.86     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Computer Age Management Services Ltd.                                     | Computer Age Management Services Ltd.                                                        | CUSIP: N/A<br>LEI: 33580012MDHMBHWN5Z06       | Long             | EC               | CORP              | IN        |       886 | NS      | $44325.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                                        | MISUMI Group, Inc.                                                                           | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |      3200 | NS      | $42747.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA                                                                    | TIM SA                                                                                       | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |     14507 | NS      | $58448.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25811.00     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                            | Carrington Mortgage Loan Trust, Series 2006-NC4, Class A3                                    | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15957 | PA      | $15530.16     | 0.00%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    593000 | PA      | $417462.74    | 0.09%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2910000.00   | 0.63%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $523403.13    | 0.11%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Energisa SA                                                               | Energisa SA                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     12917 | NS      | $115330.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                 | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9083.88      | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8200 | PA      | $7369.32      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $82153.41     | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        73 | PA      | $72.17        | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                                                   | Accton Technology Corp.                                                                      | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |      2000 | NS      | $49987.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17579 | PA      | $14004.26     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                                                | British Land Co. plc (The)                                                                   | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |      3656 | NS      | $18975.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7553 | NS      | $686567.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                      | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2007-2, Class A4                | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3476 | PA      | $2906.31      | 0.00%             | 2037-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                         | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      1121 | NS      | $168604.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                                                 | CBOE Global Markets, Inc.                                                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        90 | NS      | $20988.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1032 | PA      | $1023.65      | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                                              | Wix.com Ltd.                                                                                 | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |       165 | NS      | $26145.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7673 | PA      | $7412.99      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                      | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      4060 | NS      | $1647684.20   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                          | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12587.21     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24720 | PA      | $20949.44     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                       | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    370000 | PA      | $342984.45    | 0.07%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Denso Corp.                                                               | Denso Corp.                                                                                  | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      1600 | NS      | $21592.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                      | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    580000 | PA      | $592363.62    | 0.13%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                                            | Penumbra, Inc.                                                                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       100 | NS      | $25663.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                               | Aker BP ASA                                                                                  | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      5083 | NS      | $129893.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49993 | PA      | $40299.94     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $556328.12    | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2141 | PA      | $14.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                          | PulteGroup, Inc.                                                                             | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $473400.31    | 0.10%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                              | MPH Acquisition Holdings LLC                                                                 | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25784.85     | 0.01%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32088 | PA      | $33581.22     | 0.01%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                        | Tutor Perini Corp.                                                                           | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     31000 | PA      | $34897.29     | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $73442.61     | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175487 | PA      | $147628.95    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87480 | PA      | $73762.47     | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                            | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172700.66    | 0.04%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                    | HLF Financing SARL LLC                                                                       | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $43523.20     | 0.01%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12816 | NS      | $1835123.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $66755.01     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6932 | PA      | $6710.44      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       764 | NS      | $252563.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $285623.75    | 0.06%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146467 | PA      | $141177.82    | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3017460.93   | 0.65%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CS Wind Corp.                                                             | CS Wind Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2719 | NS      | $94336.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246054 | PA      | $226952.51    | 0.05%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                            | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201102.41    | 0.04%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Keyera Corp.                                                              | Keyera Corp.                                                                                 | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |      8070 | NS      | $263952.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                           | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     39772 | NS      | $752418.17    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39936 | PA      | $32267.16     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                           | Atlassian Corp., Class A                                                                     | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       500 | NS      | $101545.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2379 | PA      | $2252.92      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6376 | PA      | $5850.87      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                            | Bread Financial Holdings, Inc.                                                               | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     61000 | PA      | $65684.98     | 0.01%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2862 | PA      | $2683.44      | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                        | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214165.36    | 0.05%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada, Inc.                                                | Champion Iron Canada, Inc.                                                                   | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25347.18     | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10560 | PA      | $10704.54     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shree Cement Ltd.                                                         | Shree Cement Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800W6FNBDUZ89L830       | Long             | EC               | CORP              | IN        |        40 | NS      | $14476.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                               | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97240.73     | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14928 | PA      | $14631.82     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                                    | SGS SA (Registered)                                                                          | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        95 | NS      | $9645.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62760 | PA      | $62006.00     | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                           | Halliburton Co.                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       356 | NS      | $7255.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     22651 | NS      | $1113976.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2265 | NS      | $203261.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                                           | Oceaneering International, Inc.                                                              | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4032.97      | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $476539.10    | 0.10%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44176.46     | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $254831.81    | 0.05%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7023 | PA      | $6752.36      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209012 | PA      | $169137.95    | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       636 | PA      | $615.43       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    825000 | PA      | $838301.34    | 0.18%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4553 | PA      | $4292.57      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                 | Flex Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |       110 | NS      | $5491.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     46190 | NS      | $851080.28    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc.                                                               | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    490000 | PA      | $0.05         | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Ambac Assurance Corp.                                                     | Ambac Assurance Corp.                                                                        | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      4835 | PA      | $6526.67      | 0.00%             | 2174-06-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $670407.59    | 0.14%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417GWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37806 | PA      | $34177.22     | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     19572 | NS      | $1785749.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                          | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26147.65     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     71153 | NS      | $2482496.37   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                              | Lennar Corp., Class A                                                                        | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       717 | NS      | $79307.