# EDGAR Filing Document

**Accession Number:** 0000764719
**File Stem:** 0002071691-26-006495
**Filing Date:** 2026-3
**Character Count:** 594475
**Document Hash:** 143b36479e41e82a87efd03af7d65f4a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-006495.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0002071691-26-006495

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XV
- **CENTRAL INDEX KEY:** 0000764719

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04253
- **FILM NUMBER:** 26789759

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT LIMITED MATURITY FUND /MA/
- **DATE OF NAME CHANGE:** 19930623

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM ACCOUNT
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MFS Global Alternative Strategy Fund (Series ID: S000019515)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000054207 | A            | DVRAX           |
| C000054208 | R4           | DVRKX           |
| C000054209 | R6           | DVRLX           |
| C000054210 | B            | DVRBX           |
| C000054211 | C            | DVRCX           |
| C000054212 | I            | DVRIX           |
| C000054214 | R1           | DVRFX           |
| C000054216 | R2           | DVRHX           |
| C000054217 | R3           | DVRJX           |

## Nport-Ex

DTR-Q1

![](imgc6f013a61.gif)

**Quarterly Report**

January 31, 2026

MFS<sup>®</sup> Global Alternative <br>Strategy Fund

![](img2ac60a3f2.gif)

------

**Portfolio of Investments**

1/31/26 (unaudited)

The Portfolio of Investments is a complete list of all securities owned by your fund. It is categorized by broad-based asset classes.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – 74.0%  | Common Stocks – 74.0%  | Common Stocks – 74.0%  |
| Aerospace & Defense – 2.2% | Aerospace & Defense – 2.2% |  |
| Amprius Technologies, Inc. (a) | 3076 | &nbsp;&nbsp;&nbsp; $38266 |
| Axon Enterprise, Inc. (a) | 348 | &nbsp;&nbsp;&nbsp; 168286 |
| Babcock International Group PLC | 3243 | &nbsp;&nbsp;&nbsp; 63679 |
| BETA Technologies, Inc., "A" (a) | 534 | &nbsp;&nbsp;&nbsp; 11481 |
| Boeing Co. (a) | 2918 | &nbsp;&nbsp;&nbsp; 681995 |
| BWX Technologies, Inc. | 2858 | &nbsp;&nbsp;&nbsp; 587119 |
| CACI International, Inc., "A" (a) | 148 | &nbsp;&nbsp;&nbsp; 91846 |
| Curtiss-Wright Corp. | 328 | &nbsp;&nbsp;&nbsp; 215394 |
| General Dynamics Corp. | 837 | &nbsp;&nbsp;&nbsp; 293862 |
| General Electric Co. | 1505 | &nbsp;&nbsp;&nbsp; 461719 |
| Hexcel Corp. | 1624 | &nbsp;&nbsp;&nbsp; 134484 |
| Howmet Aerospace, Inc. | 2829 | &nbsp;&nbsp;&nbsp; 588658 |
| Karman Holdings, Inc. (a) | 424 | &nbsp;&nbsp;&nbsp; 44011 |
| KBR, Inc. | 951 | &nbsp;&nbsp;&nbsp; 40712 |
| L3Harris Technologies, Inc. | 260 | &nbsp;&nbsp;&nbsp; 89141 |
| Leidos Holdings, Inc. | 380 | &nbsp;&nbsp;&nbsp; 71546 |
| Leonardo DRS, Inc. | 1692 | &nbsp;&nbsp;&nbsp; 69474 |
| Mirion Technologies, Inc. (a) | 3817 | &nbsp;&nbsp;&nbsp; 94814 |
| MTU Aero Engines Holding AG | 693 | &nbsp;&nbsp;&nbsp; 307632 |
| RTX Corp. | 532 | &nbsp;&nbsp;&nbsp; 106895 |
| Singapore Technologies Engineering Ltd. | 16200 | &nbsp;&nbsp;&nbsp; 124802 |
| Standard Aero, Inc. (a) | 4024 | &nbsp;&nbsp;&nbsp; 124301 |
| Textron, Inc. | 5688 | &nbsp;&nbsp;&nbsp; 500885 |
| Thales S.A. | 401 | &nbsp;&nbsp;&nbsp; 121683 |
| York Space Systems, Inc. (a) | 808 | &nbsp;&nbsp;&nbsp; 27432 |
|  |  | &nbsp;&nbsp;&nbsp; $5060117 |
| Airlines – 0.1% | Airlines – 0.1% |  |
| Alaska Air Group, Inc. (a) | 1732 | &nbsp;&nbsp;&nbsp; $88038 |
| Delta Air Lines, Inc. | 941 | &nbsp;&nbsp;&nbsp; 62002 |
| Qantas Airways Ltd. | 8429 | &nbsp;&nbsp;&nbsp; 59106 |
| Southwest Airlines Co. | 1376 | &nbsp;&nbsp;&nbsp; 65388 |
|  |  | &nbsp;&nbsp;&nbsp; $274534 |
| Alcoholic Beverages – 0.7% | Alcoholic Beverages – 0.7% |  |
| Brown-Forman Corp., " B" | 1405 | &nbsp;&nbsp;&nbsp; $38455 |
| Carlsberg Group | 619 | &nbsp;&nbsp;&nbsp; 83806 |
| China Resources Beer Holdings Co. Ltd. | 37000 | &nbsp;&nbsp;&nbsp; 124184 |
| Davide Campari-Milano N.V. (l) | 10222 | &nbsp;&nbsp;&nbsp; 72506 |
| Heineken N.V. | 7432 | &nbsp;&nbsp;&nbsp; 610852 |
| Pernod Ricard S.A. | 6893 | &nbsp;&nbsp;&nbsp; 613450 |
|  |  | &nbsp;&nbsp;&nbsp; $1543253 |
| Apparel Manufacturers – 0.6% | Apparel Manufacturers – 0.6% |  |
| Birkenstock Holding PLC (a) | 1988 | &nbsp;&nbsp;&nbsp; $75067 |
| Burberry Group PLC (a) | 1569 | &nbsp;&nbsp;&nbsp; 23595 |
| Columbia Sportswear Co. | 991 | &nbsp;&nbsp;&nbsp; 54782 |
| Compagnie Financiere Richemont S.A. | 2053 | &nbsp;&nbsp;&nbsp; 397162 |
| LVMH Moet Hennessy Louis Vuitton SE | 1183 | &nbsp;&nbsp;&nbsp; 766901 |
| Wolverine World Wide, Inc. | 1566 | &nbsp;&nbsp;&nbsp; 27750 |
|  |  | &nbsp;&nbsp;&nbsp; $1345257 |
| Automotive – 0.7% | Automotive – 0.7% |  |
| Aptiv PLC (a) | 2298 | &nbsp;&nbsp;&nbsp; $174073 |
| Atmus Filtration Technologies, Inc. | 1203 | &nbsp;&nbsp;&nbsp; 69738 |
| Carvana Co. (a) | 505 | &nbsp;&nbsp;&nbsp; 202561 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Automotive – continued | Automotive – continued |  |
| Compagnie Generale des Etablissements Michelin | 1617 | &nbsp;&nbsp;&nbsp; $60089 |
| Goodyear Tire & Rubber Co. (a) | 3687 | &nbsp;&nbsp;&nbsp; 34695 |
| Group 1 Automotive, Inc. | 138 | &nbsp;&nbsp;&nbsp; 48888 |
| LKQ Corp. | 1807 | &nbsp;&nbsp;&nbsp; 59360 |
| Modine Manufacturing Co. (a) | 603 | &nbsp;&nbsp;&nbsp; 111350 |
| Niterra Co. Ltd. | 3000 | &nbsp;&nbsp;&nbsp; 130867 |
| Shimano, Inc. | 2400 | &nbsp;&nbsp;&nbsp; 273404 |
| Stanley Electric Co. Ltd. | 3000 | &nbsp;&nbsp;&nbsp; 59027 |
| Suzuki Motor Corp. | 7900 | &nbsp;&nbsp;&nbsp; 107530 |
| Tesla, Inc. (a) | 318 | &nbsp;&nbsp;&nbsp; 136870 |
| Toyota Industries Corp. | 400 | &nbsp;&nbsp;&nbsp; 51060 |
| Visteon Corp. | 920 | &nbsp;&nbsp;&nbsp; 83591 |
|  |  | &nbsp;&nbsp;&nbsp; $1603103 |
| Biotechnology – 0.7% | Biotechnology – 0.7% |  |
| ABSCI Corp. (a)(l) | 4070 | &nbsp;&nbsp;&nbsp; $12169 |
| Adaptive Biotechnologies Corp. (a) | 2083 | &nbsp;&nbsp;&nbsp; 38535 |
| Biogen, Inc. (a) | 226 | &nbsp;&nbsp;&nbsp; 40655 |
| CG Oncology, Inc. (a) | 474 | &nbsp;&nbsp;&nbsp; 24672 |
| Cogent Biosciences, Inc. (a) | 545 | &nbsp;&nbsp;&nbsp; 19571 |
| CSL Ltd. | 720 | &nbsp;&nbsp;&nbsp; 90959 |
| Exact Sciences Corp. (a) | 2981 | &nbsp;&nbsp;&nbsp; 305076 |
| Gilead Sciences, Inc. | 7062 | &nbsp;&nbsp;&nbsp; 1002451 |
| Immunocore Holdings PLC, ADR (a) | 1042 | &nbsp;&nbsp;&nbsp; 33917 |
|  |  | &nbsp;&nbsp;&nbsp; $1568005 |
| Broadcasting – 0.8% | Broadcasting – 0.8% |  |
| Netflix, Inc. (a) | 1448 | &nbsp;&nbsp;&nbsp; $120894 |
| Nexstar Media Group, Inc. | 492 | &nbsp;&nbsp;&nbsp; 104491 |
| Nippon Television Holdings, Inc. | 4600 | &nbsp;&nbsp;&nbsp; 110393 |
| Omnicom Group, Inc. | 1276 | &nbsp;&nbsp;&nbsp; 98303 |
| Spotify Technology S.A. (a) | 1909 | &nbsp;&nbsp;&nbsp; 955168 |
| Tencent Music Entertainment Group, ADR | 7772 | &nbsp;&nbsp;&nbsp; 130414 |
| TKO Group Holdings, Inc. | 1417 | &nbsp;&nbsp;&nbsp; 287056 |
|  |  | &nbsp;&nbsp;&nbsp; $1806719 |
| Brokerage & Asset Managers – 3.4% | Brokerage & Asset Managers – 3.4% |  |
| Ares Management Co. | 2098 | &nbsp;&nbsp;&nbsp; $314008 |
| B3 S.A. - Brasil Bolsa Balcao | 190700 | &nbsp;&nbsp;&nbsp; 585208 |
| Bank of New York Mellon Corp. | 5910 | &nbsp;&nbsp;&nbsp; 708727 |
| Barclays PLC | 30083 | &nbsp;&nbsp;&nbsp; 200140 |
| Bolsa Mexicana de Valores S.A. de C.V. | 55700 | &nbsp;&nbsp;&nbsp; 111712 |
| Bullish (a) | 534 | &nbsp;&nbsp;&nbsp; 16127 |
| Carlyle Group, Inc. | 3462 | &nbsp;&nbsp;&nbsp; 203496 |
| Charles Schwab Corp. | 647 | &nbsp;&nbsp;&nbsp; 67236 |
| Citigroup, Inc. | 15539 | &nbsp;&nbsp;&nbsp; 1798018 |
| CME Group, Inc. | 224 | &nbsp;&nbsp;&nbsp; 64749 |
| Deutsche Boerse AG | 1790 | &nbsp;&nbsp;&nbsp; 452575 |
| Euronext N.V. | 957 | &nbsp;&nbsp;&nbsp; 133743 |
| GCM Grosvenor, Inc., "A" | 3458 | &nbsp;&nbsp;&nbsp; 39145 |
| Hamilton Lane, Inc., "A" | 703 | &nbsp;&nbsp;&nbsp; 99292 |
| Interactive Brokers Group, Inc. | 4166 | &nbsp;&nbsp;&nbsp; 311950 |
| KKR & Co., Inc. | 5802 | &nbsp;&nbsp;&nbsp; 662937 |
| London Stock Exchange Group PLC | 912 | &nbsp;&nbsp;&nbsp; 101357 |
| LPL Financial Holdings, Inc. | 673 | &nbsp;&nbsp;&nbsp; 245308 |
| Miami International Holdings, Inc. (a) | 704 | &nbsp;&nbsp;&nbsp; 29378 |
| NASDAQ, Inc. | 9360 | &nbsp;&nbsp;&nbsp; 906890 |
| P10, Inc. | 4711 | &nbsp;&nbsp;&nbsp; 50785 |
| PJT Partners, Inc. | 461 | &nbsp;&nbsp;&nbsp; 79767 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Brokerage & Asset Managers – continued | Brokerage & Asset Managers – continued |  |
| Raymond James Financial, Inc. | 610 | &nbsp;&nbsp;&nbsp; $101175 |
| Robinhood Markets, Inc. (a) | 1552 | &nbsp;&nbsp;&nbsp; 154393 |
| StepStone Group, Inc. | 1079 | &nbsp;&nbsp;&nbsp; 76275 |
| TMX Group Ltd. | 4560 | &nbsp;&nbsp;&nbsp; 168348 |
| TPG, Inc. | 911 | &nbsp;&nbsp;&nbsp; 53667 |
| WisdomTree Investments, Inc. | 3951 | &nbsp;&nbsp;&nbsp; 64006 |
|  |  | &nbsp;&nbsp;&nbsp; $7800412 |
| Business Services – 0.9% | Business Services – 0.9% |  |
| Accenture PLC, "A" | 1779 | &nbsp;&nbsp;&nbsp; $469016 |
| Bunzl PLC | 2083 | &nbsp;&nbsp;&nbsp; 58374 |
| Cognizant Technology Solutions Corp., "A" | 949 | &nbsp;&nbsp;&nbsp; 77875 |
| Experian PLC | 5913 | &nbsp;&nbsp;&nbsp; 223151 |
| Fidelity National Information Services, Inc. | 1066 | &nbsp;&nbsp;&nbsp; 58896 |
| Fujitsu Ltd. | 4100 | &nbsp;&nbsp;&nbsp; 113468 |
| Global Payments, Inc. | 765 | &nbsp;&nbsp;&nbsp; 54881 |
| Intertek Group PLC | 2436 | &nbsp;&nbsp;&nbsp; 148798 |
| MARA Holdings, Inc. (a)(l) | 1954 | &nbsp;&nbsp;&nbsp; 18563 |
| NCR Atleos Corp. (a) | 2182 | &nbsp;&nbsp;&nbsp; 81389 |
| Nomura Research Institute Ltd. | 7600 | &nbsp;&nbsp;&nbsp; 230858 |
| NS Solutions Corp. | 3200 | &nbsp;&nbsp;&nbsp; 84425 |
| OBIC Co. Ltd. | 5700 | &nbsp;&nbsp;&nbsp; 158264 |
| Sodexo | 2163 | &nbsp;&nbsp;&nbsp; 110607 |
| TransUnion | 1321 | &nbsp;&nbsp;&nbsp; 104385 |
| Zscaler, Inc. (a) | 358 | &nbsp;&nbsp;&nbsp; 71604 |
|  |  | &nbsp;&nbsp;&nbsp; $2064554 |
| Chemicals – 0.1% | Chemicals – 0.1% |  |
| Avient Corp. | 1669 | &nbsp;&nbsp;&nbsp; $60334 |
| BioLife Solutions, Inc. (a) | 2243 | &nbsp;&nbsp;&nbsp; 48897 |
| Eastman Chemical Co. | 853 | &nbsp;&nbsp;&nbsp; 59130 |
| Element Solutions, Inc. | 2659 | &nbsp;&nbsp;&nbsp; 77377 |
| FUJIFILM Holdings Corp. | 2200 | &nbsp;&nbsp;&nbsp; 43884 |
| Qnity Electronics, Inc. | 483 | &nbsp;&nbsp;&nbsp; 46455 |
|  |  | &nbsp;&nbsp;&nbsp; $336077 |
| Computer Software – 4.5% | Computer Software – 4.5% |  |
| ACI Worldwide, Inc. (a) | 1200 | &nbsp;&nbsp;&nbsp; $52032 |
| Adobe Systems, Inc. (a) | 1474 | &nbsp;&nbsp;&nbsp; 432250 |
| Alkami Technology, Inc. (a) | 2894 | &nbsp;&nbsp;&nbsp; 61324 |
| AppLovin Corp. (a) | 680 | &nbsp;&nbsp;&nbsp; 321715 |
| Atlassian Corp. (a) | 97 | &nbsp;&nbsp;&nbsp; 11463 |
| Autodesk, Inc. (a) | 1225 | &nbsp;&nbsp;&nbsp; 309766 |
| Cadence Design Systems, Inc. (a)(f) | 1914 | &nbsp;&nbsp;&nbsp; 567233 |
| CCC Intelligent Holdings, Inc. (a) | 8594 | &nbsp;&nbsp;&nbsp; 65143 |
| Check Point Software Technologies Ltd. (a) | 280 | &nbsp;&nbsp;&nbsp; 50263 |
| Cloudflare, Inc., "A" (a) | 780 | &nbsp;&nbsp;&nbsp; 138333 |
| Computer Modelling Group Ltd. | 27857 | &nbsp;&nbsp;&nbsp; 98813 |
| Constellation Software, Inc. | 110 | &nbsp;&nbsp;&nbsp; 203008 |
| CrowdStrike Holdings, Inc. (a) | 882 | &nbsp;&nbsp;&nbsp; 389319 |
| Dassault Systemes SE | 16600 | &nbsp;&nbsp;&nbsp; 456896 |
| Datadog, Inc., "A" (a) | 1500 | &nbsp;&nbsp;&nbsp; 193980 |
| Elastic N.V. (a) | 383 | &nbsp;&nbsp;&nbsp; 25251 |
| Guidewire Software, Inc. (a) | 1403 | &nbsp;&nbsp;&nbsp; 197486 |
| JFrog Ltd. (a) | 1638 | &nbsp;&nbsp;&nbsp; 89762 |
| Kinaxis, Inc. (a) | 1489 | &nbsp;&nbsp;&nbsp; 150360 |
| Microsoft Corp. (f)(s) | 9108 | &nbsp;&nbsp;&nbsp; 3919081 |
| MongoDB, Inc. (a) | 217 | &nbsp;&nbsp;&nbsp; 80579 |
| nCino, Inc. (a) | 1284 | &nbsp;&nbsp;&nbsp; 27413 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Computer Software – continued | Computer Software – continued |  |
| Netskope, Inc., "A" (a) | 4192 | &nbsp;&nbsp;&nbsp; $62251 |
| Okta, Inc. (a) | 6337 | &nbsp;&nbsp;&nbsp; 535350 |
| Pegasystems, Inc. | 1643 | &nbsp;&nbsp;&nbsp; 71783 |
| Salesforce, Inc. | 1651 | &nbsp;&nbsp;&nbsp; 350491 |
| SAP SE | 4645 | &nbsp;&nbsp;&nbsp; 939095 |
| SentinelOne, Inc., "A" (a) | 1975 | &nbsp;&nbsp;&nbsp; 27611 |
| ServiceTitan, Inc., "A" (a) | 447 | &nbsp;&nbsp;&nbsp; 35018 |
| Thryv, Inc. (a) | 4704 | &nbsp;&nbsp;&nbsp; 22626 |
| Totvs S.A. | 37700 | &nbsp;&nbsp;&nbsp; 319280 |
| Vertex, Inc., "A" (a) | 2839 | &nbsp;&nbsp;&nbsp; 52663 |
| Wisetech Global Ltd. | 2479 | &nbsp;&nbsp;&nbsp; 100123 |
|  |  | &nbsp;&nbsp;&nbsp; $10357761 |
| Computer Software - Systems – 3.2% | Computer Software - Systems – 3.2% |  |
| Amadeus IT Group S.A. | 11724 | &nbsp;&nbsp;&nbsp; $786851 |
| Apple, Inc. (f) | 18519 | &nbsp;&nbsp;&nbsp; 4805310 |
| Arista Networks, Inc. (a) | 317 | &nbsp;&nbsp;&nbsp; 44932 |
| Box, Inc., "A" (a) | 2173 | &nbsp;&nbsp;&nbsp; 55086 |
| CDW Corp. | 370 | &nbsp;&nbsp;&nbsp; 46764 |
| Cisco Systems, Inc. | 2272 | &nbsp;&nbsp;&nbsp; 177943 |
| Digi International, Inc. (a) | 901 | &nbsp;&nbsp;&nbsp; 38806 |
| Hitachi Ltd. | 19700 | &nbsp;&nbsp;&nbsp; 682422 |
| Insight Enterprises, Inc. (a) | 466 | &nbsp;&nbsp;&nbsp; 39153 |
| NEC Corp. | 1300 | &nbsp;&nbsp;&nbsp; 43765 |
| Q2 Holdings, Inc. (a) | 905 | &nbsp;&nbsp;&nbsp; 55431 |
| Samsung Electronics Co. Ltd. | 1023 | &nbsp;&nbsp;&nbsp; 114069 |
| Seagate Technology Holdings PLC | 248 | &nbsp;&nbsp;&nbsp; 101107 |
| Shopify, Inc. (a) | 238 | &nbsp;&nbsp;&nbsp; 31233 |
| Venture Corp. Ltd. | 13200 | &nbsp;&nbsp;&nbsp; 169657 |
| Wix.com Ltd. (a) | 412 | &nbsp;&nbsp;&nbsp; 35778 |
| Zebra Technologies Corp., "A" (a) | 179 | &nbsp;&nbsp;&nbsp; 42061 |
|  |  | &nbsp;&nbsp;&nbsp; $7270368 |
| Construction – 1.4% | Construction – 1.4% |  |
| Allegion PLC | 718 | &nbsp;&nbsp;&nbsp; $118750 |
| Breedon Group PLC | 26198 | &nbsp;&nbsp;&nbsp; 120593 |
| Builders FirstSource, Inc. (a) | 326 | &nbsp;&nbsp;&nbsp; 37294 |
| Compagnie de Saint-Gobain S.A. | 3848 | &nbsp;&nbsp;&nbsp; 379585 |
| CRH PLC | 4823 | &nbsp;&nbsp;&nbsp; 590383 |
| Equity Lifestyle Properties, Inc., REIT | 1055 | &nbsp;&nbsp;&nbsp; 66644 |
| Essex Property Trust, Inc., REIT | 222 | &nbsp;&nbsp;&nbsp; 55915 |
| Ferguson Enterprises, Inc. | 321 | &nbsp;&nbsp;&nbsp; 81040 |
| Independence Realty Trust, Inc., REIT | 6697 | &nbsp;&nbsp;&nbsp; 111840 |
| James Hardie Industries PLC (a) | 5099 | &nbsp;&nbsp;&nbsp; 117226 |
| James Hardie Industries PLC, GDR (a) | 3058 | &nbsp;&nbsp;&nbsp; 70548 |
| Knife River Corp. (a) | 1143 | &nbsp;&nbsp;&nbsp; 76775 |
| M/I Homes, Inc. (a) | 435 | &nbsp;&nbsp;&nbsp; 58160 |
| Mid-America Apartment Communities, Inc., REIT | 399 | &nbsp;&nbsp;&nbsp; 53586 |
| Mohawk Industries, Inc. (a) | 415 | &nbsp;&nbsp;&nbsp; 49128 |
| Otis Worldwide Corp. | 642 | &nbsp;&nbsp;&nbsp; 54840 |
| Pulte Homes, Inc. | 970 | &nbsp;&nbsp;&nbsp; 121337 |
| QXO, Inc. (a) | 6385 | &nbsp;&nbsp;&nbsp; 141619 |
| Sherwin-Williams Co. | 86 | &nbsp;&nbsp;&nbsp; 30499 |
| Sika AG | 278 | &nbsp;&nbsp;&nbsp; 53331 |
| Simpson Manufacturing Co., Inc. | 364 | &nbsp;&nbsp;&nbsp; 64348 |
| Smith Douglas Homes Corp. (a)(l) | 842 | &nbsp;&nbsp;&nbsp; 15190 |
| Stanley Black & Decker, Inc. | 664 | &nbsp;&nbsp;&nbsp; 52230 |
| Taylor Morrison Home Corp. (a) | 609 | &nbsp;&nbsp;&nbsp; 37119 |
| Techtronic Industries Co. Ltd. | 19000 | &nbsp;&nbsp;&nbsp; 259021 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Construction – continued | Construction – continued |  |
| Vulcan Materials Co. | 1414 | &nbsp;&nbsp;&nbsp; $424964 |
|  |  | &nbsp;&nbsp;&nbsp; $3241965 |
| Consumer Products – 1.0% | Consumer Products – 1.0% |  |
| Beiersdorf AG | 920 | &nbsp;&nbsp;&nbsp; $109543 |
| Colgate-Palmolive Co. (f) | 6798 | &nbsp;&nbsp;&nbsp; 613791 |
| Estée Lauder Cos., Inc., "A" | 63 | &nbsp;&nbsp;&nbsp; 7263 |
| Haleon PLC | 125227 | &nbsp;&nbsp;&nbsp; 649262 |
| International Flavors & Fragrances, Inc. | 702 | &nbsp;&nbsp;&nbsp; 49007 |
| Kenvue, Inc. | 5666 | &nbsp;&nbsp;&nbsp; 98588 |
| Kimberly-Clark Corp. | 2783 | &nbsp;&nbsp;&nbsp; 278272 |
| Newell Brands, Inc. | 11160 | &nbsp;&nbsp;&nbsp; 47430 |
| ODDITY Tech Ltd. (a) | 1216 | &nbsp;&nbsp;&nbsp; 39933 |
| Prestige Consumer Healthcare, Inc. (a) | 1030 | &nbsp;&nbsp;&nbsp; 66404 |
| Reckitt Benckiser Group PLC (a) | 2186 | &nbsp;&nbsp;&nbsp; 182225 |
| Uni-Charm Corp. | 11200 | &nbsp;&nbsp;&nbsp; 67985 |
|  |  | &nbsp;&nbsp;&nbsp; $2209703 |
| Consumer Services – 0.5% | Consumer Services – 0.5% |  |
| Adtalem Global Education, Inc. (a) | 745 | &nbsp;&nbsp;&nbsp; $77145 |
| Asante, Inc. | 9800 | &nbsp;&nbsp;&nbsp; 101571 |
| Booking Holdings, Inc. | 121 | &nbsp;&nbsp;&nbsp; 605223 |
| Grand Canyon Education, Inc. (a) | 201 | &nbsp;&nbsp;&nbsp; 34942 |
| Lyft, Inc. (a) | 5518 | &nbsp;&nbsp;&nbsp; 93089 |
| Meitec Group Holdings, Inc. | 4700 | &nbsp;&nbsp;&nbsp; 105018 |
| Phoenix Educations Partners, Inc. (l) | 862 | &nbsp;&nbsp;&nbsp; 26299 |
| Uber Technologies, Inc. (a) | 465 | &nbsp;&nbsp;&nbsp; 37223 |
|  |  | &nbsp;&nbsp;&nbsp; $1080510 |
| Containers – 0.1% | Containers – 0.1% |  |
| Amcor PLC | 1135 | &nbsp;&nbsp;&nbsp; $50224 |
| Avery Dennison Corp. | 309 | &nbsp;&nbsp;&nbsp; 57322 |
| Graphic Packaging Holding Co. | 5955 | &nbsp;&nbsp;&nbsp; 87241 |
| Silgan Holdings, Inc. | 1513 | &nbsp;&nbsp;&nbsp; 65286 |
| Verallia (l) | 2667 | &nbsp;&nbsp;&nbsp; 69865 |
|  |  | &nbsp;&nbsp;&nbsp; $329938 |
| Electrical Equipment – 2.2% | Electrical Equipment – 2.2% |  |
| Advanced Drainage Systems, Inc. | 267 | &nbsp;&nbsp;&nbsp; $40595 |
| Amphenol Corp., "A" | 2514 | &nbsp;&nbsp;&nbsp; 362217 |
| Corning, Inc. | 1249 | &nbsp;&nbsp;&nbsp; 128959 |
| Eaton Corp. PLC | 836 | &nbsp;&nbsp;&nbsp; 293787 |
| Emerson Electric Co. | 420 | &nbsp;&nbsp;&nbsp; 61723 |
| Hubbell, Inc. | 119 | &nbsp;&nbsp;&nbsp; 58065 |
| Itron, Inc. (a) | 279 | &nbsp;&nbsp;&nbsp; 27643 |
| Legrand S.A. | 3943 | &nbsp;&nbsp;&nbsp; 630968 |
| Littlefuse, Inc. | 312 | &nbsp;&nbsp;&nbsp; 101013 |
| Mitsubishi Electric Corp. | 23400 | &nbsp;&nbsp;&nbsp; 730305 |
| nVent Electric PLC | 2092 | &nbsp;&nbsp;&nbsp; 234848 |
| Resideo Technologies, Inc. (a) | 921 | &nbsp;&nbsp;&nbsp; 31553 |
| Schneider Electric SE | 7188 | &nbsp;&nbsp;&nbsp; 2064468 |
| TE Connectivity PLC | 212 | &nbsp;&nbsp;&nbsp; 47229 |
| TriMas Corp. | 1211 | &nbsp;&nbsp;&nbsp; 42107 |
| Vontier Corp. | 1700 | &nbsp;&nbsp;&nbsp; 63750 |
| W.W. Grainger, Inc. | 37 | &nbsp;&nbsp;&nbsp; 39958 |
|  |  | &nbsp;&nbsp;&nbsp; $4959188 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Electronics – 6.8% | Electronics – 6.8% |  |
| Advanced Energy Industries, Inc. | 871 | &nbsp;&nbsp;&nbsp; $222418 |
| Analog Devices, Inc. | 2249 | &nbsp;&nbsp;&nbsp; 699169 |
| Applied Materials, Inc. | 2739 | &nbsp;&nbsp;&nbsp; 882834 |
| ASM International N.V. | 187 | &nbsp;&nbsp;&nbsp; 157334 |
| ASML Holding N.V. | 165 | &nbsp;&nbsp;&nbsp; 237750 |
| ASMPT Ltd. | 11500 | &nbsp;&nbsp;&nbsp; 152949 |
| Bel Fuse, Inc. | 241 | &nbsp;&nbsp;&nbsp; 48487 |
| Broadcom, Inc. | 3073 | &nbsp;&nbsp;&nbsp; 1018085 |
| Coherent Corp. (a) | 1190 | &nbsp;&nbsp;&nbsp; 252494 |
| Disco, Inc. | 200 | &nbsp;&nbsp;&nbsp; 85539 |
| Entegris, Inc. | 555 | &nbsp;&nbsp;&nbsp; 65529 |
| Flex Ltd. (a) | 1892 | &nbsp;&nbsp;&nbsp; 119272 |
| Formfactor, Inc. (a) | 2098 | &nbsp;&nbsp;&nbsp; 147888 |
| Lam Research Corp. | 2145 | &nbsp;&nbsp;&nbsp; 500772 |
| MACOM Technology Solutions Holdings, Inc. (a) | 547 | &nbsp;&nbsp;&nbsp; 119826 |
| Micron Technology, Inc. | 851 | &nbsp;&nbsp;&nbsp; 353063 |
| Monolithic Power Systems, Inc. | 327 | &nbsp;&nbsp;&nbsp; 367597 |
| nLIGHT, Inc. (a) | 1875 | &nbsp;&nbsp;&nbsp; 85519 |