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                               | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |     10323 | NS      | $33079.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       344 | PA      | $333.67       | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $152189.24    | 0.03%             | 2032-08-05      | Fixed         | 3.85%                 | 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      | $-1987.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                  | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     50719 | PA      | $52020.87     | 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        |     17076 | NS      | $955231.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8060 | PA      | $8449.61      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                            | Tata Consultancy Services Ltd.                                                               | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |      2882 | NS      | $116376.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                           | Blackstone Mortgage Trust, Inc.                                                              | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15955.71     | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                        | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160809.48    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12327 | PA      | $9910.80      | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                              | Deluxe Corp.                                                                                 | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9640.89      | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Coromandel International Ltd.                                             | Coromandel International Ltd.                                                                | CUSIP: N/A<br>LEI: 335800U73K3HJSQKT249       | Long             | EC               | CORP              | IN        |      3594 | NS      | $105049.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    266000 | PA      | $259912.43    | 0.06%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6758 | PA      | $6839.63      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                              | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $709729.27    | 0.15%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Aselsan Elektronik Sanayi ve Ticaret A/S                                  | Aselsan Elektronik Sanayi ve Ticaret A/S                                                     | CUSIP: N/A<br>LEI: 7890008XT4M710MU8714       | Long             | EC               | CORP              | TR        |      7339 | NS      | $27791.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RioCan REIT                                                               | RioCan REIT                                                                                  | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |     18576 | NS      | $241586.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5691 | PA      | $5566.70      | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12959 | PA      | $12283.11     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49130 | PA      | $47494.47     | 0.01%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6568 | PA      | $6171.69      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | 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        |      1952 | NS      | $30057.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  30569181 | PA      | $3877278.70   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    393000 | PA      | $352687.96    | 0.08%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250011.90    | 0.05%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26179 | PA      | $25605.99     | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       721 | PA      | $684.55       | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1340 | NS      | $417410.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38248 | PA      | $38498.76     | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                     | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                        | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        25 | NS      | $6751.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11672 | PA      | $11049.78     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2407 | PA      | $2288.20      | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14257 | PA      | $13540.85     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29331 | PA      | $26887.02     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                            | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1                                  | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26118 | PA      | $22500.48     | 0.00%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Makalot Industrial Co. Ltd.                                               | Makalot Industrial Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     22460 | NS      | $181704.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82786 | PA      | $66595.83     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27718 | PA      | $25743.83     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                             | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11004.31     | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                             | Banc of America Funding Trust, Series 2014-R2, Class 1C                                      | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48845 | PA      | $16927.26     | 0.00%             | 2036-11-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                        | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271594.04    | 0.06%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     11151 | NS      | $764847.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22097 | PA      | $20299.75     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                                           | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231247.30    | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ISA Energia Brasil SA                                                     | ISA Energia Brasil SA (Preference)                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |      1991 | NS      | $8512.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                   | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       855 | NS      | $177556.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd.                                                     | UltraTech Cement Ltd.                                                                        | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |        94 | NS      | $13258.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Flyer Holdings, Inc.                                                  | New Flyer Holdings, Inc.                                                                     | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $69632.75     | 0.02%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29998 | PA      | $28869.75     | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30283 | PA      | $29722.89     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43015 | PA      | $40005.59     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Primax Electronics Ltd.                                                   | Primax Electronics Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900JO4CQFFG7AIQ15       | Long             | EC               | CORP              | TW        |      1000 | NS      | $2496.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                               | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493434.61    | 0.11%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                               | goeasy Ltd.                                                                                  | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25545.20     | 0.01%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                            | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     19000 | PA      | $11675.55     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 1A1   | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27352 | PA      | $25716.07     | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1768 | NS      | $1817645.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550000 | PA      | $550721.76    | 0.12%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Talos Production, Inc.                                                    | Talos Production, Inc.                                                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34811.38     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DTAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54300 | PA      | $55726.18     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      6034 | NS      | $178959.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                | Ameriprise Financial, Inc.                                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       801 | NS      | $427517.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     47600 | NS      | $1469555.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50604 | PA      | $51621.30     | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                             | Wheaton Precious Metals Corp.                                                                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     23819 | NS      | $2142004.58   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3036 | PA      | $3182.58      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd.                                                   | Bharat Electronics Ltd.                                                                      | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |     46989 | NS      | $231089.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                            | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88889.46     | 0.02%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $203330.08    | 0.04%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd.                                                  | ENN Energy Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |     11400 | NS      | $91519.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1498 | PA      | $1337.69      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29064 | PA      | $29766.12     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                 | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133383.71    | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                              | EZCORP, Inc.                                                                                 | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15789.14     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                            | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246275.91    | 0.05%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KPIT Technologies Ltd.                                                    | KPIT Technologies Ltd.                                                                       | CUSIP: N/A<br>LEI: 3358009MOTWWU66WMV49       | Long             | EC               | CORP              | IN        |      1177 | NS      | $17278.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7115 | PA      | $6895.21      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Karoon USA Finance, Inc.                                                  | Karoon USA Finance, Inc.                                                                     | CUSIP: 48575AAA9<br>LEI: 254900I4IZ164TOMZH46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10143.50     | 0.00%             | 2029-05-14      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                          | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $970019.82    | 0.21%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                                      | IQVIA Holdings, Inc.                                                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      3810 | NS      | $600417.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                  | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    395000 | PA      | $412834.65    | 0.09%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3618N5GR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75043 | PA      | $77176.02     | 0.02%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                              | Santander Holdings USA, Inc.                                                                 | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262087.17    | 0.06%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                               | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    790000 | PA      | $769789.34    | 0.17%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | Mitsui Fudosan Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     84800 | NS      | $820955.68    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                                | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53171.89     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2943 | NS      | $468878.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dixon Technologies India Ltd.                                             | Dixon Technologies India Ltd.                                                                | CUSIP: N/A<br>LEI: 335800D7XO7AVXXJ8575       | Long             | EC               | CORP              | IN        |      2384 | NS      | $416726.62    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                           | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35028.69     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                       | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  14647139 | NS      | $14647139.31  | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12541 | PA      | $12252.45     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| King Yuan Electronics Co. Ltd.                                            | King Yuan Electronics Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     27000 | NS      | $94259.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24809 | PA      | $25508.64     | 0.01%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                           | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29622.17     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                             | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B                                   | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123492 | PA      | $80673.99     | 0.02%             | 2037-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                   | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239460.29    | 0.05%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     14619 | NS      | $628470.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                                     | Onto Innovation, Inc.                                                                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       127 | NS      | $12818.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Capital Corp.                                                    | Unilever Capital Corp.                                                                       | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $518154.23    | 0.11%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1288 | PA      | $1350.57      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107467 | PA      | $86740.18     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     13636 | NS      | $225655.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232193 | PA      | $189186.22    | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                              | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      8298 | NS      | $33024.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenfire Resources Ltd.                                                  | Greenfire Resources Ltd.                                                                     | CUSIP: 39525UAA5<br>LEI: 254900MTS0G2VGMJW059 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15788.09     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25561.75     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10761 | PA      | $10737.98     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                           | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30648.69     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                            | Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A                      | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6638 | PA      | $3469.58      | 0.00%             | 2036-04-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       681 | PA      | $607.83       | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9281 | PA      | $8786.79      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                              | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111407.77    | 0.02%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                           | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $328521.52    | 0.07%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $274514.23    | 0.06%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3742 | PA      | $3586.35      | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16943 | PA      | $15415.98     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                               | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |     18600 | NS      | $281823.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                 | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285148.93    | 0.06%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                                     | Astellas Pharma, Inc.                                                                        | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |     39700 | NS      | $388700.90    | 0.08%             |  |  |  | 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        |     20000 | PA      | $20298.58     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36133 | PA      | $32626.64     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8770 | PA      | $8039.71      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                                 | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185880.31    | 0.04%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     11432 | NS      | $919361.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                  | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445555.99    | 0.10%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J6D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74289 | PA      | $73020.12     | 0.02%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103844 | PA      | $87434.62     | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                    | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                          | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830825 | PA      | $2587.02      | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25814.93     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trent Ltd.                                                                | Trent Ltd.                                                                                   | CUSIP: N/A<br>LEI: 335800IYA8EHI7MW7G59       | Long             | EC               | CORP              | IN        |      1204 | NS      | $87285.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14893 | PA      | $13641.76     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                             | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98936.16     | 0.02%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                           | Martin Marietta Materials, Inc.                                                              | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150696.59    | 0.03%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                   | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101621.22    | 0.02%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| easyJet plc                                                               | easyJet plc                                                                                  | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |      1180 | NS      | $8635.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     31261 | NS      | $1352663.47   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinbon Electronics Co. Ltd.                                               | Sinbon Electronics Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $7496.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                                           | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $230141.95    | 0.05%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                            | Lehman ABS Manufactured Housing Contract Trust, Series 2002-A, Class C                       | CUSIP: 52519SAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2599 | PA      | $2571.72      | 0.00%             | 2033-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14472 | PA      | $14301.44     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -23000 | PA      | $-22570.55    | -0.00%            | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy, Series U                                                                  | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58025.15     | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                            | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $390843.00    | 0.08%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71106.09     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                                            | REA Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |      1913 | NS      | $302940.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA (Preference)                                                               | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |     15259 | NS      | $47211.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                             | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7422.91      | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                                   | Delta Electronics, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     26000 | NS      | $367924.75    | 0.08%             |  |  |  | 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        |      2240 | NS      | $155697.04    | 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      | $294256.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17864 | PA      | $16141.73     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9931 | PA      | $8079.46      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       407 | NS      | $50472.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22390 | PA      | $20616.99     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HJF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11863 | PA      | $11644.52     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12395 | PA      | $11671.45     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      5440 | NS      | $757080.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ARZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9907 | PA      | $9856.85      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3504 | PA      | $3329.10      | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rockchip Electronics Co. Ltd.                                             | Rockchip Electronics Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 8368002HC3QUMAKOPK03       | Long             | EC               | CORP              | CN        |     11300 | NS      | $240223.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                              | Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1                                      | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264681 | PA      | $106472.34    | 0.02%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40748 | PA      | $38039.42     | 0.01%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-11CB, Class 3A1                                          | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18610 | PA      | $8398.68      | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                       | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    189000 | PA      | $165835.22    | 0.04%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                                              | Xiaomi Corp., Class B                                                                        | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |    111400 | NS      | $857527.87    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1273 | NS      | $355434.33    | 0.08%             |  |  |  | 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      | $55045.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                          | Smiths Group plc                                                                             | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     19713 | NS      | $608034.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                     | Conseco Finance Securitizations Corp., Series 2000-5, Class A6                               | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36428 | PA      | $7205.49      | 0.00%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10988 | PA      | $10351.11     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4243 | PA      | $4249.58      | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     24080 | NS      | $11977632.80  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2007-HS1, Class M6                                                       | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24623.56     | 0.01%             | 2047-02-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Foot Locker, Inc.                                                         | Foot Locker, Inc.                                                                            | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18866.06     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                | ORIX Corp.                                                                                   | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     28300 | NS      | $638636.97    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                                        | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3337 | PA      | $3195.80      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dino Polska SA                                                            | Dino Polska SA                                                                               | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |       172 | NS      | $25134.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang NHU Co. Ltd.                                                     | Zhejiang NHU Co. Ltd., Class A                                                               | CUSIP: N/A<br>LEI: 655600NJSJADB39G3P54       | Long             | EC               | CORP              | CN        |     28200 | NS      | $83812.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1501 | PA      | $1413.96      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6966 | PA      | $6881.30      | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273251.67    | 0.06%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50988 | PA      | $49792.54     | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                            | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263417.61    | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| East Money Information Co. Ltd.                                           | East Money Information Co. Ltd., Class A                                                     | CUSIP: N/A<br>LEI: 836800ZFB0ZEK3KKW487       | Long             | EC               | CORP              | CN        |      4200 | NS      | $13584.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                        | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28440.34     | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     67097 | NS      | $3175030.04   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                       | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14581.21     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394725 | PA      | $349295.23    | 0.08%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education, Inc.                                            | Adtalem Global Education, Inc.                                                               | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11901.52     | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                            | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $17564.35     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19114 | PA      | $19070.17     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31335BFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15091 | PA      | $14736.88     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                             | Nutanix, Inc., Class A                                                                       | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      1244 | NS      | $95091.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24027 | PA      | $23391.61     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1478 | PA      | $1390.03      | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                                | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      1358 | NS      | $79041.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6092.62      | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1087 | PA      | $1043.95      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                      | Compass Minerals International, Inc.                                                         | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71286.68     | 0.02%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nasdaq-100 E-Mini Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32 | NC      | $-475404.86   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Amber Enterprises India Ltd.                                              | Amber Enterprises India Ltd.                                                                 | CUSIP: N/A<br>LEI: 3358009JZU4XT3666G06       | Long             | EC               | CORP              | IN        |        69 | NS      | $5449.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138M5G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9582 | PA      | $9533.60      | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                                    | Labcorp Holdings, Inc.                                                                       | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $7087.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $501191.41    | 0.11%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25544 | PA      | $20568.20     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    232000 | PA      | $238686.61    | 0.05%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Crompton Greaves Consumer Electricals Ltd.                                | Crompton Greaves Consumer Electricals Ltd.                                                   | CUSIP: N/A<br>LEI: 335800DIIEEWMH3UDH51       | Long             | EC               | CORP              | IN        |     34891 | NS      | $144533.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332000 | PA      | $266987.66    | 0.06%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1007484.20   | 0.22%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       721 | NS      | $235135.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2339 | PA      | $2241.59      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17718.38     | 0.00%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    762000 | PA      | $651925.14    | 0.14%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QANL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248077 | PA      | $243378.80    | 0.05%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                           | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140134.64    | 0.03%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                      | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $966053.49    | 0.21%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                 | Nice Ltd.                                                                                    | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      1106 | NS      | $187481.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       154 | PA      | $148.77       | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34931 | PA      | $35893.24     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rational AG                                                               | Rational AG                                                                                  | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |        22 | NS      | $18486.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140FCTM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19476 | PA      | $17495.63     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Remitly Global, Inc.                                                      | Remitly Global, Inc.                                                                         | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4735 | NS      | $88875.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd.                                                               | Santos Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |     21625 | NS      | $109030.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE7, Class M2                      | CUSIP: 073879EV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        62 | PA      | $61.51        | 0.00%             | 2034-08-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -23336 | PA      | $-23955.09    | -0.01%            | 2055-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26269 | PA      | $24974.56     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       735 | PA      | $722.27       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                                        | Elbit Systems Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |        17 | NS      | $7572.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QM3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88099 | PA      | $71019.09     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1126113.29   | 0.24%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     17500 | NS      | $193094.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                   | Waste Connections, Inc.                                                                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        39 | NS      | $7282.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                 | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      6498 | NS      | $262783.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                            | SoftBank Corp.                                                                               | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     99000 | NS      | $153346.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8495.06      | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                           | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51274.19     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    188000 | PA      | $183373.44    | 0.04%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33303 | PA      | $33980.34     | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                 | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25904.50     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1207316 | PA      | $1026235.42   | 0.22%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                               | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    209200 | NS      | $1895026.41   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                                | Skanska AB, Class B                                                                          | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      2519 | NS      | $58679.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $399578.12    | 0.09%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1268 | NS      | $111343.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      8774 | NS      | $2043289.12   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XQL58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16795 | PA      | $16437.01     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                           | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20773.90     | 0.00%             | 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        |       779 | NS      | $47614.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197742.80    | 0.04%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| KOC Holding A/S                                                           | KOC Holding A/S                                                                              | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               | CORP              | TR        |      7105 | NS      | $27496.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44351 | PA      | $37635.68     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pentair Finance SARL                                                      | Pentair Finance SARL                                                                         | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $449346.11    | 0.10%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1034 | PA      | $1026.07      | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $50480.74     | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-2, Class B                                   | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18224 | PA      | $17524.76     | 0.00%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ReNew Energy Global plc                                                   | ReNew Energy Global plc, Class A                                                             | CUSIP: N/A<br>LEI: 254900SL77LA2KAG7R65       | Long             | EC               | CORP              | GB        |      8701 | NS      | $60123.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     40651 | NS      | $955412.48    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16058 | PA      | $12893.20     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 22A                     | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9261 | PA      | $8654.14      | 0.00%             | 2037-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    528450 | PA      | $449194.81    | 0.10%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        46 | NS      | $120226.