| NVIDIA Corp. (f) | 35643 | &nbsp;&nbsp;&nbsp; 6812446 |
| NXP Semiconductors N.V. | 238 | &nbsp;&nbsp;&nbsp; 53821 |
| Plexus Corp. (a) | 342 | &nbsp;&nbsp;&nbsp; 68171 |
| Silicon Motion Technology Corp., ADR | 1845 | &nbsp;&nbsp;&nbsp; 219426 |
| Skyworks Solutions, Inc. | 468 | &nbsp;&nbsp;&nbsp; 26096 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 23654 | &nbsp;&nbsp;&nbsp; 1334155 |
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR | 4117 | &nbsp;&nbsp;&nbsp; 1360915 |
| Tokyo Electron Ltd. | 700 | &nbsp;&nbsp;&nbsp; 186851 |
| TTM Technologies, Inc. (a) | 1464 | &nbsp;&nbsp;&nbsp; 143765 |
|  |  | &nbsp;&nbsp;&nbsp; $15722171 |
| Energy - Independent – 1.4% | Energy - Independent – 1.4% |  |
| Antero Resources Corp. (a) | 3086 | &nbsp;&nbsp;&nbsp; $112238 |
| Chord Energy Corp. | 345 | &nbsp;&nbsp;&nbsp; 34583 |
| ConocoPhillips (s) | 4495 | &nbsp;&nbsp;&nbsp; 468514 |
| Core Natural Resources, Inc. | 443 | &nbsp;&nbsp;&nbsp; 42253 |
| Diamondback Energy, Inc. | 464 | &nbsp;&nbsp;&nbsp; 76073 |
| EOG Resources, Inc. | 3818 | &nbsp;&nbsp;&nbsp; 428112 |
| EQT Corp. | 219 | &nbsp;&nbsp;&nbsp; 12643 |
| Expand Energy Corp. | 1528 | &nbsp;&nbsp;&nbsp; 171762 |
| Marathon Petroleum Corp. | 874 | &nbsp;&nbsp;&nbsp; 153990 |
| Matador Resources Co. | 2223 | &nbsp;&nbsp;&nbsp; 100569 |
| Peabody Energy Corp. | 2241 | &nbsp;&nbsp;&nbsp; 79018 |
| Permian Resources Corp. | 11040 | &nbsp;&nbsp;&nbsp; 178075 |
| Phillips 66 | 2102 | &nbsp;&nbsp;&nbsp; 301763 |
| Reliance Industries Ltd. | 30999 | &nbsp;&nbsp;&nbsp; 470238 |
| Valero Energy Corp. (s) | 2145 | &nbsp;&nbsp;&nbsp; 389167 |
| Viper Energy, Inc., "A" | 2392 | &nbsp;&nbsp;&nbsp; 101277 |
|  |  | &nbsp;&nbsp;&nbsp; $3120275 |
| Energy - Integrated – 0.8% | Energy - Integrated – 0.8% |  |
| Aker BP ASA | 7008 | &nbsp;&nbsp;&nbsp; $204772 |
| Eni S.p.A. | 5909 | &nbsp;&nbsp;&nbsp; 120655 |
| Exxon Mobil Corp. | 4871 | &nbsp;&nbsp;&nbsp; 688759 |
| Galp Energia SGPS S.A., "B" | 5439 | &nbsp;&nbsp;&nbsp; 107860 |
| TotalEnergies SE | 11191 | &nbsp;&nbsp;&nbsp; 811170 |
|  |  | &nbsp;&nbsp;&nbsp; $1933216 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Energy - Renewables – 0.4% | Energy - Renewables – 0.4% |  |
| AES Corp. | 16019 | &nbsp;&nbsp;&nbsp; $234678 |
| Bloom Energy Corp. (a) | 517 | &nbsp;&nbsp;&nbsp; 78258 |
| GE Vernova, Inc. | 811 | &nbsp;&nbsp;&nbsp; 589086 |
| Generac Holdings, Inc. (a) | 211 | &nbsp;&nbsp;&nbsp; 35457 |
|  |  | &nbsp;&nbsp;&nbsp; $937479 |
| Engineering - Construction – 0.7% | Engineering - Construction – 0.7% |  |
| EMCOR Group, Inc. | 418 | &nbsp;&nbsp;&nbsp; $301265 |
| Jacobs Solutions, Inc. | 530 | &nbsp;&nbsp;&nbsp; 71688 |
| JGC Holdings Corp. | 11500 | &nbsp;&nbsp;&nbsp; 160692 |
| Legence Corp., "A" (a) | 2794 | &nbsp;&nbsp;&nbsp; 131067 |
| MYR Group, Inc. (a) | 151 | &nbsp;&nbsp;&nbsp; 37756 |
| Primoris Services Corp. | 657 | &nbsp;&nbsp;&nbsp; 97400 |
| Prologis Property Mexico S.A. de C.V., REIT | 29808 | &nbsp;&nbsp;&nbsp; 136964 |
| Quanta Services, Inc. | 609 | &nbsp;&nbsp;&nbsp; 289050 |
| Taisei Corp. | 4100 | &nbsp;&nbsp;&nbsp; 407722 |
| TopBuild Corp. (a) | 202 | &nbsp;&nbsp;&nbsp; 94546 |
|  |  | &nbsp;&nbsp;&nbsp; $1728150 |
| Entertainment – 0.1% | Entertainment – 0.1% |  |
| CTS Eventim AG | 1111 | &nbsp;&nbsp;&nbsp; $93436 |
| Live Nation Entertainment, Inc. (a) | 1645 | &nbsp;&nbsp;&nbsp; 239265 |
|  |  | &nbsp;&nbsp;&nbsp; $332701 |
| Food & Beverages – 1.5% | Food & Beverages – 1.5% |  |
| Ajinomoto Co., Inc. | 2200 | &nbsp;&nbsp;&nbsp; $50039 |
| Campbell Soup Co. | 925 | &nbsp;&nbsp;&nbsp; 25882 |
| Chocoladefabriken Lindt & Sprungli AG | 22 | &nbsp;&nbsp;&nbsp; 314753 |
| Coca-Cola Europacific Partners PLC | 600 | &nbsp;&nbsp;&nbsp; 55020 |
| Cranswick PLC | 1398 | &nbsp;&nbsp;&nbsp; 100621 |
| General Mills, Inc. | 3115 | &nbsp;&nbsp;&nbsp; 144100 |
| Ingredion, Inc. | 3932 | &nbsp;&nbsp;&nbsp; 464369 |
| Mondelez International, Inc. | 434 | &nbsp;&nbsp;&nbsp; 25376 |
| Monster Worldwide, Inc. (a) | 5090 | &nbsp;&nbsp;&nbsp; 411068 |
| Morinaga & Co. Ltd. | 6900 | &nbsp;&nbsp;&nbsp; 120202 |
| Nestle S.A. | 9248 | &nbsp;&nbsp;&nbsp; 878443 |
| Nomad Foods Ltd. | 3715 | &nbsp;&nbsp;&nbsp; 47180 |
| Novozymes A/S | 871 | &nbsp;&nbsp;&nbsp; 53322 |
| PepsiCo, Inc. | 335 | &nbsp;&nbsp;&nbsp; 51466 |
| S Foods, Inc. | 4600 | &nbsp;&nbsp;&nbsp; 90211 |
| Toyo Suisan Kaisha Ltd. | 6600 | &nbsp;&nbsp;&nbsp; 470393 |
| Tyson Foods, Inc., "A" | 978 | &nbsp;&nbsp;&nbsp; 63893 |
| Utz Brands, Inc. | 2461 | &nbsp;&nbsp;&nbsp; 25939 |
|  |  | &nbsp;&nbsp;&nbsp; $3392277 |
| Food & Drug Stores – 0.3% | Food & Drug Stores – 0.3% |  |
| Albertsons Cos., Inc., "A" | 3019 | &nbsp;&nbsp;&nbsp; $50266 |
| Alimentation Couche-Tard, Inc. | 530 | &nbsp;&nbsp;&nbsp; 27573 |
| BIM Birlesik Magazalar A.S. | 4230 | &nbsp;&nbsp;&nbsp; 64588 |
| Jeronimo Martins SGPS S.A. | 7073 | &nbsp;&nbsp;&nbsp; 166925 |
| JM Holdings Co. Ltd. (l) | 11200 | &nbsp;&nbsp;&nbsp; 129615 |
| Paltac Corp. | 3000 | &nbsp;&nbsp;&nbsp; 93707 |
| Sundrug Co. Ltd. | 3400 | &nbsp;&nbsp;&nbsp; 90514 |
|  |  | &nbsp;&nbsp;&nbsp; $623188 |
| Forest & Paper Products – 0.1% | Forest & Paper Products – 0.1% |  |
| International Paper Co. | 2060 | &nbsp;&nbsp;&nbsp; $83059 |
| Suzano Papel e Celulose S.A., ADR | 12222 | &nbsp;&nbsp;&nbsp; 114520 |
|  |  | &nbsp;&nbsp;&nbsp; $197579 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Furniture & Appliances – 0.0% | Furniture & Appliances – 0.0% |  |
| Howden Joinery Group PLC  | 8738 | &nbsp;&nbsp;&nbsp; $100077 |
| Gaming & Lodging – 1.3% | Gaming & Lodging – 1.3% |  |
| Accor S.A. | 1020 | &nbsp;&nbsp;&nbsp; $55447 |
| Aristocrat Leisure Ltd. | 1235 | &nbsp;&nbsp;&nbsp; 46061 |
| Brightstar Lottery PLC | 4749 | &nbsp;&nbsp;&nbsp; 68765 |
| Carnival Corp. | 8584 | &nbsp;&nbsp;&nbsp; 257692 |
| DraftKings, Inc. (a) | 3322 | &nbsp;&nbsp;&nbsp; 91388 |
| Flutter Entertainment PLC (a) | 1664 | &nbsp;&nbsp;&nbsp; 274810 |
| Galaxy Entertainment Group Ltd. | 16000 | &nbsp;&nbsp;&nbsp; 81515 |
| Genius Sports Ltd. (a) | 8811 | &nbsp;&nbsp;&nbsp; 76656 |
| Hilton Worldwide Holdings, Inc. | 161 | &nbsp;&nbsp;&nbsp; 48060 |
| Hyatt Hotels Corp. (l) | 1399 | &nbsp;&nbsp;&nbsp; 218762 |
| Marriott International, Inc., "A" | 1864 | &nbsp;&nbsp;&nbsp; 587719 |
| Royal Caribbean Cruises Ltd. | 300 | &nbsp;&nbsp;&nbsp; 97395 |
| Sands China Ltd. | 41200 | &nbsp;&nbsp;&nbsp; 89814 |
| Sportradar Group AG (a) | 6330 | &nbsp;&nbsp;&nbsp; 114636 |
| VICI Properties, Inc., REIT | 2376 | &nbsp;&nbsp;&nbsp; 66718 |
| Viking Holdings Ltd. (a) | 10960 | &nbsp;&nbsp;&nbsp; 790764 |
|  |  | &nbsp;&nbsp;&nbsp; $2966202 |
| General Merchandise – 0.3% | General Merchandise – 0.3% |  |
| Dollar General Corp. | 1969 | &nbsp;&nbsp;&nbsp; $282414 |
| Dollarama, Inc. | 2205 | &nbsp;&nbsp;&nbsp; 297152 |
| Ollie's Bargain Outlet Holdings, Inc. (a) | 575 | &nbsp;&nbsp;&nbsp; 63428 |
|  |  | &nbsp;&nbsp;&nbsp; $642994 |
| Health Maintenance Organizations – 0.8% | Health Maintenance Organizations – 0.8% |  |
| Cigna Group (f) | 4640 | &nbsp;&nbsp;&nbsp; $1271870 |
| Humana, Inc. | 2700 | &nbsp;&nbsp;&nbsp; 527040 |
|  |  | &nbsp;&nbsp;&nbsp; $1798910 |
| Insurance – 3.1% | Insurance – 3.1% |  |
| AIA Group Ltd. | 73000 | &nbsp;&nbsp;&nbsp; $844274 |
| Allstate Corp. | 930 | &nbsp;&nbsp;&nbsp; 185061 |
| American International Group, Inc. | 880 | &nbsp;&nbsp;&nbsp; 65894 |
| Ameriprise Financial, Inc. (f) | 1592 | &nbsp;&nbsp;&nbsp; 839286 |
| Aon PLC | 1756 | &nbsp;&nbsp;&nbsp; 613968 |
| Assurant, Inc. | 338 | &nbsp;&nbsp;&nbsp; 80488 |
| AXIS Capital Holdings Ltd. | 507 | &nbsp;&nbsp;&nbsp; 52312 |
| Beazley PLC | 34989 | &nbsp;&nbsp;&nbsp; 542449 |
| Brown & Brown, Inc. | 399 | &nbsp;&nbsp;&nbsp; 28768 |
| Chubb Ltd. | 196 | &nbsp;&nbsp;&nbsp; 60674 |
| Corebridge Financial, Inc. | 2060 | &nbsp;&nbsp;&nbsp; 63510 |
| Equitable Holdings, Inc. | 23387 | &nbsp;&nbsp;&nbsp; 1085157 |
| Everest Group Ltd. | 157 | &nbsp;&nbsp;&nbsp; 52011 |
| Hanover Insurance Group, Inc. | 507 | &nbsp;&nbsp;&nbsp; 88289 |
| Hartford Insurance Group, Inc. | 837 | &nbsp;&nbsp;&nbsp; 113045 |
| Hiscox Ltd. | 4082 | &nbsp;&nbsp;&nbsp; 82779 |
| Lincoln National Corp. | 2904 | &nbsp;&nbsp;&nbsp; 120835 |
| Marsh & McLennan Cos., Inc. | 2743 | &nbsp;&nbsp;&nbsp; 516205 |
| Progressive Corp. | 2982 | &nbsp;&nbsp;&nbsp; 620256 |
| Samsung Fire & Marine Insurance Co. Ltd. | 130 | &nbsp;&nbsp;&nbsp; 45248 |
| Selective Insurance Group, Inc. | 631 | &nbsp;&nbsp;&nbsp; 53054 |
| Sompo Holdings, Inc. | 2900 | &nbsp;&nbsp;&nbsp; 99615 |
| Steadfast Group Ltd. | 25109 | &nbsp;&nbsp;&nbsp; 91445 |
| Stewart Information Services Corp. | 613 | &nbsp;&nbsp;&nbsp; 41335 |
| Unipol Gruppo S.p.A. | 7630 | &nbsp;&nbsp;&nbsp; 169805 |
| Voya Financial, Inc. | 877 | &nbsp;&nbsp;&nbsp; 67231 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Insurance – continued | Insurance – continued |  |
| Willis Towers Watson PLC | 1765 | &nbsp;&nbsp;&nbsp; $560334 |
|  |  | &nbsp;&nbsp;&nbsp; $7183328 |
| Interactive Media Services – 2.9% | Interactive Media Services – 2.9% |  |
| Alphabet, Inc., "A" (f) | 8288 | &nbsp;&nbsp;&nbsp; $2801344 |
| Alphabet, Inc., "C" | 4189 | &nbsp;&nbsp;&nbsp; 1418102 |
| Meta Platforms, Inc., "A" (f) | 2995 | &nbsp;&nbsp;&nbsp; 2145917 |
| NAVER Corp. | 1342 | &nbsp;&nbsp;&nbsp; 256392 |
|  |  | &nbsp;&nbsp;&nbsp; $6621755 |
| Leisure & Toys – 0.9% | Leisure & Toys – 0.9% |  |
| Brunswick Corp. | 2417 | &nbsp;&nbsp;&nbsp; $193892 |
| Capcom Co. Ltd. (l) | 1100 | &nbsp;&nbsp;&nbsp; 27976 |
| Corsair Gaming, Inc. (a) | 5405 | &nbsp;&nbsp;&nbsp; 27565 |
| Mattel, Inc. (a) | 2036 | &nbsp;&nbsp;&nbsp; 42532 |
| Patrick Industries, Inc. | 1104 | &nbsp;&nbsp;&nbsp; 139292 |
| Roblox Corp., "A" (a) | 3040 | &nbsp;&nbsp;&nbsp; 199910 |
| Sony Group Corp. | 5000 | &nbsp;&nbsp;&nbsp; 111592 |
| Take-Two Interactive Software, Inc. (a) | 1366 | &nbsp;&nbsp;&nbsp; 300930 |
| Tencent Holdings Ltd. | 11200 | &nbsp;&nbsp;&nbsp; 868806 |
| VTech Holdings Ltd. | 12400 | &nbsp;&nbsp;&nbsp; 96745 |
|  |  | &nbsp;&nbsp;&nbsp; $2009240 |
| Machinery & Tools – 3.6% | Machinery & Tools – 3.6% |  |
| AGCO Corp. | 8505 | &nbsp;&nbsp;&nbsp; $964552 |
| Albany International Corp. | 1137 | &nbsp;&nbsp;&nbsp; 63092 |
| Alliance Laundry Holdings, Inc. (a) | 1282 | &nbsp;&nbsp;&nbsp; 28307 |
| Assa Abloy AB | 26884 | &nbsp;&nbsp;&nbsp; 1086225 |
| Atlas Copco AB | 6031 | &nbsp;&nbsp;&nbsp; 124412 |
| Azbil Corp. | 10500 | &nbsp;&nbsp;&nbsp; 91390 |
| Caterpillar, Inc. | 332 | &nbsp;&nbsp;&nbsp; 218243 |
| CNH Industrial N.V. | 29612 | &nbsp;&nbsp;&nbsp; 318625 |
| Crane Co. | 463 | &nbsp;&nbsp;&nbsp; 84562 |
| Daikin Industries Ltd. | 500 | &nbsp;&nbsp;&nbsp; 60045 |
| ESAB Corp. | 462 | &nbsp;&nbsp;&nbsp; 55948 |
| Flowserve Corp. | 2738 | &nbsp;&nbsp;&nbsp; 213975 |
| GEA Group AG | 15145 | &nbsp;&nbsp;&nbsp; 1084308 |
| Hayward Holdings, Inc. (a) | 3742 | &nbsp;&nbsp;&nbsp; 60396 |
| Herc Holdings, Inc. | 305 | &nbsp;&nbsp;&nbsp; 43719 |
| Hillman Solutions Corp. (a) | 5761 | &nbsp;&nbsp;&nbsp; 53981 |
| Illinois Tool Works, Inc. (s) | 1138 | &nbsp;&nbsp;&nbsp; 297314 |
| IMI PLC | 9396 | &nbsp;&nbsp;&nbsp; 355111 |
| Ingersoll Rand, Inc. | 633 | &nbsp;&nbsp;&nbsp; 54495 |
| ITT, Inc. | 237 | &nbsp;&nbsp;&nbsp; 43205 |
| Kadant, Inc. | 112 | &nbsp;&nbsp;&nbsp; 35956 |
| Keyence Corp. | 200 | &nbsp;&nbsp;&nbsp; 72939 |
| Nordson Corp. | 385 | &nbsp;&nbsp;&nbsp; 105694 |
| PACCAR, Inc. | 4113 | &nbsp;&nbsp;&nbsp; 505529 |
| Pentair PLC | 1079 | &nbsp;&nbsp;&nbsp; 113694 |
| RB Global, Inc. | 7250 | &nbsp;&nbsp;&nbsp; 822943 |
| Regal Rexnord Corp. | 637 | &nbsp;&nbsp;&nbsp; 102875 |
| Spirax Group PLC | 4299 | &nbsp;&nbsp;&nbsp; 427366 |
| Timken Co. | 742 | &nbsp;&nbsp;&nbsp; 69147 |
| Trane Technologies PLC | 105 | &nbsp;&nbsp;&nbsp; 44161 |
| Trimble, Inc. (a) | 2010 | &nbsp;&nbsp;&nbsp; 135876 |
| Wabtec Corp. | 1783 | &nbsp;&nbsp;&nbsp; 410340 |
| Weir Group PLC | 2025 | &nbsp;&nbsp;&nbsp; 89389 |
|  |  | &nbsp;&nbsp;&nbsp; $8237814 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Major Banks – 2.6% | Major Banks – 2.6% |  |
| Banco Bilbao Vizcaya Argentaria S.A. | 5989 | &nbsp;&nbsp;&nbsp; $152275 |
| Banco Bradesco S.A., ADR | 24717 | &nbsp;&nbsp;&nbsp; 100104 |
| Bank of Ireland Group PLC | 34233 | &nbsp;&nbsp;&nbsp; 695711 |
| BNP Paribas S.A. | 1564 | &nbsp;&nbsp;&nbsp; 169074 |
| BPER Banca S.p.A. | 18193 | &nbsp;&nbsp;&nbsp; 255654 |
| DBS Group Holdings Ltd. | 10940 | &nbsp;&nbsp;&nbsp; 509117 |
| ING Groep N.V. | 6021 | &nbsp;&nbsp;&nbsp; 177140 |
| JPMorgan Chase & Co. | 2478 | &nbsp;&nbsp;&nbsp; 757995 |
| Mizuho Financial Group, Inc. | 8300 | &nbsp;&nbsp;&nbsp; 363782 |
| Morgan Stanley | 3503 | &nbsp;&nbsp;&nbsp; 640348 |
| NatWest Group PLC | 101126 | &nbsp;&nbsp;&nbsp; 920476 |
| PNC Financial Services Group, Inc. | 322 | &nbsp;&nbsp;&nbsp; 71903 |
| Regions Financial Corp. | 2674 | &nbsp;&nbsp;&nbsp; 76209 |
| Resona Holdings, Inc. | 57300 | &nbsp;&nbsp;&nbsp; 662564 |
| Simmons First National Corp. | 1549 | &nbsp;&nbsp;&nbsp; 31491 |
| Toronto-Dominion Bank | 1614 | &nbsp;&nbsp;&nbsp; 150845 |
| UBS Group AG | 3438 | &nbsp;&nbsp;&nbsp; 161838 |
|  |  | &nbsp;&nbsp;&nbsp; $5896526 |
| Medical & Health Technology & Services – 1.4% | Medical & Health Technology & Services – 1.4% |  |
| Azenta, Inc. (a) | 2439 | &nbsp;&nbsp;&nbsp; $94828 |
| Cencora, Inc. | 223 | &nbsp;&nbsp;&nbsp; 80106 |
| Charles River Laboratories International, Inc. (a) | 846 | &nbsp;&nbsp;&nbsp; 178066 |
| Doximity, Inc. (a) | 2016 | &nbsp;&nbsp;&nbsp; 75540 |
| GeneDX Holdings Corp. (a) | 501 | &nbsp;&nbsp;&nbsp; 48226 |
| Guardant Health, Inc. (a) | 552 | &nbsp;&nbsp;&nbsp; 62950 |
| HCA Healthcare, Inc. | 547 | &nbsp;&nbsp;&nbsp; 267084 |
| ICON PLC (a) | 453 | &nbsp;&nbsp;&nbsp; 81653 |
| Labcorp Holdings, Inc. | 236 | &nbsp;&nbsp;&nbsp; 64079 |
| M3, Inc. (l) | 15900 | &nbsp;&nbsp;&nbsp; 196284 |
| McKesson Corp. (f) | 1863 | &nbsp;&nbsp;&nbsp; 1548544 |
| Omega Healthcare Investors, Inc., REIT | 6453 | &nbsp;&nbsp;&nbsp; 283158 |
| Option Care Health, Inc. (a) | 1604 | &nbsp;&nbsp;&nbsp; 54536 |
| Schrodinger, Inc. (a) | 5534 | &nbsp;&nbsp;&nbsp; 77310 |
| Tempus AI, Inc. (a) | 275 | &nbsp;&nbsp;&nbsp; 16450 |
| Universal Health Services, Inc. | 283 | &nbsp;&nbsp;&nbsp; 56957 |
| Ventas, Inc., REIT | 900 | &nbsp;&nbsp;&nbsp; 69903 |
| Waystar Holding Corp. (a) | 1860 | &nbsp;&nbsp;&nbsp; 49402 |
|  |  | &nbsp;&nbsp;&nbsp; $3305076 |
| Medical Equipment – 2.4% | Medical Equipment – 2.4% |  |
| Abbott Laboratories | 1340 | &nbsp;&nbsp;&nbsp; $146462 |
| Agilent Technologies, Inc. | 4071 | &nbsp;&nbsp;&nbsp; 544903 |
| Alcon, Inc. | 832 | &nbsp;&nbsp;&nbsp; 67180 |
| Align Technology, Inc. (a) | 308 | &nbsp;&nbsp;&nbsp; 50213 |
| AtriCure, Inc. (a) | 1119 | &nbsp;&nbsp;&nbsp; 41325 |
| Avantor, Inc. (a) | 2795 | &nbsp;&nbsp;&nbsp; 30521 |
| Becton, Dickinson and Co. | 2735 | &nbsp;&nbsp;&nbsp; 556518 |
| Billiontoone, Inc., "A" (a) | 321 | &nbsp;&nbsp;&nbsp; 26486 |
| Bio-Techne Corp. | 8133 | &nbsp;&nbsp;&nbsp; 521244 |
| Boston Scientific Corp. (a) | 2660 | &nbsp;&nbsp;&nbsp; 248790 |
| Caris Life Sciences, Inc. (a) | 571 | &nbsp;&nbsp;&nbsp; 13224 |
| Ceribell, Inc. (a) | 1221 | &nbsp;&nbsp;&nbsp; 25165 |
| Concentra Group Holdings, Inc. | 2952 | &nbsp;&nbsp;&nbsp; 65475 |
| ConvaTec Group PLC | 22548 | &nbsp;&nbsp;&nbsp; 70963 |
| Cooper Companies, Inc. (a) | 515 | &nbsp;&nbsp;&nbsp; 41911 |
| Danaher Corp. | 1270 | &nbsp;&nbsp;&nbsp; 277990 |
| Eiken Chemical Co. Ltd. (l) | 7800 | &nbsp;&nbsp;&nbsp; 120558 |
| Envista Holdings Corp. (a) | 2173 | &nbsp;&nbsp;&nbsp; 51000 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Medical Equipment – continued | Medical Equipment – continued |  |
| EssilorLuxottica | 992 | &nbsp;&nbsp;&nbsp; $303256 |
| GE Healthcare Technologies, Inc. | 511 | &nbsp;&nbsp;&nbsp; 40354 |
| Gerresheimer AG | 1688 | &nbsp;&nbsp;&nbsp; 50462 |
| Globus Medical, Inc. (a) | 616 | &nbsp;&nbsp;&nbsp; 55859 |
| Integer Holdings Corp. (a) | 1719 | &nbsp;&nbsp;&nbsp; 149312 |
| iRhythm Technologies, Inc. (a) | 357 | &nbsp;&nbsp;&nbsp; 55160 |
| Lumexa Imaging Holdings, Inc. (a) | 2311 | &nbsp;&nbsp;&nbsp; 28310 |
| Masimo Corp. (a) | 1788 | &nbsp;&nbsp;&nbsp; 245546 |
| Medline, Inc., "A" (a) | 574 | &nbsp;&nbsp;&nbsp; 25371 |
| Medtronic PLC | 661 | &nbsp;&nbsp;&nbsp; 68057 |
| Natera, Inc. (a) | 1382 | &nbsp;&nbsp;&nbsp; 319436 |
| PROCEPT BioRobotics Corp. (a) | 631 | &nbsp;&nbsp;&nbsp; 18274 |
| QIAGEN N.V. | 6865 | &nbsp;&nbsp;&nbsp; 363092 |
| Repligen Corp. (a) | 1208 | &nbsp;&nbsp;&nbsp; 180439 |
| Revvity, Inc. | 428 | &nbsp;&nbsp;&nbsp; 46566 |
| Smith & Nephew PLC | 9017 | &nbsp;&nbsp;&nbsp; 153243 |
| STERIS PLC | 375 | &nbsp;&nbsp;&nbsp; 98475 |
| Terumo Corp. | 3900 | &nbsp;&nbsp;&nbsp; 50842 |
| Thermo Fisher Scientific, Inc. | 652 | &nbsp;&nbsp;&nbsp; 377254 |
| UFP Technologies, Inc. (a) | 228 | &nbsp;&nbsp;&nbsp; 57260 |
| Waters Corp. (a) | 114 | &nbsp;&nbsp;&nbsp; 42262 |
|  |  | &nbsp;&nbsp;&nbsp; $5628758 |
| Metals & Mining – 0.6% | Metals & Mining – 0.6% |  |
| ArcelorMittal S.A. | 10009 | &nbsp;&nbsp;&nbsp; $545515 |
| Glencore PLC | 59157 | &nbsp;&nbsp;&nbsp; 404130 |
| Mitsui & Co. Ltd. | 3100 | &nbsp;&nbsp;&nbsp; 100856 |
| Nucor Corp. | 339 | &nbsp;&nbsp;&nbsp; 60247 |
| Rio Tinto PLC | 1178 | &nbsp;&nbsp;&nbsp; 108611 |
| Uranium Energy Corp. (a) | 3818 | &nbsp;&nbsp;&nbsp; 65822 |
|  |  | &nbsp;&nbsp;&nbsp; $1285181 |
| Natural Gas - Distribution – 0.5% | Natural Gas - Distribution – 0.5% |  |
| Atmos Energy Corp. | 1732 | &nbsp;&nbsp;&nbsp; $288101 |
| Brookfield Infrastructure Corp. | 1022 | &nbsp;&nbsp;&nbsp; 48903 |
| China Resources Gas Group Ltd. | 9600 | &nbsp;&nbsp;&nbsp; 26420 |
| DCC PLC | 2083 | &nbsp;&nbsp;&nbsp; 132139 |
| Italgas S.p.A. | 28258 | &nbsp;&nbsp;&nbsp; 338641 |
| MDU Resources Group, Inc. | 1522 | &nbsp;&nbsp;&nbsp; 31216 |
| New Jersey Resources Corp. | 1209 | &nbsp;&nbsp;&nbsp; 59821 |
| ONE Gas, Inc. | 704 | &nbsp;&nbsp;&nbsp; 56010 |
| Spire, Inc. | 793 | &nbsp;&nbsp;&nbsp; 67001 |
| UGI Corp. | 1171 | &nbsp;&nbsp;&nbsp; 46969 |
|  |  | &nbsp;&nbsp;&nbsp; $1095221 |
| Natural Gas - Pipeline – 0.3% | Natural Gas - Pipeline – 0.3% |  |