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3497 | PA      | $3234.98      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Natura & Co. Holding SA                                                   | Natura & Co. Holding SA                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     17969 | NS      | $36545.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                                             | Coupang, Inc., Class A                                                                       | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      5595 | NS      | $167626.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 3618N5EX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22498 | PA      | $23127.27     | 0.00%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27234.45     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4005 | PA      | $3872.91      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc.                                                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $51015.37     | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9654 | PA      | $9337.46      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                        | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      4610 | NS      | $178762.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                        | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256914.84    | 0.06%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156659.47    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                  | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100872.80    | 0.02%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21705 | PA      | $19590.19     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36241KXQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5974 | PA      | $6046.33      | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    798000 | PA      | $774060.00    | 0.17%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4091 | NS      | $597367.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                                         | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $271649.97    | 0.06%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8129 | PA      | $7827.69      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund                                                               | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123768.42    | 0.03%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133KRVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49741 | PA      | $51007.86     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                              | Ecolab, Inc.                                                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       158 | NS      | $42571.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                           | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126989.74    | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marfrig Global Foods SA                                                   | Marfrig Global Foods SA                                                                      | CUSIP: N/A<br>LEI: 391200219USWMOBN3F92       | Long             | EC               | CORP              | BR        |     10887 | NS      | $46007.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36181GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14115 | PA      | $13210.92     | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215008 | PA      | $182758.96    | 0.04%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $935345.69    | 0.20%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $1580.51      | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       523 | PA      | $510.36       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                                      | Dassault Aviation SA                                                                         | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |        21 | NS      | $7425.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1614 | NS      | $627781.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Financing Ltd.                                         | Trane Technologies Financing Ltd.                                                            | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1280000 | PA      | $1258009.75   | 0.27%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2155 | PA      | $2101.41      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                        | NSTAR Electric Co.                                                                           | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269593.84    | 0.06%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Parade Technologies Ltd.                                                  | Parade Technologies Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900D9FDQHQKAQLY02       | Long             | EC               | CORP              | KY        |      7000 | NS      | $143141.22    | 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      | $-68784.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OC10, Class 2A3                                          | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22479 | PA      | $19390.34     | 0.00%             | 2036-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                        | Burford Capital Global Finance LLC                                                           | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47360.66     | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6323 | NS      | $1173675.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                        | StoneX Group, Inc.                                                                           | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58701.78     | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CPI CG, Inc.                                                              | CPI CG, Inc.                                                                                 | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38988.75     | 0.01%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                    | CWHEQ Revolving Home Equity Loan Trust, Series 2005-B, Class 2A                              | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1003 | PA      | $993.70       | 0.00%             | 2035-05-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29785.04     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                 | CRH America Finance, Inc.                                                                    | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302317.97    | 0.07%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                  | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34602.68     | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24011 | PA      | $23472.60     | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137860 | PA      | $110249.06    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53508.47     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4820 | PA      | $4640.66      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4824 | PA      | $4705.38      | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      6000 | NS      | $93420.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                        | Reinsurance Group of America, Inc.                                                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1979 | NS      | $392554.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                                       | CUSIP: N/A<br>LEI: 254900JSFON4WL81TW77       | Long             | EC               | CORP              | NL        |      6234 | NS      | $90806.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460065.05    | 0.10%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F032476<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61000 | PA      | $58858.52     | 0.01%             | 2040-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual, Inc.                                                   | Washington Mutual Escrow Bonds                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $0.04         | 0.00%             | 2017-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3662 | PA      | $3838.83      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2056 | PA      | $2076.00      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2704 | PA      | $2687.49      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       265 | NS      | $139125.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ Logistics Corp.                                                        | CJ Logistics Corp.                                                                           | CUSIP: N/A<br>LEI: 988400MIXJ2YDYLYR916       | Long             | EC               | CORP              | KR        |      2527 | NS      | $163273.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                              | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |      3196 | NS      | $54011.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                               | Finning International, Inc.                                                                  | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       946 | NS      | $40445.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       423 | NS      | $2448848.52   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                             | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    370000 | PA      | $292141.90    | 0.06%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A3                                     | CUSIP: 54251TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12289 | PA      | $4907.80      | 0.00%             | 2036-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                                    | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203496.99    | 0.04%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60884 | PA      | $54650.20     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajanta Pharma Ltd.                                                        | Ajanta Pharma Ltd.                                                                           | CUSIP: N/A<br>LEI: 3358008XLYJJZBFBCK12       | Long             | EC               | CORP              | IN        |       934 | NS      | $28043.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1829 | NS      | $194879.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                                               | Qorvo, Inc.                                                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        65 | NS      | $5519.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    209164 | NS      | $755717.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31618.01     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                      | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |      2479 | NS      | $125137.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142642 | PA      | $126572.19    | 0.03%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                               | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20297.11     | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                                 | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107408.28    | 0.02%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                               | TEGNA, Inc.                                                                                  | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13605.76     | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2873 | PA      | $2766.28      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21359 | PA      | $22026.83     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                 | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93245.06     | 0.02%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140HHWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6179 | PA      | $5824.79      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54913 | PA      | $44215.34     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11019 | PA      | $10431.77     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129836.33    | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178373.59    | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $2991.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Birlasoft Ltd.                                                            | Birlasoft Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800287UMX47DWBF82       | Long             | EC               | CORP              | IN        |     17432 | NS      | $88140.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                                     | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84754.28     | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5176 | PA      | $5007.08      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                        | Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1                                 | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18461 | PA      | $15425.21     | 0.00%             | 2038-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                    | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250671.10    | 0.05%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2081 | NS      | $248908.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                          | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4                                    | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7022 | PA      | $2968.75      | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6487 | PA      | $6273.07      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5120 | NS      | $567654.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ITD Cementation India Ltd.                                                | ITD Cementation India Ltd.                                                                   | CUSIP: N/A<br>LEI: 3358006KHK78LNJLYY13       | Long             | EC               | CORP              | IN        |      2928 | NS      | $31916.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1282 | NS      | $151276.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3964 | PA      | $3540.43      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd.                                        | Sun Pharmaceutical Industries Ltd.                                                           | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               | CORP              | IN        |       646 | NS      | $12628.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                   | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9599 | PA      | $8337.67      | 0.00%             | 2036-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                            | Vallourec SACA                                                                               | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     29000 | PA      | $30399.54     | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4681 | NS      | $1460331.57   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43000 | PA      | $36790.20     | 0.01%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                                               | Givaudan SA (Registered)                                                                     | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       203 | NS      | $984454.02    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc.                                                                                 | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71010.31     | 0.02%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417FR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99276 | PA      | $89315.74     | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3981 | PA      | $3660.53      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Empire Co. Ltd.                                                           | Empire Co. Ltd., Class A                                                                     | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      2132 | NS      | $88473.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                       | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15055.93     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179DEK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21689 | PA      | $20299.28     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     63231 | NS      | $2314482.27   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9709 | NS      | $2206952.79   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil SA                                                      | Telefonica Brasil SA                                                                         | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |     54562 | NS      | $311217.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13431 | PA      | $12499.55     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025370 | PA      | $933647.54    | 0.20%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $195106.25    | 0.04%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J6DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       722 | PA      | $695.29       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25475.75     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                           | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $397662.09    | 0.09%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89 | PA      | $86.32        | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2901 | PA      | $2808.76      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                     | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     18402 | NS      | $2233581.56   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $405984.75    | 0.09%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                 | O'Reilly Automotive, Inc.                                                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       240 | NS      | $21631.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                                                        | Hyatt Hotels Corp.                                                                           | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395451.23    | 0.09%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV, Class N                                                                           | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      1489 | NS      | $83542.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                                           | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $701644.08    | 0.15%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4102 | PA      | $3784.12      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                              | Incyte Corp.                                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      2574 | NS      | $175289.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Odeon Finco plc                                                           | Odeon Finco plc                                                                              | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |     48000 | PA      | $50154.53     | 0.01%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4535 | NS      | $1610151.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                                      | Allstate Corp. (The)                                                                         | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107098.77    | 0.02%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Reliance, Inc.                                                            | Reliance, Inc.                                                                               | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    370000 | PA      | $327960.27    | 0.07%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                        | ConocoPhillips Co.                                                                           | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464659.93    | 0.10%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd.                                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10087.70     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3670 | PA      | $3373.91      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5984 | PA      | $5405.91      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                      | Crown Holdings, Inc.                                                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      3866 | NS      | $398120.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                       | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24852.25     | 0.01%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       160 | NS      | $39560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    287864 | PA      | $254790.25    | 0.05%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       600 | NS      | $239896.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7063000 | PA      | $6718678.75   | 1.45%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        41 | NS      | $11978.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                                         | Bureau Veritas SA                                                                            | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |      1199 | NS      | $40924.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pidilite Industries Ltd.                                                  | Pidilite Industries Ltd.                                                                     | CUSIP: N/A<br>LEI: 335800APXGEBZ349GN74       | Long             | EC               | CORP              | IN        |       397 | NS      | $14148.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Tyres Ltd.                                                         | Apollo Tyres Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800W2PJ4XBSHQYC34       | Long             | EC               | CORP              | IN        |      2766 | NS      | $14474.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                         | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31965.28     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                  | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371383.16    | 0.08%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1253000 | PA      | $-1133867.12  | -0.24%            | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37108.16     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30696.02     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $3736.88      | 0.00%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13736 | PA      | $12429.77     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allos SA                                                                  | Allos SA                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     44445 | NS      | $185940.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Ltd.                                                        | Bharti Airtel Ltd.                                                                           | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |      7442 | NS      | $174470.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4224 | PA      | $3894.39      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                          | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    129000 | PA      | $121345.66    | 0.03%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    830000 | PA      | $828854.16    | 0.18%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                           | Amer Sports Co.                                                                              | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51018.31     | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317419.00    | 0.07%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      3671 | NS      | $543968.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining plc                                                      | Endeavour Mining plc                                                                         | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |       385 | NS      | $11871.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties LP                                              | Hudson Pacific Properties LP                                                                 | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34141.60     | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                            | Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1                      | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16646 | PA      | $16779.15     | 0.00%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $65151.80     | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1252 | PA      | $1241.81      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                                | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67553.90     | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                       | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      3040 | NS      | $908625.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                           | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $39497.50     | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31296WPQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25281 | PA      | $26165.67     | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                 | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $86752.90     | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA8, Class 2A1                                           | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10217 | PA      | $8026.70      | 0.00%             | 2047-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10096 | PA      | $9454.37      | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                            | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      7494 | NS      | $875905.64    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                                         | Industrivarden AB, Class A                                                                   | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |       308 | NS      | $11196.