| APA Group | 20568 | &nbsp;&nbsp;&nbsp; $126898 |
| Cheniere Energy, Inc. | 1757 | &nbsp;&nbsp;&nbsp; 371641 |
| Plains GP Holdings LP | 6600 | &nbsp;&nbsp;&nbsp; 135168 |
| Targa Resources Corp. | 525 | &nbsp;&nbsp;&nbsp; 105514 |
|  |  | &nbsp;&nbsp;&nbsp; $739221 |
| Network & Telecom – 0.4% | Network & Telecom – 0.4% |  |
| Ciena Corp. (a) | 350 | &nbsp;&nbsp;&nbsp; $88134 |
| Qualcomm, Inc. | 5650 | &nbsp;&nbsp;&nbsp; 856483 |
|  |  | &nbsp;&nbsp;&nbsp; $944617 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Oil Services – 0.4% | Oil Services – 0.4% |  |
| Baker Hughes Co. | 584 | &nbsp;&nbsp;&nbsp; $32727 |
| Expro Group Holdings N.V. (a) | 4193 | &nbsp;&nbsp;&nbsp; 67130 |
| TechnipFMC PLC | 10521 | &nbsp;&nbsp;&nbsp; 586230 |
| Tenaris S.A., ADR | 3276 | &nbsp;&nbsp;&nbsp; 145127 |
|  |  | &nbsp;&nbsp;&nbsp; $831214 |
| Other Banks & Diversified Financials – 3.9% | Other Banks & Diversified Financials – 3.9% |  |
| AIB Group PLC | 54654 | &nbsp;&nbsp;&nbsp; $612210 |
| American Express Co. | 1662 | &nbsp;&nbsp;&nbsp; 585307 |
| Banc of California, Inc. | 2296 | &nbsp;&nbsp;&nbsp; 45874 |
| Berkshire Hills Bancorp, Inc. | 2171 | &nbsp;&nbsp;&nbsp; 61548 |
| Bitgo Holdings, Inc. (a) | 1549 | &nbsp;&nbsp;&nbsp; 20912 |
| CaixaBank S.A. | 53993 | &nbsp;&nbsp;&nbsp; 713927 |
| Cathay General Bancorp, Inc. | 1462 | &nbsp;&nbsp;&nbsp; 74825 |
| Central Banco, Inc. | 2253 | &nbsp;&nbsp;&nbsp; 54297 |
| Chiba Bank Ltd. (l) | 38800 | &nbsp;&nbsp;&nbsp; 522481 |
| Columbia Banking System, Inc. | 4363 | &nbsp;&nbsp;&nbsp; 128447 |
| Credicorp Ltd. | 1809 | &nbsp;&nbsp;&nbsp; 645505 |
| CVB Financial Corp. | 3013 | &nbsp;&nbsp;&nbsp; 59386 |
| East West Bancorp, Inc. | 1090 | &nbsp;&nbsp;&nbsp; 124740 |
| Eastern Bankshares, Inc. | 3415 | &nbsp;&nbsp;&nbsp; 69956 |
| Fifth Third Bancorp | 1356 | &nbsp;&nbsp;&nbsp; 68098 |
| First Hawaiian, Inc. | 2947 | &nbsp;&nbsp;&nbsp; 78243 |
| First Interstate BancSystem, Inc. | 2248 | &nbsp;&nbsp;&nbsp; 79737 |
| GMO Payment Gateway, Inc.  | 1100 | &nbsp;&nbsp;&nbsp; 63515 |
| Hancock Whitney Corp. | 1148 | &nbsp;&nbsp;&nbsp; 78982 |
| HDFC Bank Ltd. | 10009 | &nbsp;&nbsp;&nbsp; 101110 |
| HDFC Bank Ltd., ADR | 12850 | &nbsp;&nbsp;&nbsp; 416083 |
| M&T Bank Corp. | 417 | &nbsp;&nbsp;&nbsp; 92395 |
| Mastercard, Inc., "A" | 1824 | &nbsp;&nbsp;&nbsp; 982753 |
| Metropolitan Bank & Trust Co. | 122657 | &nbsp;&nbsp;&nbsp; 152070 |
| Moody's Corp. | 81 | &nbsp;&nbsp;&nbsp; 41760 |
| Northern Trust Corp. | 4951 | &nbsp;&nbsp;&nbsp; 739828 |
| Popular, Inc. | 5187 | &nbsp;&nbsp;&nbsp; 692620 |
| Prosperity Bancshares, Inc. | 1840 | &nbsp;&nbsp;&nbsp; 126978 |
| Riot Platforms, Inc. (a) | 3981 | &nbsp;&nbsp;&nbsp; 61586 |
| Shizuoka Financial Group, Inc. | 8600 | &nbsp;&nbsp;&nbsp; 139925 |
| SLM Corp. | 4072 | &nbsp;&nbsp;&nbsp; 110555 |
| Synchrony Financial (f) | 15640 | &nbsp;&nbsp;&nbsp; 1135933 |
| Texas Capital Bancshares, Inc. (a) | 658 | &nbsp;&nbsp;&nbsp; 66570 |
| UMB Financial Corp. | 509 | &nbsp;&nbsp;&nbsp; 64714 |
| United Community Bank, Inc. | 1950 | &nbsp;&nbsp;&nbsp; 67139 |
|  |  | &nbsp;&nbsp;&nbsp; $9080009 |
| Pharmaceuticals – 3.2% | Pharmaceuticals – 3.2% |  |
| AbbVie, Inc. | 1362 | &nbsp;&nbsp;&nbsp; $303740 |
| ACADIA Pharmaceuticals, Inc. (a) | 1717 | &nbsp;&nbsp;&nbsp; 43148 |
| Annexon, Inc. (a) | 2292 | &nbsp;&nbsp;&nbsp; 14302 |
| Ascendis Pharma, ADR (a) | 1259 | &nbsp;&nbsp;&nbsp; 284660 |
| AstraZeneca PLC | 3765 | &nbsp;&nbsp;&nbsp; 700650 |
| Bristol-Myers Squibb Co. | 22498 | &nbsp;&nbsp;&nbsp; 1238515 |
| Collegium Pharmaceutical, Inc. (a) | 2759 | &nbsp;&nbsp;&nbsp; 126693 |
| Cytokinetics, Inc. (a) | 643 | &nbsp;&nbsp;&nbsp; 40631 |
| Daiichi Sankyo Co. Ltd. | 18300 | &nbsp;&nbsp;&nbsp; 335350 |
| Harmony Biosciences Holdings (a) | 1284 | &nbsp;&nbsp;&nbsp; 46892 |
| Incyte Corp. (a) | 7656 | &nbsp;&nbsp;&nbsp; 766136 |
| Ionis Pharmaceuticals, Inc. (a) | 1575 | &nbsp;&nbsp;&nbsp; 130205 |
| Johnson & Johnson (s) | 4674 | &nbsp;&nbsp;&nbsp; 1062166 |
| Kiniksa Pharmaceuticals International PLC (a) | 946 | &nbsp;&nbsp;&nbsp; 41548 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Pharmaceuticals – continued | Pharmaceuticals – continued |  |
| Kymera Therapeutics, Inc. (a) | 596 | &nbsp;&nbsp;&nbsp; $43323 |
| Legend Biotech Corp., ADR (a) | 1347 | &nbsp;&nbsp;&nbsp; 23573 |
| Ligand Pharmaceuticals, Inc. (a) | 1102 | &nbsp;&nbsp;&nbsp; 211694 |
| Merck & Co., Inc. | 1581 | &nbsp;&nbsp;&nbsp; 174337 |
| Merck KGaA | 675 | &nbsp;&nbsp;&nbsp; 100454 |
| Mirum Pharmaceuticals, Inc. (a) | 487 | &nbsp;&nbsp;&nbsp; 50268 |
| Neurocrine Biosciences, Inc. (a) | 286 | &nbsp;&nbsp;&nbsp; 38913 |
| Novartis AG | 1655 | &nbsp;&nbsp;&nbsp; 245387 |
| Pfizer, Inc. | 1879 | &nbsp;&nbsp;&nbsp; 49681 |
| Roche Holding AG | 2615 | &nbsp;&nbsp;&nbsp; 1186315 |
| Ultragenyx Pharmaceutical, Inc. (a) | 558 | &nbsp;&nbsp;&nbsp; 13431 |
|  |  | &nbsp;&nbsp;&nbsp; $7272012 |
| Pollution Control – 0.1% | Pollution Control – 0.1% |  |
| GFL Environmental, Inc.  | 3122 | &nbsp;&nbsp;&nbsp; $134090 |
| Precious Metals & Minerals – 1.4% | Precious Metals & Minerals – 1.4% |  |
| Agnico Eagle Mines Ltd. | 2024 | &nbsp;&nbsp;&nbsp; $384748 |
| Agnico Eagle Mines Ltd. | 1392 | &nbsp;&nbsp;&nbsp; 265176 |
| Alamos Gold, Inc. | 2264 | &nbsp;&nbsp;&nbsp; 83899 |
| Franco-Nevada Corp. | 7265 | &nbsp;&nbsp;&nbsp; 1700618 |
| Northern Star Resources Ltd. Co. | 1880 | &nbsp;&nbsp;&nbsp; 37887 |
| OR Royalties, Inc. | 1703 | &nbsp;&nbsp;&nbsp; 67166 |
| Wheaton Precious Metals Corp. | 5184 | &nbsp;&nbsp;&nbsp; 682964 |
|  |  | &nbsp;&nbsp;&nbsp; $3222458 |
| Printing & Publishing – 0.0% | Printing & Publishing – 0.0% |  |
| Wolters Kluwer N.V.  | 677 | &nbsp;&nbsp;&nbsp; $63300 |
| Railroad & Shipping – 0.2% | Railroad & Shipping – 0.2% |  |
| Kirby Corp. (a) | 321 | &nbsp;&nbsp;&nbsp; $37769 |
| Sankyu, Inc. | 2300 | &nbsp;&nbsp;&nbsp; 136683 |
| Union Pacific Corp. | 1115 | &nbsp;&nbsp;&nbsp; 262137 |
|  |  | &nbsp;&nbsp;&nbsp; $436589 |
| Real Estate – 0.6% | Real Estate – 0.6% |  |
| Acadia Realty Trust, REIT | 2846 | &nbsp;&nbsp;&nbsp; $56948 |
| Brixmor Property Group, Inc., REIT | 9488 | &nbsp;&nbsp;&nbsp; 254184 |
| CapitaLand Investment Ltd. | 58800 | &nbsp;&nbsp;&nbsp; 142366 |
| CBRE Group, Inc., "A" (a) | 1313 | &nbsp;&nbsp;&nbsp; 223643 |
| Cushman & Wakefield Ltd. (a) | 3010 | &nbsp;&nbsp;&nbsp; 49484 |
| Essential Properties Realty Trust, REIT | 2052 | &nbsp;&nbsp;&nbsp; 62299 |
| Four Corners Property Trust, Inc., REIT | 1750 | &nbsp;&nbsp;&nbsp; 43138 |
| Jones Lang LaSalle, Inc. (a) | 795 | &nbsp;&nbsp;&nbsp; 284538 |
| PennyMac Financial Services, Inc. | 381 | &nbsp;&nbsp;&nbsp; 38070 |
| Urban Edge Properties, REIT | 2355 | &nbsp;&nbsp;&nbsp; 45758 |
| W.P. Carey, Inc., REIT | 1050 | &nbsp;&nbsp;&nbsp; 73237 |
|  |  | &nbsp;&nbsp;&nbsp; $1273665 |
| Real Estate - Office – 0.0% | Real Estate - Office – 0.0% |  |
| Cousins Properties, Inc., REIT | 2002 | &nbsp;&nbsp;&nbsp; $50530 |
| Douglas Emmett, Inc., REIT | 2912 | &nbsp;&nbsp;&nbsp; 30751 |
|  |  | &nbsp;&nbsp;&nbsp; $81281 |
| Real Estate - Storage – 0.3% | Real Estate - Storage – 0.3% |  |
| Extra Space Storage, Inc., REIT | 542 | &nbsp;&nbsp;&nbsp; $74780 |
| Prologis, Inc., REIT | 3849 | &nbsp;&nbsp;&nbsp; 502525 |
| Rexford Industrial Realty, Inc., REIT | 2377 | &nbsp;&nbsp;&nbsp; 96340 |
| SmartStop Self Storage REIT | 1363 | &nbsp;&nbsp;&nbsp; 42853 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Real Estate - Storage – continued | Real Estate - Storage – continued |  |
| Terreno Realty Corp., REIT | 1429 | &nbsp;&nbsp;&nbsp; $87940 |
|  |  | &nbsp;&nbsp;&nbsp; $804438 |
| Restaurants – 0.8% | Restaurants – 0.8% |  |
| Aramark | 20577 | &nbsp;&nbsp;&nbsp; $792009 |
| Black Rock Coffee Bar, Inc., "A" (a)(l) | 2596 | &nbsp;&nbsp;&nbsp; 38706 |
| Chefs' Warehouse, Inc. (a) | 2156 | &nbsp;&nbsp;&nbsp; 135612 |
| Darden Restaurants, Inc. | 230 | &nbsp;&nbsp;&nbsp; 45851 |
| Greggs PLC (l) | 4404 | &nbsp;&nbsp;&nbsp; 96841 |
| Starbucks Corp. | 1819 | &nbsp;&nbsp;&nbsp; 167257 |
| SYSCO Corp. | 796 | &nbsp;&nbsp;&nbsp; 66745 |
| U.S. Foods Holding Corp. (a) | 2014 | &nbsp;&nbsp;&nbsp; 168411 |
| Wingstop, Inc. | 914 | &nbsp;&nbsp;&nbsp; 242603 |
|  |  | &nbsp;&nbsp;&nbsp; $1754035 |
| Specialty Chemicals – 1.2% | Specialty Chemicals – 1.2% |  |
| Akzo Nobel N.V. (l) | 781 | &nbsp;&nbsp;&nbsp; $54897 |
| Ashland, Inc. | 1697 | &nbsp;&nbsp;&nbsp; 103788 |
| Chemours Co. | 2071 | &nbsp;&nbsp;&nbsp; 31044 |
| Corteva, Inc. | 5004 | &nbsp;&nbsp;&nbsp; 364291 |
| Croda International PLC | 3729 | &nbsp;&nbsp;&nbsp; 139198 |
| DuPont de Nemours, Inc. | 967 | &nbsp;&nbsp;&nbsp; 42471 |
| Linde PLC | 2648 | &nbsp;&nbsp;&nbsp; 1210057 |
| Quaker Chemical Corp. | 394 | &nbsp;&nbsp;&nbsp; 60574 |
| Shin-Etsu Chemical Co. Ltd. | 2600 | &nbsp;&nbsp;&nbsp; 86168 |
| Symrise AG | 6943 | &nbsp;&nbsp;&nbsp; 584816 |
|  |  | &nbsp;&nbsp;&nbsp; $2677304 |
| Specialty Stores – 2.5% | Specialty Stores – 2.5% |  |
| Amazon.com, Inc. (a)(f) | 11499 | &nbsp;&nbsp;&nbsp; $2751711 |
| AutoZone, Inc. (a) | 69 | &nbsp;&nbsp;&nbsp; 255596 |
| BJ's Wholesale Club Holdings, Inc. (a) | 893 | &nbsp;&nbsp;&nbsp; 82549 |
| Burlington Stores, Inc. (a) | 528 | &nbsp;&nbsp;&nbsp; 156214 |
| Coupang, Inc. (a) | 6785 | &nbsp;&nbsp;&nbsp; 136786 |
| Floor & Decor Holdings, Inc., "A" (a) | 416 | &nbsp;&nbsp;&nbsp; 27439 |
| Lowe's Cos., Inc. | 1950 | &nbsp;&nbsp;&nbsp; 520767 |
| NEXT PLC | 379 | &nbsp;&nbsp;&nbsp; 68793 |
| Nitori Co. Ltd. (l) | 1600 | &nbsp;&nbsp;&nbsp; 27449 |
| O'Reilly Automotive, Inc. (a)(f) | 12748 | &nbsp;&nbsp;&nbsp; 1254531 |
| Pan Pacific International Holdings Corp. | 14500 | &nbsp;&nbsp;&nbsp; 85814 |
| Pet Valu Holdings Ltd. | 1506 | &nbsp;&nbsp;&nbsp; 30194 |
| Ross Stores, Inc. | 473 | &nbsp;&nbsp;&nbsp; 89231 |
| Target Corp. | 1918 | &nbsp;&nbsp;&nbsp; 202292 |
| TJX Cos., Inc. | 303 | &nbsp;&nbsp;&nbsp; 45392 |
| Tractor Supply Co. | 509 | &nbsp;&nbsp;&nbsp; 25898 |
| ZOZO, Inc. | 12000 | &nbsp;&nbsp;&nbsp; 98940 |
|  |  | &nbsp;&nbsp;&nbsp; $5859596 |
| Telecom - Infrastructure – 0.1% | Telecom - Infrastructure – 0.1% |  |
| American Tower Corp., REIT | 203 | &nbsp;&nbsp;&nbsp; $36394 |
| Cellnex Telecom S.A. | 4914 | &nbsp;&nbsp;&nbsp; 151562 |
| Infrastrutture Wireless Italiane S.p.A. (l) | 10423 | &nbsp;&nbsp;&nbsp; 91920 |
|  |  | &nbsp;&nbsp;&nbsp; $279876 |
| Telecom Services – 0.2% | Telecom Services – 0.2% |  |
| Advanced Info Service Public Co. Ltd. | 6000 | &nbsp;&nbsp;&nbsp; $66550 |
| EchoStar Corp., "A" (a) | 588 | &nbsp;&nbsp;&nbsp; 66573 |
| Etihad Etisalat Co. | 6437 | &nbsp;&nbsp;&nbsp; 120822 |
| KDDI Corp. | 6800 | &nbsp;&nbsp;&nbsp; 114527 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Telecom Services – continued | Telecom Services – continued |  |
| Koninklijke KPN N.V. | 16631 | &nbsp;&nbsp;&nbsp; $80983 |
| SoftBank Group Corp. | 800 | &nbsp;&nbsp;&nbsp; 21985 |
|  |  | &nbsp;&nbsp;&nbsp; $471440 |
| Tobacco – 0.7% | Tobacco – 0.7% |  |
| Altria Group, Inc. (f) | 17861 | &nbsp;&nbsp;&nbsp; $1107203 |
| British American Tobacco PLC | 2838 | &nbsp;&nbsp;&nbsp; 169937 |
| Philip Morris International, Inc. | 1513 | &nbsp;&nbsp;&nbsp; 271493 |
|  |  | &nbsp;&nbsp;&nbsp; $1548633 |
| Trucking – 0.2% | Trucking – 0.2% |  |
| FedEx Corp. | 185 | &nbsp;&nbsp;&nbsp; $59616 |
| J.B. Hunt Transport Services, Inc. | 260 | &nbsp;&nbsp;&nbsp; 52707 |
| Knight-Swift Transportation Holdings, Inc. | 854 | &nbsp;&nbsp;&nbsp; 47055 |
| RXO, Inc. (a) | 1506 | &nbsp;&nbsp;&nbsp; 21958 |
| Seino Holdings Co. Ltd. | 6900 | &nbsp;&nbsp;&nbsp; 107361 |
| SG Holdings Co. Ltd. (l) | 8700 | &nbsp;&nbsp;&nbsp; 83762 |
| XPO, Inc. (a) | 471 | &nbsp;&nbsp;&nbsp; 69760 |
|  |  | &nbsp;&nbsp;&nbsp; $442219 |
| Utilities - Electric Power – 1.9% | Utilities - Electric Power – 1.9% |  |
| Alliant Energy Corp. | 1731 | &nbsp;&nbsp;&nbsp; $114090 |
| CenterPoint Energy, Inc. | 1905 | &nbsp;&nbsp;&nbsp; 75609 |
| CLP Holdings Ltd. | 3500 | &nbsp;&nbsp;&nbsp; 33131 |
| CMS Energy Corp. | 1157 | &nbsp;&nbsp;&nbsp; 82714 |
| Dominion Energy, Inc. (f) | 7826 | &nbsp;&nbsp;&nbsp; 470890 |
| DTE Energy Co. | 1362 | &nbsp;&nbsp;&nbsp; 183026 |
| Duke Energy Corp. | 4155 | &nbsp;&nbsp;&nbsp; 504209 |
| E.ON SE | 3867 | &nbsp;&nbsp;&nbsp; 81889 |
| Edison International | 5935 | &nbsp;&nbsp;&nbsp; 369632 |
| Evergy, Inc. | 602 | &nbsp;&nbsp;&nbsp; 46191 |
| National Grid PLC | 9006 | &nbsp;&nbsp;&nbsp; 152132 |
| NorthWestern Corp. | 994 | &nbsp;&nbsp;&nbsp; 67453 |
| NRG Energy, Inc. | 4215 | &nbsp;&nbsp;&nbsp; 643335 |
| PG&E Corp. | 24475 | &nbsp;&nbsp;&nbsp; 377404 |
| Pinnacle West Capital Corp. | 728 | &nbsp;&nbsp;&nbsp; 68112 |
| Portland General Electric Co. | 1522 | &nbsp;&nbsp;&nbsp; 76481 |
| PPL Corp. | 790 | &nbsp;&nbsp;&nbsp; 28638 |
| Public Service Enterprise Group, Inc. | 1084 | &nbsp;&nbsp;&nbsp; 89278 |
| Sempra | 767 | &nbsp;&nbsp;&nbsp; 66737 |
| Southern Co. | 4580 | &nbsp;&nbsp;&nbsp; 409040 |
| Talen Energy Corp. (a) | 333 | &nbsp;&nbsp;&nbsp; 116004 |
| Vistra Corp. | 1386 | &nbsp;&nbsp;&nbsp; 219473 |
|  |  | &nbsp;&nbsp;&nbsp; $4275468 |
| **Total Common Stocks**  |  | &nbsp;&nbsp; **$169801047** |
| Bonds – 19.4%  | Bonds – 19.4%  | Bonds – 19.4%  |
| Aerospace & Defense – 0.4% | Aerospace & Defense – 0.4% | Aerospace & Defense – 0.4% |
| Boeing Co., 2.196%, 2/04/2026  | $75000 | &nbsp;&nbsp;&nbsp; $74987 |
| Boeing Co., 5.15%, 5/01/2030  | 110000 | &nbsp;&nbsp;&nbsp; 113053 |
| Boeing Co., 5.805%, 5/01/2050  | 307000 | &nbsp;&nbsp;&nbsp; 303211 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | 106000 | &nbsp;&nbsp;&nbsp; 111858 |
| L3Harris Technologies, Inc., 5.4%, 1/15/2027  | 39000 | &nbsp;&nbsp;&nbsp; 39538 |
| L3Harris Technologies, Inc., 5.4%, 7/31/2033  | 211000 | &nbsp;&nbsp;&nbsp; 219701 |
|  |  | &nbsp;&nbsp;&nbsp; $862348 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Asset-Backed & Securitized – 0.5% | Asset-Backed & Securitized – 0.5% | Asset-Backed & Securitized – 0.5% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 0.992%, 11/15/2054 (i) | $967659 | &nbsp;&nbsp;&nbsp; $33571 |
| ACREC 2021-FL1 Ltd., "A", FLR, 4.942% ((SOFR - 1mo. + 0.11448%) + 1.15%), 10/16/2036 (n) | 9821 | &nbsp;&nbsp;&nbsp; 9821 |
| Angel Oak Mortgage Trust, 2024-13, "A1", 5.464%, 12/26/2069 (n) | 81775 | &nbsp;&nbsp;&nbsp; 82485 |
| Angel Oak Mortgage Trust, 2025-3, "A1", 5.42%, 3/25/2070 (n) | 155333 | &nbsp;&nbsp;&nbsp; 156786 |
| ARDN Mortgage Trust, 2025-ARCP, "A", FLR, 5.43% (SOFR - 1mo. + 1.75%), 6/15/2035 (n) | 115000 | &nbsp;&nbsp;&nbsp; 115359 |
| ARI Fleet Lease Trust, 2023-A, "A2", 5.41%, 2/17/2032 (n) | 341 | &nbsp;&nbsp;&nbsp; 341 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.232%, 7/15/2054 (i) | 1179468 | &nbsp;&nbsp;&nbsp; 54060 |
| Colt Funding LLC, 2024-6, "A1", 5.39%, 11/25/2069 (n) | 77006 | &nbsp;&nbsp;&nbsp; 77604 |
| Home Owner Mortgage Enhanced , 5.077%, 8/25/2060 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100109 |
| KREF 2018-FT1 Ltd., "A", FLR, 4.862% ((SOFR - 1mo. + 0.11448%) + 1.07%), 2/15/2039 (n) | 37253 | &nbsp;&nbsp;&nbsp; 37241 |
| KREF 2018-FT1 Ltd., "AS", FLR, 5.091% ((SOFR - 1mo. + 0.11448%) + 1.3%), 2/15/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 99803 |
| MF1 2024-FL5 LLC, "A", FLR, 5.363% (SOFR - 1mo. + 1.688%), 8/18/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100213 |
| Morgan Stanley Residential Mortgage Loan Trust, 2024-NQM3, "A1", 5.044%, 7/25/2069 (n) | 66186 | &nbsp;&nbsp;&nbsp; 66319 |
| OBX Trust, 2024-NQM3, "A1", 6.129%, 12/25/2063 (n) | 55628 | &nbsp;&nbsp;&nbsp; 56247 |
| Provident Funding Mortgage Trust, 2025-3, "A4", 5.5%, 8/25/2055 (n) | 109841 | &nbsp;&nbsp;&nbsp; 110576 |
| Virginia Power Fuel Securitization LLC, 5.088%, 5/01/2027  | 17315 | &nbsp;&nbsp;&nbsp; 17419 |
|  |  | &nbsp;&nbsp;&nbsp; $1117954 |
| Automotive – 0.4% | Automotive – 0.4% | Automotive – 0.4% |
| Cummins, Inc., 5.45%, 2/20/2054  | $50000 | &nbsp;&nbsp;&nbsp; $49192 |
| Ford Motor Credit Co. LLC, 6.95%, 6/10/2026  | 200000 | &nbsp;&nbsp;&nbsp; 201540 |
| Ford Motor Credit Co. LLC, 5.73%, 9/05/2030  | 200000 | &nbsp;&nbsp;&nbsp; 204761 |
| Ford Motor Credit Co. LLC, 3.25%, 2/12/2032  | 39000 | &nbsp;&nbsp;&nbsp; 34645 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 155000 | &nbsp;&nbsp;&nbsp; 165560 |
| Hyundai Capital America, 4.5%, 9/18/2030 (n) | 26000 | &nbsp;&nbsp;&nbsp; 26010 |
| Volkswagen Group of America Finance LLC, 4.45%, 9/11/2027 (n) | 200000 | &nbsp;&nbsp;&nbsp; 200639 |
|  |  | &nbsp;&nbsp;&nbsp; $882347 |
| Broadcasting – 0.2% | Broadcasting – 0.2% | Broadcasting – 0.2% |
| Walt Disney Co., 3.5%, 5/13/2040  | $190000 | &nbsp;&nbsp;&nbsp; $158208 |
| Walt Disney Co., 3.8%, 5/13/2060  | 150000 | &nbsp;&nbsp;&nbsp; 109841 |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | 137000 | &nbsp;&nbsp;&nbsp; 131831 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | 79000 | &nbsp;&nbsp;&nbsp; 75824 |
|  |  | &nbsp;&nbsp;&nbsp; $475704 |
| Brokerage & Asset Managers – 0.6% | Brokerage & Asset Managers – 0.6% | Brokerage & Asset Managers – 0.6% |
| Charles Schwab Corp., 5.643% to 5/19/2028, FLR (SOFR - 1 day + 2.210%) to 5/19/2029  | $63000 | &nbsp;&nbsp;&nbsp; $65382 |
| Charles Schwab Corp., 6.136% to 8/24/2033, FLR (SOFR - 1 day + 2.01%) to 8/24/2034  | 82000 | &nbsp;&nbsp;&nbsp; 89046 |
| Charles Schwab Corp., 4.914% to 11/14/2035, FLR (SOFR - 1 day + 1.23%) to 11/14/2036  | 160000 | &nbsp;&nbsp;&nbsp; 158582 |
| Jefferies Financial Group Inc., 5.5%, 2/15/2036  | 149000 | &nbsp;&nbsp;&nbsp; 147080 |
| LPL Holdings, Inc., 4.625%, 11/15/2027 (n) | 120000 | &nbsp;&nbsp;&nbsp; 119441 |
| LPL Holdings, Inc., 4.375%, 5/15/2031 (n) | 141000 | &nbsp;&nbsp;&nbsp; 137016 |
| LPL Holdings, Inc., 5.65%, 3/15/2035  | 182000 | &nbsp;&nbsp;&nbsp; 185465 |
| LSEGA Finance PLC, 2%, 4/06/2028 (n) | 200000 | &nbsp;&nbsp;&nbsp; 191717 |
| The Carlyle Group, Inc., 5.05%, 9/19/2035  | 204000 | &nbsp;&nbsp;&nbsp; 200790 |
|  |  | &nbsp;&nbsp;&nbsp; $1294519 |
| Building – 0.3% | Building – 0.3% | Building – 0.3% |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | $221000 | &nbsp;&nbsp;&nbsp; $221924 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | 82000 | &nbsp;&nbsp;&nbsp; 83396 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | 69000 | &nbsp;&nbsp;&nbsp; 70305 |
| Vulcan Materials Co., 3.5%, 6/01/2030  | 42000 | &nbsp;&nbsp;&nbsp; 40679 |
| Vulcan Materials Co., 4.5%, 6/15/2047  | 114000 | &nbsp;&nbsp;&nbsp; 97391 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | 93000 | &nbsp;&nbsp;&nbsp; 92562 |
|  |  | &nbsp;&nbsp;&nbsp; $606257 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Business Services – 0.3% | Business Services – 0.3% | Business Services – 0.3% |
| Accenture Capital, Inc., 4.25%, 10/04/2031  | $70000 | &nbsp;&nbsp;&nbsp; $70009 |
| Accenture Capital, Inc., 4.5%, 10/04/2034  | 44000 | &nbsp;&nbsp;&nbsp; 43274 |
| Fiserv, Inc., 4.4%, 7/01/2049  | 114000 | &nbsp;&nbsp;&nbsp; 89692 |
| Mastercard, Inc., 4.35%, 1/15/2032  | 93000 | &nbsp;&nbsp;&nbsp; 93473 |
| Mastercard, Inc., 3.85%, 3/26/2050  | 167000 | &nbsp;&nbsp;&nbsp; 129988 |
| Paychex, Inc., 5.1%, 4/15/2030  | 134000 | &nbsp;&nbsp;&nbsp; 137832 |
| Paychex, Inc., 5.35%, 4/15/2032  | 129000 | &nbsp;&nbsp;&nbsp; 133358 |
|  |  | &nbsp;&nbsp;&nbsp; $697626 |
| Cable TV – 0.3% | Cable TV – 0.3% | Cable TV – 0.3% |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035  | $71000 | &nbsp;&nbsp;&nbsp; $73384 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 5.375%, 5/01/2047  | 105000 | &nbsp;&nbsp;&nbsp; 86208 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.7%, 12/01/2055  | 44000 | &nbsp;&nbsp;&nbsp; 42488 |
| Comcast Corp., 5.35%, 5/15/2053  | 184000 | &nbsp;&nbsp;&nbsp; 165481 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | 134000 | &nbsp;&nbsp;&nbsp; 130909 |
| Videotron Ltd., 5.7%, 1/15/2035 (n) | 148000 | &nbsp;&nbsp;&nbsp; 150706 |
|  |  | &nbsp;&nbsp;&nbsp; $649176 |
| Computer Software – 0.1% | Computer Software – 0.1% | Computer Software – 0.1% |
| Microsoft Corp., 2.525%, 6/01/2050  | $180000 | &nbsp;&nbsp;&nbsp; $109090 |
| Microsoft Corp., 2.5%, 9/15/2050  | 113000 | &nbsp;&nbsp;&nbsp; 68162 |
| Oracle Corp., 4.8%, 9/26/2032  | 80000 | &nbsp;&nbsp;&nbsp; 77450 |
| Oracle Corp., 4%, 7/15/2046  | 98000 | &nbsp;&nbsp;&nbsp; 67617 |
|  |  | &nbsp;&nbsp;&nbsp; $322319 |
| Computer Software - Systems – 0.1% | Computer Software - Systems – 0.1% | Computer Software - Systems – 0.1% |
| Apple, Inc., 2.65%, 5/11/2050 (f)  | $229000 | &nbsp;&nbsp;&nbsp; $142563 |
| Conglomerates – 0.3% | Conglomerates – 0.3% | Conglomerates – 0.3% |
| nVent Finance S.à r.l., 5.65%, 5/15/2033  | $143000 | &nbsp;&nbsp;&nbsp; $149110 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | 91000 | &nbsp;&nbsp;&nbsp; 94332 |
| Regal Rexnord Corp., 6.3%, 2/15/2030  | 208000 | &nbsp;&nbsp;&nbsp; 220536 |
| Regal Rexnord Corp., 6.4%, 4/15/2033  | 42000 | &nbsp;&nbsp;&nbsp; 44882 |
| Westinghouse Air Brake Technologies Corp., 4.7%, 9/15/2028  | 186000 | &nbsp;&nbsp;&nbsp; 188457 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | 50000 | &nbsp;&nbsp;&nbsp; 52294 |
|  |  | &nbsp;&nbsp;&nbsp; $749611 |
| Consumer Products – 0.2% | Consumer Products – 0.2% | Consumer Products – 0.2% |
| Haleon US Capital LLC, 3.625%, 3/24/2032  | $250000 | &nbsp;&nbsp;&nbsp; $238144 |
| L'Oréal S.A., 5%, 5/20/2035 (n) | 200000 | &nbsp;&nbsp;&nbsp; 203560 |
| Mattel, Inc., 3.75%, 4/01/2029 (n) | 65000 | &nbsp;&nbsp;&nbsp; 63662 |
|  |  | &nbsp;&nbsp;&nbsp; $505366 |
| Consumer Services – 0.2% | Consumer Services – 0.2% | Consumer Services – 0.2% |
| CBRE Group, Inc., 5.95%, 8/15/2034  | $97000 | &nbsp;&nbsp;&nbsp; $103234 |
| CBRE Services, Inc., 5.5%, 6/15/2035  | 50000 | &nbsp;&nbsp;&nbsp; 51530 |
| Rentokil Terminix LLC, 5%, 4/28/2030 (n) | 200000 | &nbsp;&nbsp;&nbsp; 203717 |
|  |  | &nbsp;&nbsp;&nbsp; $358481 |
| Electrical Equipment – 0.1% | Electrical Equipment – 0.1% | Electrical Equipment – 0.1% |
| Arrow Electronics, Inc., 5.875%, 4/10/2034  | $178000 | &nbsp;&nbsp;&nbsp; $185377 |
| Electronics – 0.2% | Electronics – 0.2% | Electronics – 0.2% |
| Broadcom, Inc., 5.05%, 7/12/2029  | $90000 | &nbsp;&nbsp;&nbsp; $92723 |
| Broadcom, Inc., 5.2%, 7/15/2035  | 118000 | &nbsp;&nbsp;&nbsp; 120579 |
| Broadcom, Inc., 4.8%, 2/15/2036  | 134000 | &nbsp;&nbsp;&nbsp; 132271 |
| Broadcom, Inc., 5.7%, 1/15/2056  | 98000 | &nbsp;&nbsp;&nbsp; 98756 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Electronics – continued | Electronics – continued | Electronics – continued |
| Intel Corp., 5.7%, 2/10/2053  | $79000 | &nbsp;&nbsp;&nbsp; $74580 |
|  |  | &nbsp;&nbsp;&nbsp; $518909 |
| Emerging Market Quasi-Sovereign – 0.1% | Emerging Market Quasi-Sovereign – 0.1% | Emerging Market Quasi-Sovereign – 0.1% |
| Comision Federal de Electricidad (United Mexican States), 6.045%, 1/28/2034 (n)  | $200000 | &nbsp;&nbsp;&nbsp; $200000 |
| Emerging Market Sovereign – 0.3% | Emerging Market Sovereign – 0.3% | Emerging Market Sovereign – 0.3% |
| Kingdom of Saudi Arabia, 5.125%, 1/13/2028 (n) | $200000 | &nbsp;&nbsp;&nbsp; $203652 |
| United Mexican States, 5.85%, 7/02/2032  | 200000 | &nbsp;&nbsp;&nbsp; 204320 |
| United Mexican States, 5.625%, 2/09/2034  | 200000 | &nbsp;&nbsp;&nbsp; 199268 |
| United Mexican States, 5.625%, 9/22/2035  | 200000 | &nbsp;&nbsp;&nbsp; 196000 |
|  |  | &nbsp;&nbsp;&nbsp; $803240 |
| Energy - Independent – 0.3% | Energy - Independent – 0.3% | Energy - Independent – 0.3% |
| Occidental Petroleum Corp., 6.125%, 1/01/2031  | $76000 | &nbsp;&nbsp;&nbsp; $80368 |
| Occidental Petroleum Corp., 4.4%, 4/15/2046  | 118000 | &nbsp;&nbsp;&nbsp; 93843 |
| Pioneer Natural Resources Co., 1.9%, 8/15/2030  | 177000 | &nbsp;&nbsp;&nbsp; 160544 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | 112000 | &nbsp;&nbsp;&nbsp; 101719 |
| Santos Finance Ltd., 6.875%, 9/19/2033 (n) | 133000 | &nbsp;&nbsp;&nbsp; 145700 |
| Santos Finance Ltd., 5.75%, 11/13/2035 (n) | 46000 | &nbsp;&nbsp;&nbsp; 46130 |
|  |  | &nbsp;&nbsp;&nbsp; $628304 |
| Energy - Integrated – 0.1% | Energy - Integrated – 0.1% | Energy - Integrated – 0.1% |
| BP Capital Markets America, Inc., 3.001%, 3/17/2052  | $215000 | &nbsp;&nbsp;&nbsp; $138121 |
| Entertainment – 0.2% | Entertainment – 0.2% | Entertainment – 0.2% |
| Royal Caribbean Cruises Ltd., 4.25%, 7/01/2026 (n) | $109000 | &nbsp;&nbsp;&nbsp; $108959 |
| Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n) | 193000 | &nbsp;&nbsp;&nbsp; 198407 |
| Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036  | 61000 | &nbsp;&nbsp;&nbsp; 61127 |
|  |  | &nbsp;&nbsp;&nbsp; $368493 |
| Financial Institutions – 0.4% | Financial Institutions – 0.4% | Financial Institutions – 0.4% |
| Avolon Holdings Funding Ltd., 3.25%, 2/15/2027 (n) | $197000 | &nbsp;&nbsp;&nbsp; $195096 |
| Avolon Holdings Funding Ltd., 2.75%, 2/21/2028 (n) | 115000 | &nbsp;&nbsp;&nbsp; 111639 |
| Avolon Holdings Funding Ltd., 4.95%, 10/15/2032 (n) | 132000 | &nbsp;&nbsp;&nbsp; 130967 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | 186000 | &nbsp;&nbsp;&nbsp; 188322 |
| SMBC Aviation Capital Finance DAC, 5.3%, 4/03/2029 (n) | 200000 | &nbsp;&nbsp;&nbsp; 205413 |
| SMBC Aviation Capital Finance DAC, 5.25%, 11/26/2035 (n) | 200000 | &nbsp;&nbsp;&nbsp; 199320 |
|  |  | &nbsp;&nbsp;&nbsp; $1030757 |
| Food & Beverages – 1.0% | Food & Beverages – 1.0% | Food & Beverages – 1.0% |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | $347000 | &nbsp;&nbsp;&nbsp; $345597 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | 414000 | &nbsp;&nbsp;&nbsp; 389840 |
| Diageo Capital PLC, 5.625%, 10/05/2033  | 200000 | &nbsp;&nbsp;&nbsp; 211813 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | 105000 | &nbsp;&nbsp;&nbsp; 104555 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | 31000 | &nbsp;&nbsp;&nbsp; 28421 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3%, 2/02/2029  | 68000 | &nbsp;&nbsp;&nbsp; 65650 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.75%, 12/01/2031  | 79000 | &nbsp;&nbsp;&nbsp; 74806 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.625%, 1/15/2032  | 99000 | &nbsp;&nbsp;&nbsp; 92958 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 6.5%, 12/01/2052  | 78000 | &nbsp;&nbsp;&nbsp; 81076 |
| Kraft Heinz Foods Co., 4.875%, 10/01/2049  | 76000 | &nbsp;&nbsp;&nbsp; 65082 |
| Kraft Heinz Foods Co., 5.5%, 6/01/2050  | 112000 | &nbsp;&nbsp;&nbsp; 104296 |
| Mars, Inc., 4.55%, 4/20/2028 (n) | 40000 | &nbsp;&nbsp;&nbsp; 40519 |
| Mars, Inc., 4.75%, 4/20/2033 (n) | 184000 | &nbsp;&nbsp;&nbsp; 185379 |
| Mars, Inc., 3.95%, 4/01/2049 (n) | 59000 | &nbsp;&nbsp;&nbsp; 46755 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | 262000 | &nbsp;&nbsp;&nbsp; 261129 |
| SYSCO Corp., 4.45%, 3/15/2048  | 179000 | &nbsp;&nbsp;&nbsp; 152230 |
|  |  | &nbsp;&nbsp;&nbsp; $2250106 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Gaming & Lodging – 0.3% | Gaming & Lodging – 0.3% | Gaming & Lodging – 0.3% |
| Flutter Treasury DAC, 6.375%, 4/29/2029 (n) | $200000 | &nbsp;&nbsp;&nbsp; $206189 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | 200000 | &nbsp;&nbsp;&nbsp; 202591 |
| Las Vegas Sands Corp., 5.9%, 6/01/2027  | 31000 | &nbsp;&nbsp;&nbsp; 31569 |
| Las Vegas Sands Corp., 6.2%, 8/15/2034  | 91000 | &nbsp;&nbsp;&nbsp; 94658 |
| Marriott International, Inc., 2.85%, 4/15/2031  | 28000 | &nbsp;&nbsp;&nbsp; 25985 |
| Marriott International, Inc., 3.5%, 10/15/2032  | 95000 | &nbsp;&nbsp;&nbsp; 88649 |
| VICI Properties LP/VICI Note Co., Inc., 4.25%, 12/01/2026 (n) | 84000 | &nbsp;&nbsp;&nbsp; 83968 |
|  |  | &nbsp;&nbsp;&nbsp; $733609 |
| Industrial – 0.1% | Industrial – 0.1% | Industrial – 0.1% |
| Booz Allen Hamilton, Inc., 5.95%, 4/15/2035  | $128000 | &nbsp;&nbsp;&nbsp; $131699 |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050  | 234000 | &nbsp;&nbsp;&nbsp; 136810 |
|  |  | &nbsp;&nbsp;&nbsp; $268509 |
| Insurance – 0.4% | Insurance – 0.4% | Insurance – 0.4% |
| Corebridge Financial, Inc., 3.9%, 4/05/2032  | $92000 | &nbsp;&nbsp;&nbsp; $87626 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | 149000 | &nbsp;&nbsp;&nbsp; 127432 |
| Corebridge Global Funding, 4.9%, 8/21/2032 (n) | 113000 | &nbsp;&nbsp;&nbsp; 113982 |
| Lincoln National Corp., 5.852%, 3/15/2034  | 107000 | &nbsp;&nbsp;&nbsp; 111666 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | 214000 | &nbsp;&nbsp;&nbsp; 227681 |
| Pacific Life Insurance Co., 5.95%, 9/15/2055 (n) | 172000 | &nbsp;&nbsp;&nbsp; 173689 |
| Sammons Financial Group, Inc., 4.75%, 4/08/2032 (n) | 136000 | &nbsp;&nbsp;&nbsp; 132188 |
|  |  | &nbsp;&nbsp;&nbsp; $974264 |
| Insurance - Health – 0.3% | Insurance - Health – 0.3% | Insurance - Health – 0.3% |
| Elevance Health, Inc., 5.65%, 6/15/2054  | $116000 | &nbsp;&nbsp;&nbsp; $111980 |
| Humana, Inc., 5.375%, 4/15/2031  | 83000 | &nbsp;&nbsp;&nbsp; 85013 |
| Humana, Inc., 5.55%, 5/01/2035  | 113000 | &nbsp;&nbsp;&nbsp; 113313 |
| Humana, Inc., 4.95%, 10/01/2044  | 46000 | &nbsp;&nbsp;&nbsp; 39629 |
| UnitedHealth Group, Inc., 5.3%, 2/15/2030  | 60000 | &nbsp;&nbsp;&nbsp; 62470 |
| UnitedHealth Group, Inc., 2.3%, 5/15/2031  | 105000 | &nbsp;&nbsp;&nbsp; 94684 |
| UnitedHealth Group, Inc., 5.5%, 7/15/2044  | 80000 | &nbsp;&nbsp;&nbsp; 78651 |
| UnitedHealth Group, Inc., 5.875%, 2/15/2053  | 160000 | &nbsp;&nbsp;&nbsp; 160770 |
|  |  | &nbsp;&nbsp;&nbsp; $746510 |
| Insurance - Property & Casualty – 0.6% | Insurance - Property & Casualty – 0.6% | Insurance - Property & Casualty – 0.6% |
| American International Group, Inc., 4.85%, 5/07/2030  | $108000 | &nbsp;&nbsp;&nbsp; $110617 |
| American International Group, Inc., 5.125%, 3/27/2033  | 146000 | &nbsp;&nbsp;&nbsp; 149502 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | 145000 | &nbsp;&nbsp;&nbsp; 159435 |
| Arthur J. Gallagher & Co., 6.75%, 2/15/2054  | 140000 | &nbsp;&nbsp;&nbsp; 155203 |
| Brown & Brown, Inc., 5.25%, 6/23/2032  | 50000 | &nbsp;&nbsp;&nbsp; 51004 |
| Brown & Brown, Inc., 6.25%, 6/23/2055  | 26000 | &nbsp;&nbsp;&nbsp; 26887 |
| Fairfax Financial Holdings Ltd., 3.375%, 3/03/2031  | 134000 | &nbsp;&nbsp;&nbsp; 126658 |
| Fairfax Financial Holdings Ltd., 5.625%, 8/16/2032  | 63000 | &nbsp;&nbsp;&nbsp; 65763 |
| Fairfax Financial Holdings Ltd., 6.5%, 5/20/2055  | 145000 | &nbsp;&nbsp;&nbsp; 153392 |
| Marsh & McLennan Cos., Inc., 4.85%, 11/15/2031  | 172000 | &nbsp;&nbsp;&nbsp; 176032 |
| Marsh & McLennan Cos., Inc., 4.9%, 3/15/2049  | 35000 | &nbsp;&nbsp;&nbsp; 31682 |
| Marsh & McLennan Cos., Inc., 2.9%, 12/15/2051  | 83000 | &nbsp;&nbsp;&nbsp; 52507 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | 92000 | &nbsp;&nbsp;&nbsp; 88809 |
|  |  | &nbsp;&nbsp;&nbsp; $1347491 |
| International Market Quasi-Sovereign – 0.2% | International Market Quasi-Sovereign – 0.2% | International Market Quasi-Sovereign – 0.2% |
| NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n) | $200000 | &nbsp;&nbsp;&nbsp; $208633 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | 200000 | &nbsp;&nbsp;&nbsp; 179732 |
|  |  | &nbsp;&nbsp;&nbsp; $388365 |
| International Market Sovereign – 0.1% | International Market Sovereign – 0.1% | International Market Sovereign – 0.1% |
| Government of Bermuda, 5%, 7/15/2032 (n)  | $200000 | &nbsp;&nbsp;&nbsp; $201934 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Machinery & Tools – 0.2% | Machinery & Tools – 0.2% | Machinery & Tools – 0.2% |
| Ashtead Capital, Inc., 5.55%, 5/30/2033 (n) | $200000 | &nbsp;&nbsp;&nbsp; $206717 |
| CNH Industrial Capital LLC, 5.5%, 1/12/2029  | 95000 | &nbsp;&nbsp;&nbsp; 98334 |
| CNH Industrial N.V., 3.85%, 11/15/2027  | 147000 | &nbsp;&nbsp;&nbsp; 146462 |
|  |  | &nbsp;&nbsp;&nbsp; $451513 |
| Major Banks – 3.3% | Major Banks – 3.3% | Major Banks – 3.3% |
| Bank of America Corp., 4.376% to 4/27/2027, FLR (SOFR - 1 day + 1.58%) to 4/27/2028  | $86000 | &nbsp;&nbsp;&nbsp; $86394 |
| Bank of America Corp., 3.419% to 12/20/2027, FLR ((SOFR - 3mo. + 0.26161%) + 1.04%) to 12/20/2028  | 168000 | &nbsp;&nbsp;&nbsp; 166170 |
| Bank of America Corp., 5.819% to 9/15/2028, FLR (SOFR - 1 day + 1.57%) to 9/15/2029  | 210000 | &nbsp;&nbsp;&nbsp; 219011 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | 248000 | &nbsp;&nbsp;&nbsp; 227573 |
| Bank of America Corp., 5.872% to 9/15/2033, FLR (SOFR - 1 day + 1.84%) to 9/15/2034  | 243000 | &nbsp;&nbsp;&nbsp; 258106 |
| BNP Paribas, 6.875% to 12/15/2033, FLR (CMT - 5yr. + 2.853%) to 6/15/2174 (n) | 200000 | &nbsp;&nbsp;&nbsp; 201810 |
| Commonwealth Bank of Australia, 3.61% to 9/12/2029, FLR (CMT - 1yr. + 2.05%) to 9/12/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 193736 |
| Commonwealth Bank of Australia, 3.305%, 3/11/2041 (n) | 200000 | &nbsp;&nbsp;&nbsp; 155537 |
| Deutsche Bank AG, 5.706% to 2/08/2027, FLR (SOFR - 1 day + 1.594%) to 2/08/2028  | 150000 | &nbsp;&nbsp;&nbsp; 152347 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | 150000 | &nbsp;&nbsp;&nbsp; 153179 |
| Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031  | 150000 | &nbsp;&nbsp;&nbsp; 151753 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | 130000 | &nbsp;&nbsp;&nbsp; 131764 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | 198000 | &nbsp;&nbsp;&nbsp; 198159 |
| Goldman Sachs Group, Inc., 5.065% to 1/21/2036, FLR (SOFR - 1 day + 1.19%) to 1/21/2037  | 138000 | &nbsp;&nbsp;&nbsp; 137408 |
| HSBC Holdings PLC, 5.13% to 3/03/2030, FLR (SOFR - 1 day + 1.29%) to 3/03/2031  | 200000 | &nbsp;&nbsp;&nbsp; 204986 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | 398000 | &nbsp;&nbsp;&nbsp; 414668 |
| JPMorgan Chase & Co., 2.545% to 11/08/2031, FLR (SOFR - 1 day + 1.18%) to 11/08/2032  | 295000 | &nbsp;&nbsp;&nbsp; 265794 |
| JPMorgan Chase & Co., 5.336% to 1/23/2034, FLR (SOFR - 1 day + 1.62%) to 1/23/2035  | 118000 | &nbsp;&nbsp;&nbsp; 121543 |
| JPMorgan Chase & Co., 4.946% to 10/22/2034, FLR (SOFR - 1 day + 1.34%) to 10/22/2035  | 185000 | &nbsp;&nbsp;&nbsp; 185780 |
| JPMorgan Chase & Co., 4.81% to 10/22/2035, FLR (SOFR - 1 day + 1.19%) to 10/22/2036  | 150000 | &nbsp;&nbsp;&nbsp; 147868 |
| JPMorgan Chase & Co., 4.898% to 1/22/2036, FLR (SOFR - 1 day + 1.07%) to 1/22/2037  | 186000 | &nbsp;&nbsp;&nbsp; 184585 |
| Mitsubishi UFJ Financial Group, Inc., 1.64% to 10/13/2026, FLR (CMT - 1yr. + 0.67%) to 10/13/2027  | 200000 | &nbsp;&nbsp;&nbsp; 196752 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032  | 400000 | &nbsp;&nbsp;&nbsp; 358874 |
| Mitsubishi UFJ Financial Group, Inc., 5.188%, 9/12/2036  | 200000 | &nbsp;&nbsp;&nbsp; 202342 |
| Morgan Stanley, 5.449% to 7/20/2028, FLR (SOFR - 1 day + 1.63%) to 7/20/2029  | 98000 | &nbsp;&nbsp;&nbsp; 101025 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | 93000 | &nbsp;&nbsp;&nbsp; 90297 |
| Morgan Stanley, 2.239% to 7/21/2031, FLR (SOFR - 1 day + 1.178%) to 7/21/2032  | 73000 | &nbsp;&nbsp;&nbsp; 64781 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | 110000 | &nbsp;&nbsp;&nbsp; 113877 |
| Morgan Stanley, 5.073% to 1/30/2036, FLR (SOFR - 1 day + 1.184%) to 1/30/2037  | 263000 | &nbsp;&nbsp;&nbsp; 261777 |
| National Australia Bank Ltd., 3.347% to 1/12/2032, FLR (CMT - 5yr. + 1.7%) to 1/12/2037 (n) | 250000 | &nbsp;&nbsp;&nbsp; 229593 |
| Nationwide Building Society, 4.351%, 9/30/2030 (n) | 200000 | &nbsp;&nbsp;&nbsp; 199660 |
| Nordea Bank Abp, 1.5%, 9/30/2026 (n) | 263000 | &nbsp;&nbsp;&nbsp; 258993 |
| PNC Financial Services Group, Inc., 5.3% to 1/21/2027, FLR (SOFR - 1 day + 1.342%) to 1/21/2028  | 53000 | &nbsp;&nbsp;&nbsp; 53675 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035  | 93000 | &nbsp;&nbsp;&nbsp; 97563 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | 140000 | &nbsp;&nbsp;&nbsp; 145343 |
| Sumitomo Mitsui Financial Group, Inc., 1.71%, 1/12/2031  | 200000 | &nbsp;&nbsp;&nbsp; 176033 |
| Toronto-Dominion Bank, 4.693%, 9/15/2027  | 94000 | &nbsp;&nbsp;&nbsp; 95140 |
| UBS Group AG, 5.617%, 9/13/2030 (n) | 200000 | &nbsp;&nbsp;&nbsp; 209036 |
| UBS Group AG, 5.58%, 5/09/2036 (n) | 365000 | &nbsp;&nbsp;&nbsp; 378381 |
| UBS Group AG, 7% to 8/05/2035, FLR (USD SOFR ICE Swap Rate - 5yr. + 3.296%) to 8/05/2172 (n) | 200000 | &nbsp;&nbsp;&nbsp; 203271 |
| Wells Fargo & Co., 5.574% to 7/25/2028, FLR (SOFR - 1 day + 1.74%) to 7/25/2029  | 59000 | &nbsp;&nbsp;&nbsp; 61048 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | 41000 | &nbsp;&nbsp;&nbsp; 42360 |
| Wells Fargo & Co., 5.389% to 4/24/2033, FLR (SOFR - 1 day + 2.02%) to 4/24/2034  | 160000 | &nbsp;&nbsp;&nbsp; 165472 |
|  |  | &nbsp;&nbsp;&nbsp; $7663464 |
| Medical & Health Technology & Services – 0.6% | Medical & Health Technology & Services – 0.6% | Medical & Health Technology & Services – 0.6% |
| Alcon Finance Corp., 2.75%, 9/23/2026 (n) | $200000 | &nbsp;&nbsp;&nbsp; $198385 |
| Alcon Finance Corp., 2.6%, 5/27/2030 (n) | 200000 | &nbsp;&nbsp;&nbsp; 186406 |
| Baxter International, Inc., 4.9%, 12/15/2030  | 39000 | &nbsp;&nbsp;&nbsp; 39291 |
| Baxter International, Inc., 5.65%, 12/15/2035  | 55000 | &nbsp;&nbsp;&nbsp; 55467 |
| CommonSpirit Health, 5.662%, 9/01/2055  | 66000 | &nbsp;&nbsp;&nbsp; 64039 |
| HCA, Inc., 4.9%, 11/15/2035  | 113000 | &nbsp;&nbsp;&nbsp; 110977 |
| HCA, Inc., 5.7%, 11/15/2055  | 101000 | &nbsp;&nbsp;&nbsp; 96223 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Medical & Health Technology & Services – continued | Medical & Health Technology & Services – continued | Medical & Health Technology & Services – continued |
| ICON Investments Six DAC, 5.809%, 5/08/2027  | $200000 | &nbsp;&nbsp;&nbsp; $203763 |
| Marin General Hospital, 7.242%, 8/01/2045  | 59000 | &nbsp;&nbsp;&nbsp; 64047 |
| Thermo Fisher Scientific, Inc., 4.977%, 8/10/2030  | 61000 | &nbsp;&nbsp;&nbsp; 63074 |
| Thermo Fisher Scientific, Inc., 4.473%, 10/07/2032  | 165000 | &nbsp;&nbsp;&nbsp; 165333 |
| Thermo Fisher Scientific, Inc., 2.8%, 10/15/2041  | 178000 | &nbsp;&nbsp;&nbsp; 131351 |
|  |  | &nbsp;&nbsp;&nbsp; $1378356 |
| Medical Equipment – 0.2% | Medical Equipment – 0.2% | Medical Equipment – 0.2% |
| Danaher Corp., 2.6%, 10/01/2050  | $248000 | &nbsp;&nbsp;&nbsp; $151381 |
| Stryker Corp., 4.625%, 9/11/2034  | 263000 | &nbsp;&nbsp;&nbsp; 260582 |
|  |  | &nbsp;&nbsp;&nbsp; $411963 |
| Metals & Mining – 0.1% | Metals & Mining – 0.1% | Metals & Mining – 0.1% |
| Glencore Finance Co., 5.55%, 10/25/2042 (n) | $10000 | &nbsp;&nbsp;&nbsp; $9784 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | 45000 | &nbsp;&nbsp;&nbsp; 46322 |
| Rio Tinto Finance (USA) PLC, 5.75%, 3/14/2055  | 54000 | &nbsp;&nbsp;&nbsp; 55019 |
| Vale Overseas Ltd., 6.4%, 6/28/2054  | 92000 | &nbsp;&nbsp;&nbsp; 94597 |
|  |  | &nbsp;&nbsp;&nbsp; $205722 |
| Midstream – 0.6% | Midstream – 0.6% | Midstream – 0.6% |
| Cheniere Energy Partners LP, 5.55%, 10/30/2035 (n) | $153000 | &nbsp;&nbsp;&nbsp; $156488 |
| Columbia Pipelines Holdings Co. LLC, 6.055%, 8/15/2026 (n) | 22000 | &nbsp;&nbsp;&nbsp; 22182 |
| Columbia Pipelines Operating Co. LLC, 6.497%, 8/15/2043 (n) | 108000 | &nbsp;&nbsp;&nbsp; 114467 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | 77000 | &nbsp;&nbsp;&nbsp; 82026 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | 153000 | &nbsp;&nbsp;&nbsp; 148928 |
| Energy Transfer LP, 4%, 10/01/2027  | 77000 | &nbsp;&nbsp;&nbsp; 76943 |
| Energy Transfer LP, 5.95%, 5/15/2054  | 121000 | &nbsp;&nbsp;&nbsp; 115364 |
| Enterprise Products Operating LLC, 4.85%, 1/31/2034  | 164000 | &nbsp;&nbsp;&nbsp; 165265 |
| Galaxy Pipeline Assets Bidco Ltd., 1.75%, 9/30/2027 (n) | 70248 | &nbsp;&nbsp;&nbsp; 68673 |
| Plains All American Pipeline LP, 5.95%, 6/15/2035  | 236000 | &nbsp;&nbsp;&nbsp; 246080 |
| Plains All American Pipeline LP, 5.6%, 1/15/2036  | 64000 | &nbsp;&nbsp;&nbsp; 64933 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 269000 | &nbsp;&nbsp;&nbsp; 229676 |
|  |  | &nbsp;&nbsp;&nbsp; $1491025 |
| Municipals – 0.1% | Municipals – 0.1% | Municipals – 0.1% |
| Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, "B", 2.746%, 6/01/2034  | $40000 | &nbsp;&nbsp;&nbsp; $35434 |
| Kentucky Higher Education Student Loan Corp. Rev., Taxable, "A-2", 6.195%, 6/01/2040  | 90000 | &nbsp;&nbsp;&nbsp; 93622 |
| National Finance Authority, NH, Utility Refunding Rev., Taxable (Wheeling Power Co. Project), "A", 6.89%, 4/01/2034  | 100000 | &nbsp;&nbsp;&nbsp; 105448 |
|  |  | &nbsp;&nbsp;&nbsp; $234504 |
| Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% |
| Boston Gas Co., 5.843%, 1/10/2035 (n) | $227000 | &nbsp;&nbsp;&nbsp; $239811 |
| Sempra, 6.875% to 10/01/2029, FLR (CMT - 5yr. + 2.789%) to 10/01/2054  | 59000 | &nbsp;&nbsp;&nbsp; 60478 |
|  |  | &nbsp;&nbsp;&nbsp; $300289 |
| Network & Telecom – 0.2% | Network & Telecom – 0.2% | Network & Telecom – 0.2% |
| NTT Finance Corp., 5.171%, 7/16/2032 (n) | $200000 | &nbsp;&nbsp;&nbsp; $205292 |
| NTT Finance Corp., 5.502%, 7/16/2035 (n) | 200000 | &nbsp;&nbsp;&nbsp; 206603 |
|  |  | &nbsp;&nbsp;&nbsp; $411895 |
| Oils – 0.1% | Oils – 0.1% | Oils – 0.1% |
| Marathon Petroleum Corp., 5.7%, 3/01/2035  | $86000 | &nbsp;&nbsp;&nbsp; $88870 |
| Raizen Fuels Finance S.A., 6.25%, 7/08/2032 (n) | 200000 | &nbsp;&nbsp;&nbsp; 167500 |
|  |  | &nbsp;&nbsp;&nbsp; $256370 |
| Other Banks & Diversified Financials – 0.6% | Other Banks & Diversified Financials – 0.6% | Other Banks & Diversified Financials – 0.6% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $200000 | &nbsp;&nbsp;&nbsp; $212171 |
| Bank Hapolaim B.M., 4.722%, 7/14/2029 (n) | 202000 | &nbsp;&nbsp;&nbsp; 201625 |
| CaixaBank S.A., 6.84% to 9/13/2033, FLR (SOFR - 1 day + 2.77%) to 9/13/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 222945 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Other Banks & Diversified Financials – continued | Other Banks & Diversified Financials – continued | Other Banks & Diversified Financials – continued |
| Intesa Sanpaolo S.p.A., 7.2%, 11/28/2033 (n) | $200000 | &nbsp;&nbsp;&nbsp; $228866 |
| M&T Bank Corp., 4.553% to 8/16/2027, FLR (SOFR - 1 day + 1.78%) to 8/16/2028  | 43000 | &nbsp;&nbsp;&nbsp; 43283 |
| M&T Bank Corp., 7.413% to 10/30/2028, FLR (SOFR - 1 day + 2.80%) to 10/30/2029  | 38000 | &nbsp;&nbsp;&nbsp; 41191 |
| M&T Bank Corp., 5.053% to 1/27/2033, FLR (SOFR - 1 day + 1.850%) to 1/27/2034  | 169000 | &nbsp;&nbsp;&nbsp; 169664 |
| Truist Financial Corp., 7.161% to 10/30/2028, FLR (SOFR - 1 day + 2.446%) to 10/30/2029  | 226000 | &nbsp;&nbsp;&nbsp; 243367 |
|  |  | &nbsp;&nbsp;&nbsp; $1363112 |
| Pharmaceuticals – 0.5% | Pharmaceuticals – 0.5% | Pharmaceuticals – 0.5% |
| AbbVie, Inc., 5.35%, 3/15/2044  | $262000 | &nbsp;&nbsp;&nbsp; $259134 |
| AbbVie, Inc., 5.4%, 3/15/2054  | 83000 | &nbsp;&nbsp;&nbsp; 80500 |
| Eli Lilly & Co., 4.7%, 2/09/2034  | 196000 | &nbsp;&nbsp;&nbsp; 198092 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | 24000 | &nbsp;&nbsp;&nbsp; 23880 |
| Merck & Co., Inc., 4.75%, 12/04/2035  | 159000 | &nbsp;&nbsp;&nbsp; 157640 |
| Pfizer Investment Enterprises Pte. Ltd., 5.3%, 5/19/2053  | 123000 | &nbsp;&nbsp;&nbsp; 116658 |
| Pfizer, Inc., 2.55%, 5/28/2040  | 58000 | &nbsp;&nbsp;&nbsp; 42554 |
| Roche Holdings, Inc., 5.489%, 11/13/2030 (n) | 340000 | &nbsp;&nbsp;&nbsp; 359028 |
|  |  | &nbsp;&nbsp;&nbsp; $1237486 |
| Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n)  | $182000 | &nbsp;&nbsp;&nbsp; $191932 |
| Railroad & Shipping – 0.2% | Railroad & Shipping – 0.2% | Railroad & Shipping – 0.2% |
| Burlington Northern Santa Fe LLC, 5.2%, 4/15/2054  | $196000 | &nbsp;&nbsp;&nbsp; $184650 |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055  | 101000 | &nbsp;&nbsp;&nbsp; 99463 |
| Canadian Pacific Railway Co., 3.1%, 12/02/2051  | 237000 | &nbsp;&nbsp;&nbsp; 157319 |
|  |  | &nbsp;&nbsp;&nbsp; $441432 |
| Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% |
| American Homes 4 Rent LP, REIT, 5.25%, 3/15/2035  | $274000 | &nbsp;&nbsp;&nbsp; $274699 |
| Real Estate - Office – 0.3% | Real Estate - Office – 0.3% | Real Estate - Office – 0.3% |
| Boston Properties LP, REIT, 3.65%, 2/01/2026  | $81000 | &nbsp;&nbsp;&nbsp; $81000 |
| Boston Properties LP, REIT, 2.75%, 10/01/2026  | 127000 | &nbsp;&nbsp;&nbsp; 125868 |
| COPT Defense Properties, 4.5%, 10/15/2030  | 96000 | &nbsp;&nbsp;&nbsp; 95769 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029  | 85000 | &nbsp;&nbsp;&nbsp; 79899 |
| Corporate Office Property LP, REIT, 2.75%, 4/15/2031  | 50000 | &nbsp;&nbsp;&nbsp; 45661 |
| Highwoods Realty LP, 5.35%, 1/15/2033  | 213000 | &nbsp;&nbsp;&nbsp; 213629 |
|  |  | &nbsp;&nbsp;&nbsp; $641826 |
| Real Estate - Other – 0.1% | Real Estate - Other – 0.1% | Real Estate - Other – 0.1% |
| Prologis LP, REIT, 5.125%, 1/15/2034  | $181000 | &nbsp;&nbsp;&nbsp; $185059 |
| Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% |
| NNN REIT, Inc., 5.6%, 10/15/2033  | $85000 | &nbsp;&nbsp;&nbsp; $88605 |
| Realty Income Corp., REIT, 5.375%, 9/01/2054  | 182000 | &nbsp;&nbsp;&nbsp; 175758 |
| STORE Capital Corp., REIT, 4.625%, 3/15/2029  | 117000 | &nbsp;&nbsp;&nbsp; 116731 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030  | 199000 | &nbsp;&nbsp;&nbsp; 181270 |
|  |  | &nbsp;&nbsp;&nbsp; $562364 |
| Retailers – 0.2% | Retailers – 0.2% | Retailers – 0.2% |
| Alimentation Couche-Tard, Inc., 5.077%, 9/29/2035 (n) | $100000 | &nbsp;&nbsp;&nbsp; $100216 |
| Amazon.com, Inc., 3.6%, 4/13/2032  | 102000 | &nbsp;&nbsp;&nbsp; 98678 |
| Home Depot, Inc., 4.85%, 6/25/2031  | 27000 | &nbsp;&nbsp;&nbsp; 27934 |
| Home Depot, Inc., 3.9%, 6/15/2047  | 237000 | &nbsp;&nbsp;&nbsp; 188436 |
|  |  | &nbsp;&nbsp;&nbsp; $415264 |
| Specialty Stores – 0.1% | Specialty Stores – 0.1% | Specialty Stores – 0.1% |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | $165000 | &nbsp;&nbsp;&nbsp; $120659 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Supermarkets – 0.0% | Supermarkets – 0.0% | Supermarkets – 0.0% |
| Kroger Co., 5.5%, 9/15/2054  | $78000 | &nbsp;&nbsp;&nbsp; $74422 |
| Telecommunications - Wireless – 0.5% | Telecommunications - Wireless – 0.5% | Telecommunications - Wireless – 0.5% |
| American Tower Corp., 5.2%, 2/15/2029  | $90000 | &nbsp;&nbsp;&nbsp; $92554 |
| American Tower Corp., 5.45%, 2/15/2034  | 115000 | &nbsp;&nbsp;&nbsp; 119131 |
| American Tower Corp., 3.7%, 10/15/2049  | 101000 | &nbsp;&nbsp;&nbsp; 75137 |
| Cellnex Finance Co. S.A., 3.875%, 7/07/2041 (n) | 200000 | &nbsp;&nbsp;&nbsp; 161950 |
| Crown Castle, Inc., REIT, 3.7%, 6/15/2026  | 100000 | &nbsp;&nbsp;&nbsp; 99834 |
| Rogers Communications, Inc., 4.5%, 3/15/2042  | 150000 | &nbsp;&nbsp;&nbsp; 128887 |
| Rogers Communications, Inc., 4.55%, 3/15/2052  | 20000 | &nbsp;&nbsp;&nbsp; 16130 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | 184000 | &nbsp;&nbsp;&nbsp; 186966 |
| T-Mobile USA, Inc., 5.75%, 1/15/2054  | 60000 | &nbsp;&nbsp;&nbsp; 58511 |
| Vodafone Group PLC, 5.625%, 2/10/2053  | 153000 | &nbsp;&nbsp;&nbsp; 147313 |
|  |  | &nbsp;&nbsp;&nbsp; $1086413 |
| Tobacco – 0.1% | Tobacco – 0.1% | Tobacco – 0.1% |
| B.A.T. Capital Corp., 6.343%, 8/02/2030  | $112000 | &nbsp;&nbsp;&nbsp; $121051 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | 150000 | &nbsp;&nbsp;&nbsp; 154987 |
|  |  | &nbsp;&nbsp;&nbsp; $276038 |
| Transportation - Services – 0.1% | Transportation - Services – 0.1% | Transportation - Services – 0.1% |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | $133000 | &nbsp;&nbsp;&nbsp; $140152 |
| Element Fleet Management Corp., 5.037%, 3/25/2030 (n) | 141000 | &nbsp;&nbsp;&nbsp; 144061 |
|  |  | &nbsp;&nbsp;&nbsp; $284213 |
| U.S. Treasury Obligations – 0.3% | U.S. Treasury Obligations – 0.3% | U.S. Treasury Obligations – 0.3% |
| U.S. Treasury Bonds, 5%, 5/15/2045 (f) | $108000 | &nbsp;&nbsp;&nbsp; $110362 |
| U.S. Treasury Bonds, 4.875%, 8/15/2045 (f) | 326000 | &nbsp;&nbsp;&nbsp; 327885 |
| U.S. Treasury Bonds, 4.625%, 11/15/2045 (f) | 244000 | &nbsp;&nbsp;&nbsp; 237328 |
|  |  | &nbsp;&nbsp;&nbsp; $675575 |
| Utilities - Electric Power – 1.8% | Utilities - Electric Power – 1.8% | Utilities - Electric Power – 1.8% |
| Adani Electricity Mumbai Ltd., 3.949%, 2/12/2030 (n) | $200000 | &nbsp;&nbsp;&nbsp; $187271 |
| AEP Texas, Inc., 5.7%, 5/15/2034  | 140000 | &nbsp;&nbsp;&nbsp; 146012 |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | 76000 | &nbsp;&nbsp;&nbsp; 78154 |
| AEP Transmission Co. LLC, 5.4%, 3/15/2053  | 163000 | &nbsp;&nbsp;&nbsp; 157622 |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/2026  | 35000 | &nbsp;&nbsp;&nbsp; 35157 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | 95000 | &nbsp;&nbsp;&nbsp; 85679 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | 65000 | &nbsp;&nbsp;&nbsp; 62183 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | 21000 | &nbsp;&nbsp;&nbsp; 17658 |
| Duke Energy Carolinas LLC, 2.85%, 3/15/2032  | 64000 | &nbsp;&nbsp;&nbsp; 58603 |
| Duke Energy Florida LLC, 3.4%, 10/01/2046  | 85000 | &nbsp;&nbsp;&nbsp; 62038 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | 150000 | &nbsp;&nbsp;&nbsp; 160617 |
| Enel Finance International N.V., 5.5%, 6/15/2052 (n) | 400000 | &nbsp;&nbsp;&nbsp; 375468 |
| Eversource Energy, 4.45%, 12/15/2030  | 57000 | &nbsp;&nbsp;&nbsp; 56905 |
| Eversource Energy, 5.5%, 1/01/2034  | 154000 | &nbsp;&nbsp;&nbsp; 158423 |
| FirstEnergy Corp., 2.65%, 3/01/2030  | 125000 | &nbsp;&nbsp;&nbsp; 116880 |
| Florida Power & Light Co., 3.95%, 3/01/2048  | 297000 | &nbsp;&nbsp;&nbsp; 236533 |
| Georgia Power Co., 4.7%, 5/15/2032  | 128000 | &nbsp;&nbsp;&nbsp; 129715 |
| Georgia Power Co., 5.125%, 5/15/2052  | 151000 | &nbsp;&nbsp;&nbsp; 140540 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 187000 | &nbsp;&nbsp;&nbsp; 168738 |
| MidAmerican Energy Co., 5.85%, 9/15/2054  | 131000 | &nbsp;&nbsp;&nbsp; 134265 |
| NextEra Energy Capital Holdings, Inc., 2.44%, 1/15/2032  | 149000 | &nbsp;&nbsp;&nbsp; 132600 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | 99000 | &nbsp;&nbsp;&nbsp; 100605 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | 106000 | &nbsp;&nbsp;&nbsp; 108747 |
| Pacific Gas & Electric Co., 2.5%, 2/01/2031  | 93000 | &nbsp;&nbsp;&nbsp; 84089 |
| Pacific Gas & Electric Co., 4%, 12/01/2046  | 120000 | &nbsp;&nbsp;&nbsp; 90249 |
| PPL Electric Utilities Corp., 4.85%, 2/15/2034  | 171000 | &nbsp;&nbsp;&nbsp; 172369 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | 125000 | &nbsp;&nbsp;&nbsp; 128231 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued |
| PSEG Power LLC, 5.75%, 5/15/2035 (n) | $137000 | &nbsp;&nbsp;&nbsp; $141555 |
| Public Service Electric & Gas Co., 5.5%, 3/01/2055  | 79000 | &nbsp;&nbsp;&nbsp; 77848 |
| Southern California Edison Co., 4.5%, 9/01/2040  | 39000 | &nbsp;&nbsp;&nbsp; 34029 |
| Vistra Operations Co. LLC, 4.7%, 1/31/2031 (n) | 139000 | &nbsp;&nbsp;&nbsp; 138805 |
| Vistra Operations Co. LLC, 5.35%, 1/31/2036 (n) | 139000 | &nbsp;&nbsp;&nbsp; 138252 |
| Xcel Energy, Inc., 4.6%, 6/01/2032  | 143000 | &nbsp;&nbsp;&nbsp; 142298 |
| Xcel Energy, Inc., 5.5%, 3/15/2034  | 119000 | &nbsp;&nbsp;&nbsp; 122528 |
|  |  | &nbsp;&nbsp;&nbsp; $4180666 |
| Utilities - Gas – 0.1% | Utilities - Gas – 0.1% | Utilities - Gas – 0.1% |
| APA Infrastructure Ltd., 5%, 3/23/2035 (n) | $43000 | &nbsp;&nbsp;&nbsp; $42771 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | 81000 | &nbsp;&nbsp;&nbsp; 81371 |
| Spire, Inc., 6.25%, 6/01/2056  | 184000 | &nbsp;&nbsp;&nbsp; 183361 |
|  |  | &nbsp;&nbsp;&nbsp; $307503 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$44572024** |
| Convertible Preferred Stocks – 0.0%  | Convertible Preferred Stocks – 0.0%  | Convertible Preferred Stocks – 0.0%  |
| Aerospace & Defense – 0.0% | Aerospace & Defense – 0.0% |  |
| Boeing Co., 6%, 10/15/2027  | 883 | &nbsp;&nbsp;&nbsp; $65978 |
| Contingent Value Rights – 0.0% | Contingent Value Rights – 0.0% | Contingent Value Rights – 0.0% |
| Biotechnology – 0.0% | Biotechnology – 0.0% | Biotechnology – 0.0% |
| Sanofi S.A., (a)(u)  | 101 | &nbsp;&nbsp;&nbsp; $0 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Strike** <br>**Price**<br>| &nbsp;&nbsp; **First** <br>**Exercise**<br>|  |  |
| Warrants – 0.0% |  |  |  |  |
| Computer Software – 0.0% | Computer Software – 0.0% | Computer Software – 0.0% | Computer Software – 0.0% | Computer Software – 0.0% |
| Constellation Software, Inc. (a) | CAD 11.5 | 3/31/40 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp;&nbsp; $0 |
| Medical Equipment – 0.0% | Medical Equipment – 0.0% | Medical Equipment – 0.0% | Medical Equipment – 0.0% | Medical Equipment – 0.0% |
| OptiNose, Inc. (a) | $2.565 | 11/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; $0 |
| **Total Warrants**  | **Total Warrants**  | **Total Warrants**  |  | &nbsp;&nbsp; **$0** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| Mutual Funds (h) – 5.6%  | Mutual Funds (h) – 5.6%  | Mutual Funds (h) – 5.6%  |
| Money Market Funds – 5.6% | Money Market Funds – 5.6% |  |
| MFS Institutional Money Market Portfolio, 3.73% (v)  | 12803072 | &nbsp;&nbsp;&nbsp; $12805632 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price (Rate)** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>|  |
| Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  |  |
| Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% | Market Index Securities – 0.0% |  |
| Euro Stoxx 50 Index – 2/20/2026 @ EUR 4,800  | Put | Goldman Sachs International | &nbsp;&nbsp; $2961099 | &nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; $1842 |
| Euro Stoxx 50 Index – 6/19/2026 @ EUR 4,900  | Put | Goldman Sachs International | &nbsp;&nbsp; 2679090 | &nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 22432 |
| Ishares MSCI Emerging Market ETF – 6/18/2026 @ $43  | Put | Goldman Sachs International | &nbsp;&nbsp; 5910000 | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 14000 |
| Standard & Poor's 500 Index – 9/18/2026 @ $6,050  | Put | Goldman Sachs International | &nbsp;&nbsp; 2775612 | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 53160 |
| **Total Purchased Options**  | **Total Purchased Options**  | **Total Purchased Options**  | **Total Purchased Options**  |  | &nbsp;&nbsp; **$91434** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Collateral for Securities Loaned – 0.1%  | Collateral for Securities Loaned – 0.1%  | Collateral for Securities Loaned – 0.1%  |
| JPMorgan U.S. Government Money Market Fund - Class IM Shares, 3.64% (j)  | 226062 | &nbsp;&nbsp;&nbsp; $226062 |
| Other Assets, Less Liabilities – 0.9% |  | &nbsp;&nbsp;&nbsp; 2038258 |
| **Net Assets – 100.0%** | **Net Assets – 100.0%** | &nbsp;&nbsp; **$229600435** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(f) All or a portion of the security has been segregated as collateral for open futures
 contracts and cleared swap agreements.

&nbsp;&nbsp;&nbsp;&nbsp;(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more
 of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated
 issuers and in unaffiliated issuers were $12,805,632 and $214,756,545, respectively.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Interest only security for which the fund receives interest on notional principal
 (Par amount). Par amount shown is the notional principal and does not reflect the cost of the security.

&nbsp;&nbsp;&nbsp;&nbsp;(j) The rate quoted is the annualized seven-day yield of the fund at period end.

&nbsp;&nbsp;&nbsp;&nbsp;(l) A portion of this security is on loan. See Note 2 for additional information.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933.
 These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers.
 At period end, the aggregate value of these securities was $15,164,183, representing 6.6% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(s) Security or a portion of the security was pledged to cover collateral requirements
 for certain derivative transactions.

&nbsp;&nbsp;&nbsp;&nbsp;(u) The security was valued using significant unobservable inputs and is considered level
 3 under the fair value hierarchy.

&nbsp;&nbsp;&nbsp;&nbsp;(v) Affiliated issuer that is available only to investment companies managed by MFS. The
 rate quoted for the MFS Institutional Money Market Portfolio is the annualized seven-day yield of the fund at period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| ADR | American Depositary Receipt |
| CMT | Constant Maturity Treasury  |
| ETF | Exchange-Traded Fund |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate <br> reported may not be the current rate. All reference rates are USD unless otherwise noted.<br>|
| GDR | Global Depositary Receipt |
| ICE | Intercontinental Exchange |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: | Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CNY | China Yuan Renminbi |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | Taiwan Dollar |
| ZAR | South African Rand |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** | **Derivative Contracts at 1/31/26** |
| **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  |
| **Currency** <br>**Purchased** | **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| AUD | &nbsp;&nbsp; 2980000 | USD | &nbsp;&nbsp; 1920857 | Deutsche Bank AG | 2/12/2026 | &nbsp;&nbsp; $154236 |
| AUD | &nbsp;&nbsp; 8013000 | USD | &nbsp;&nbsp; 5318901 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 260871 |
| AUD | &nbsp;&nbsp; 1629000 | USD | &nbsp;&nbsp; 1076776 | Morgan Stanley Capital Services LLC | 2/12/2026 | &nbsp;&nbsp; 57561 |
| CAD | &nbsp;&nbsp; 360569 | USD | &nbsp;&nbsp; 263055 | Citibank N.A. | 2/12/2026 | &nbsp;&nbsp; 1847 |
| CAD | &nbsp;&nbsp; 4464000 | USD | &nbsp;&nbsp; 3232309 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 47291 |
| CHF | &nbsp;&nbsp; 1484000 | USD | &nbsp;&nbsp; 1881978 | Citibank N.A. | 2/12/2026 | &nbsp;&nbsp; 39498 |
| CHF | &nbsp;&nbsp; 803000 | USD | &nbsp;&nbsp; 1001714 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 38007 |
| EUR | &nbsp;&nbsp; 2974000 | USD | &nbsp;&nbsp; 3454429 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 72261 |
| EUR | &nbsp;&nbsp; 3188000 | USD | &nbsp;&nbsp; 3772996 | Merrill Lynch International | 2/12/2026 | &nbsp;&nbsp; 7463 |
| EUR | &nbsp;&nbsp; 18151 | USD | &nbsp;&nbsp; 21237 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; 354 |
| GBP | &nbsp;&nbsp; 970000 | USD | &nbsp;&nbsp; 1298360 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 28922 |
| GBP | &nbsp;&nbsp; 461000 | USD | &nbsp;&nbsp; 620954 | Morgan Stanley Capital Services LLC | 2/12/2026 | &nbsp;&nbsp; 9847 |
| NOK | &nbsp;&nbsp; 7047000 | USD | &nbsp;&nbsp; 687903 | Deutsche Bank AG | 2/12/2026 | &nbsp;&nbsp; 43811 |
| NOK | &nbsp;&nbsp; 11301000 | USD | &nbsp;&nbsp; 1130157 | Goldman Sachs International | 2/12/2026 | &nbsp;&nbsp; 43264 |
| NOK | &nbsp;&nbsp; 89770893 | USD | &nbsp;&nbsp; 8808254 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 512967 |
| NZD | &nbsp;&nbsp; 12897000 | USD | &nbsp;&nbsp; 7441404 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 326444 |
| SEK | &nbsp;&nbsp; 25829000 | USD | &nbsp;&nbsp; 2769538 | Citibank N.A. | 2/12/2026 | &nbsp;&nbsp; 131425 |
| SEK | &nbsp;&nbsp; 22573000 | USD | &nbsp;&nbsp; 2439620 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 95650 |
| SEK | &nbsp;&nbsp; 62947068 | USD | &nbsp;&nbsp; 6658812 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; 411038 |
| USD | &nbsp;&nbsp; 173823 | BRL | &nbsp;&nbsp; 909113 | Goldman Sachs International | 2/03/2026 | &nbsp;&nbsp; 1078 |
| USD | &nbsp;&nbsp; 170770 | BRL | &nbsp;&nbsp; 909113 | Goldman Sachs International | 5/05/2026 | &nbsp;&nbsp; 1536 |
| USD | &nbsp;&nbsp; 172533 | HKD | &nbsp;&nbsp; 1339000 | Citibank N.A. | 2/12/2026 | &nbsp;&nbsp; 1064 |
| USD | &nbsp;&nbsp; 1996126 | HKD | &nbsp;&nbsp; 15488902 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 12659 |
| USD | &nbsp;&nbsp; 167194 | HKD | &nbsp;&nbsp; 1298000 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; 976 |
| USD | &nbsp;&nbsp; 74483 | IDR | &nbsp;&nbsp; 1212682000 | Citibank N.A. | 2/12/2026 | &nbsp;&nbsp; 2243 |
| USD | &nbsp;&nbsp; 674567 | INR | &nbsp;&nbsp; 59516252 | Citibank N.A. | 2/12/2026 | &nbsp;&nbsp; 27950 |
| USD | &nbsp;&nbsp; 126155 | INR | &nbsp;&nbsp; 11225000 | Morgan Stanley Capital Services LLC | 2/12/2026 | &nbsp;&nbsp; 4200 |
| USD | &nbsp;&nbsp; 9288271 | JPY | &nbsp;&nbsp; 1347832584 | Deutsche Bank AG | 2/12/2026 | &nbsp;&nbsp; 572563 |
| USD | &nbsp;&nbsp; 837995 | JPY | &nbsp;&nbsp; 129040000 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; 3563 |
| USD | &nbsp;&nbsp; 2773521 | JPY | &nbsp;&nbsp; 413455000 | Morgan Stanley Capital Services LLC | 2/12/2026 | &nbsp;&nbsp; 99929 |
| USD | &nbsp;&nbsp; 561096 | KRW | &nbsp;&nbsp; 775715800 | JPMorgan Chase Bank N.A. | 2/12/2026 | &nbsp;&nbsp; 21992 |
| USD | &nbsp;&nbsp; 515891 | SGD | &nbsp;&nbsp; 653841 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; 1590 |
| USD | &nbsp;&nbsp; 1265650 | TWD | &nbsp;&nbsp; 37424323 | Citibank N.A. | 2/12/2026 | &nbsp;&nbsp; 75738 |
|  |  |  |  |  |  | &nbsp;&nbsp; $3109838 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| BRL | &nbsp;&nbsp; 909114 | USD | &nbsp;&nbsp; 173823 | Barclays Bank PLC | 2/03/2026 | &nbsp;&nbsp; $(1078)<br>|
| BRL | &nbsp;&nbsp; 909113 | USD | &nbsp;&nbsp; 174377 | Goldman Sachs International | 2/03/2026 | &nbsp;&nbsp; (1632)<br>|
| JPY | &nbsp;&nbsp; 143746000 | USD | &nbsp;&nbsp; 993876 | JPMorgan Chase Bank N.A. | 2/12/2026 | &nbsp;&nbsp; (64348)<br>|
| TWD | &nbsp;&nbsp; 4026000 | USD | &nbsp;&nbsp; 129096 | JPMorgan Chase Bank N.A. | 2/12/2026 | &nbsp;&nbsp; (1089)<br>|
| USD | &nbsp;&nbsp; 9740967 | AUD | &nbsp;&nbsp; 14750423 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (530342)<br>|
| USD | &nbsp;&nbsp; 165657 | BRL | &nbsp;&nbsp; 909113 | Barclays Bank PLC | 2/03/2026 | &nbsp;&nbsp; (7088)<br>|
| USD | &nbsp;&nbsp; 727563 | CAD | &nbsp;&nbsp; 1012000 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (15930)<br>|
| USD | &nbsp;&nbsp; 1619327 | CAD | &nbsp;&nbsp; 2244000 | JPMorgan Chase Bank N.A. | 2/12/2026 | &nbsp;&nbsp; (29289)<br>|
| USD | &nbsp;&nbsp; 3236047 | CAD | &nbsp;&nbsp; 4461000 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; (41349)<br>|
| USD | &nbsp;&nbsp; 12615336 | CHF | &nbsp;&nbsp; 9972619 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (297163)<br>|
| USD | &nbsp;&nbsp; 637593 | CHF | &nbsp;&nbsp; 502000 | Morgan Stanley Capital Services LLC | 2/12/2026 | &nbsp;&nbsp; (12394)<br>|
| USD | &nbsp;&nbsp; 2958140 | CHF | &nbsp;&nbsp; 2318000 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; (43196)<br>|
| USD | &nbsp;&nbsp; 201623 | CNY | &nbsp;&nbsp; 1409000 | Barclays Bank PLC | 2/12/2026 | &nbsp;&nbsp; (1260)<br>|
| USD | &nbsp;&nbsp; 125631 | DKK | &nbsp;&nbsp; 808000 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (2683)<br>|
| USD | &nbsp;&nbsp; 782363 | DKK | &nbsp;&nbsp; 4942287 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; (2490)<br>|
| USD | &nbsp;&nbsp; 3067755 | EUR | &nbsp;&nbsp; 2621000 | Goldman Sachs International | 2/12/2026 | &nbsp;&nbsp; (40333)<br>|

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| USD | &nbsp;&nbsp; 12694083 | EUR | &nbsp;&nbsp; 10794000 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; $(105881)<br>|
| USD | &nbsp;&nbsp; 11232087 | EUR | &nbsp;&nbsp; 9533334 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; (72927)<br>|
| USD | &nbsp;&nbsp; 8224127 | GBP | &nbsp;&nbsp; 6146795 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (186729)<br>|
| USD | &nbsp;&nbsp; 1182303 | GBP | &nbsp;&nbsp; 895000 | JPMorgan Chase Bank N.A. | 2/12/2026 | &nbsp;&nbsp; (42354)<br>|
| USD | &nbsp;&nbsp; 113399 | ILS | &nbsp;&nbsp; 372000 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (6621)<br>|
| USD | &nbsp;&nbsp; 216024 | ILS | &nbsp;&nbsp; 727381 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; (18653)<br>|
| USD | &nbsp;&nbsp; 4045375 | JPY | &nbsp;&nbsp; 635950000 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (66971)<br>|
| USD | &nbsp;&nbsp; 165430 | KRW | &nbsp;&nbsp; 242612000 | Barclays Bank PLC | 2/12/2026 | &nbsp;&nbsp; (3179)<br>|
| USD | &nbsp;&nbsp; 117085 | MXN | &nbsp;&nbsp; 2241897 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; (11099)<br>|
| USD | &nbsp;&nbsp; 855910 | NOK | &nbsp;&nbsp; 8532000 | Goldman Sachs International | 2/12/2026 | &nbsp;&nbsp; (29997)<br>|
| USD | &nbsp;&nbsp; 902217 | NOK | &nbsp;&nbsp; 9134000 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (46198)<br>|
| USD | &nbsp;&nbsp; 2347696 | NZD | &nbsp;&nbsp; 4060000 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (97637)<br>|
| USD | &nbsp;&nbsp; 4896561 | NZD | &nbsp;&nbsp; 8308842 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; (107844)<br>|
| USD | &nbsp;&nbsp; 1502076 | SEK | &nbsp;&nbsp; 13977000 | Barclays Bank PLC | 2/12/2026 | &nbsp;&nbsp; (67740)<br>|
| USD | &nbsp;&nbsp; 2062762 | SEK | &nbsp;&nbsp; 19148000 | HSBC Bank | 2/12/2026 | &nbsp;&nbsp; (87831)<br>|
| USD | &nbsp;&nbsp; 2749305 | SEK | &nbsp;&nbsp; 26124000 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; (184791)<br>|
| USD | &nbsp;&nbsp; 123711 | SGD | &nbsp;&nbsp; 158000 | State Street Corp. | 2/12/2026 | &nbsp;&nbsp; (570)<br>|
| USD | &nbsp;&nbsp; 99665 | THB | &nbsp;&nbsp; 3204240 | Barclays Bank PLC | 2/12/2026 | &nbsp;&nbsp; (1910)<br>|
| USD | &nbsp;&nbsp; 116261 | ZAR | &nbsp;&nbsp; 2078796 | Morgan Stanley Capital Services LLC | 2/12/2026 | &nbsp;&nbsp; (12340)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(2242936)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  |
| **Description** | **Long/** <br>**Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value/Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  |  |  |
| BIST 30 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; TRY | &nbsp;&nbsp; 1305 | $4640887 | February – 2026 | &nbsp;&nbsp; $454237 |
| CAC 40 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 62 | 5979652 | February – 2026 | &nbsp;&nbsp; 167980 |
| FTSE 100 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 21 | 2927988 | March – 2026 | &nbsp;&nbsp; 8803 |
| FTSE MIB Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 8 | 2164734 | March – 2026 | &nbsp;&nbsp; 3100 |
| FTSE/JSE Top 40 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; ZAR | &nbsp;&nbsp; 34 | 2383994 | March – 2026 | &nbsp;&nbsp; 13058 |
| Hang Seng China Enterprises Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; HKD | &nbsp;&nbsp; 41 | 7216370 | February – 2026 | &nbsp;&nbsp; 157949 |
| IBEX 35 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 33 | 6991731 | February – 2026 | &nbsp;&nbsp; 75455 |
| KOSPI 200 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; KRW | &nbsp;&nbsp; 2 | 267994 | March – 2026 | &nbsp;&nbsp; 65262 |
| Mexbol Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; MXN | &nbsp;&nbsp; 70 | 2731506 | March – 2026 | &nbsp;&nbsp; 89805 |
| Mini Ibovespa | &nbsp;&nbsp; Long | &nbsp;&nbsp; BRL | &nbsp;&nbsp; 14 | 97004 | February – 2026 | &nbsp;&nbsp; 7840 |
| S&P 500 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 158 | 55029425 | March – 2026 | &nbsp;&nbsp; 8118 |
|  |  |  |  |  |  | &nbsp;&nbsp; $1051607 |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 123 | $10937348 | March – 2026 | &nbsp;&nbsp; $86081 |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 69 | 10482915 | March – 2026 | &nbsp;&nbsp; 42608 |
| Long Gilt 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 52 | 6464359 | March – 2026 | &nbsp;&nbsp; 116173 |
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 151 | 16886047 | March – 2026 | &nbsp;&nbsp; 201312 |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 11 | 1255719 | March – 2026 | &nbsp;&nbsp; 14662 |
|  |  |  |  |  |  | &nbsp;&nbsp; $460836 |
|  |  |  |  |  |  | &nbsp;&nbsp; $1512443 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  |
| **Description** | **Long/**<br> **Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional**<br> **Amount**<br>| &nbsp;&nbsp; **Expiration**