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84179 | PA      | $79055.16     | 0.02%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254613 | PA      | $216423.52    | 0.05%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                              | Sprouts Farmers Market, Inc.                                                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       326 | NS      | $53672.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                          | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127579.31    | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27512 | PA      | $26308.85     | 0.01%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41527.03     | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274744 | PA      | $280776.91    | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6322 | PA      | $6069.94      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                              | International Consolidated Airlines Group SA                                                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |     53303 | NS      | $250033.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                | Willis North America, Inc.                                                                   | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218667.05    | 0.05%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4953 | PA      | $4413.67      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43223 | PA      | $39141.22     | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                 | Gerdau SA (Preference)                                                                       | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EP               | CORP              | BR        |     38168 | NS      | $112401.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                                                          | BorgWarner, Inc.                                                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     51905 | NS      | $1737779.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                | CSMC Mortgage-Backed Trust, Series 2007-5, Class 1A11                                        | CUSIP: 22944BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22946 | PA      | $10794.66     | 0.00%             | 2037-08-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                              | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87398.63     | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Orica Ltd.                                                                | Orica Ltd.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1117 | NS      | $14342.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64267 | PA      | $54270.16     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                    | BRF SA                                                                                       | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | EC               | CORP              | BR        |     12798 | NS      | $47535.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       573 | PA      | $556.65       | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1429963 | PA      | $1215487.21   | 0.26%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8186 | PA      | $8164.50      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31417GLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49901 | PA      | $45048.34     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                             | Allegion US Holding Co., Inc.                                                                | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14702.36     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                              | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177513.54    | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312944 | PA      | $268798.86    | 0.06%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J8ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37902 | PA      | $36891.73     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                                         | Nomura Real Estate Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |     31400 | NS      | $183916.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                                        | Kinross Gold Corp.                                                                           | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |     51385 | NS      | $802990.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Paints Ltd.                                                         | Asian Paints Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800HEHXGYRUNERD75       | Long             | EC               | CORP              | IN        |       979 | NS      | $26735.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                        | TSMC Arizona Corp.                                                                           | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345971.50    | 0.07%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      7441 | NS      | $618495.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                                       | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    281000 | PA      | $281412.01    | 0.06%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     15429 | NS      | $141031.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      5094 | NS      | $868170.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4986 | PA      | $4686.03      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2049 | PA      | $1998.51      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6840 | PA      | $6631.18      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     10833 | NS      | $1725263.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CPFL Energia SA                                                           | CPFL Energia SA                                                                              | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |     15815 | NS      | $118472.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust                                                   | GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4                                           | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       339 | PA      | $647.06       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                  | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $557946.48    | 0.12%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                  | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, Class A2MZ                        | CUSIP: 61744CKH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78383 | PA      | $73775.44     | 0.02%             | 2034-12-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                 | Coca-Cola Femsa SAB de CV                                                                    | CUSIP: N/A<br>LEI: 5493008KEVFYPMGTXO33       | Long             | EC               | CORP              | MX        |      6543 | NS      | $63398.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                        | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     49000 | PA      | $52065.91     | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                        | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339310.79    | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd.                                                     | HCL Technologies Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |     14018 | NS      | $282630.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OH2, Class A2A                                           | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |      4238 | PA      | $3746.26      | 0.00%             | 2047-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Samsung C&T Corp.                                                         | Samsung C&T Corp.                                                                            | CUSIP: N/A<br>LEI: 988400GFRE4IDFPE9E64       | Long             | EC               | CORP              | KR        |       360 | NS      | $42905.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352433 | PA      | $299574.67    | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | 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        |      1600 | NS      | $52835.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                                | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23114 | PA      | $22661.29     | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140L6BK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32391 | PA      | $26131.44     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd.                                                            | HTA Group Ltd.                                                                               | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     50000 | PA      | $51005.00     | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                           | MakeMyTrip Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |      1900 | NS      | $186238.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                                              | Rambus, Inc.                                                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1862 | NS      | $119205.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34387.36     | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                  | CACI International, Inc.                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52629.35     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                       | Bear Stearns Mortgage Funding Trust, Series 2006-SL1, Class A1                               | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7545 | PA      | $7455.33      | 0.00%             | 2036-08-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                             | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $368168.70    | 0.08%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                     | Auto Trader Group plc                                                                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     32008 | NS      | $362548.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4090 | PA      | $4006.28      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4085 | PA      | $3949.05      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-5, Class 2A3                                     | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19545 | PA      | $9116.46      | 0.00%             | 2036-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                           | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $937002.54    | 0.20%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                                 | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |     53715 | NS      | $1003540.01   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                                           | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1072179.92   | 0.23%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     11504 | NS      | $624437.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        38 | NS      | $8398.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPL Ltd.                                                                  | UPL Ltd.                                                                                     | CUSIP: N/A<br>LEI: 335800RJSM1SLHO4UA95       | Long             | EC               | CORP              | IN        |      1756 | NS      | $13545.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $213472.77    | 0.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                        | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    122000 | PA      | $105988.12    | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47 | NC      | $-84499.89    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Willis North America, Inc.                                                | Willis North America, Inc.                                                                   | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160874.30    | 0.03%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                            | Option One Mortgage Loan Trust, Series 2007-FXD2, Class 1A1                                  | CUSIP: 68403BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27532 | PA      | $24879.73     | 0.01%             | 2037-03-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                           | Grupo Cibest SA (Preference)                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | CO        |      9851 | NS      | $111459.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5158 | PA      | $4749.04      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       351 | NS      | $162562.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                  | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331683.47    | 0.07%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                  | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $69936.90     | 0.02%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32245 | PA      | $33188.40     | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                                  | William Carter Co. (The)                                                                     | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21863.24     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MTN Group Ltd.                                                            | MTN Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |     22136 | NS      | $176207.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $449639.08    | 0.10%             | 2028-07-25      | Variable      | 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      | $-4318.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                               | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26742.56     | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      4030 | NS      | $150960.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111788 | PA      | $112883.98    | 0.02%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1208 | PA      | $1190.22      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139945 | PA      | $118060.25    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9947 | PA      | $9721.29      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Migros Ticaret A/S                                                        | Migros Ticaret A/S                                                                           | CUSIP: N/A<br>LEI: 5493002IOWNT1QZMAA74       | Long             | EC               | CORP              | TR        |     21030 | NS      | $261412.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                               | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39418 | PA      | $25572.24     | 0.01%             | 2046-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                               | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245856.60    | 0.05%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HDC Hyundai Development Co-Engineering & Construction                     | HDC Hyundai Development Co-Engineering & Construction                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1475 | NS      | $24495.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     16450 | NS      | $115527.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                           | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25811.92     | 0.01%             | 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        |     12742 | NS      | $186369.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13788 | PA      | $12832.87     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                            | Option One Mortgage Loan Trust, Series 2007-CP1, Class 2A3                                   | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $34468.98     | 0.01%             | 2037-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3599 | PA      | $3594.05      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       455 | PA      | $442.10       | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9289 | NS      | $2533017.41   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41263.65     | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                                     | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      9437 | NS      | $125065.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                              | Deluxe Corp.                                                                                 | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28897.90     | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                 | NVR, Inc.                                                                                    | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    620000 | PA      | $577481.41    | 0.12%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                         | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119862.63    | 0.03%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4181 | PA      | $3931.26      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                  | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       949 | NS      | $198075.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35099 | PA      | $33003.64     | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xero Ltd.                                                                 | Xero Ltd.                                                                                    | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |      5928 | NS      | $701455.87    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkermes plc                                                              | Alkermes plc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1973 | NS      | $56447.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                                | United Natural Foods, Inc.                                                                   | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59217.72     | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       564 | PA      | $529.21       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                              | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48663.49     | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4598 | PA      | $4595.37      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lotes Co. Ltd.                                                            | Lotes Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $46303.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1726 | PA      | $1682.18      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20186 | PA      | $18227.33     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475000 | PA      | $466519.93    | 0.10%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Solar Industries India Ltd.                                               | Solar Industries India Ltd.                                                                  | CUSIP: N/A<br>LEI: 3358002ANWRT2YJ79L60       | Long             | EC               | CORP              | IN        |      1245 | NS      | $255515.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     22000 | NS      | $325175.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140EXEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15507 | PA      | $15213.36     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                          | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66000 | PA      | $64254.61     | 0.01%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                              | Klepierre SA                                                                                 | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      1224 | NS      | $48396.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                                            | Amada Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |     38900 | NS      | $424515.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                 | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $665624.70    | 0.14%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4879 | PA      | $4577.19      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                   | Quest Diagnostics, Inc.                                                                      | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343350.77    | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                              | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1419924.56   | 0.31%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                             | Premier Entertainment Sub LLC                                                                | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $4380.00      | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8154 | PA      | $7665.42      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    798833 | PA      | $706842.49    | 0.15%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                      | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55147.45     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100384 | PA      | $81023.21     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     15202 | NS      | $672257.09    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89829 | PA      | $93323.59     | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd.                                                        | Ivanhoe Mines Ltd.                                                                           | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $50760.81     | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    440000 | PA      | $394483.21    | 0.09%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $42489.65     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23617 | PA      | $18858.69     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                              | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87078.86     | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Seegene, Inc.                                                             | Seegene, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       693 | NS      | $16989.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                           | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25816.96     | 0.01%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd.                                                    | Pagseguro Digital Ltd., Class A                                                              | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |      6117 | NS      | $58967.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc., Class A                                                                         | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      3431 | NS      | $233067.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $128316.20    | 0.03%             | 2055-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9584 | PA      | $9251.21      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Radico Khaitan Ltd.                                                       | Radico Khaitan Ltd.                                                                          | CUSIP: N/A<br>LEI: 335800P7T5DW332M7E19       | Long             | EC               | CORP              | IN        |       828 | NS      | $25271.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                           | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179043.35    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Steel Co.                                                         | Hyundai Steel Co.                                                                            | CUSIP: N/A<br>LEI: 9884006EYA94IB2C3132       | Long             | EC               | CORP              | KR        |      4848 | NS      | $105087.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng, Inc.                                                               | XPeng, Inc., Class A                                                                         | CUSIP: N/A<br>LEI: 549300TZNMIREMWQU857       | Long             | EC               | CORP              | KY        |      1100 | NS      | $9846.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      3342 | NS      | $99075.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                         | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    199000 | PA      | $193756.58    | 0.04%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20826 | PA      | $20483.76     | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                             | Premier Entertainment Sub LLC                                                                | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $28052.50     | 0.01%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1453 | NS      | $1155817.91   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 3140J7R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26555 | PA      | $25871.83     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                    | HLF Financing SARL LLC                                                                       | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $17657.80     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                           | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25326 | PA      | $23958.29     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                          | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    220000 | PA      | $132095.50    | 0.03%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                             | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40627 | PA      | $38137.56     | 0.01%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                     | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4347 | PA      | $4061.56      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** BlackRock Series Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer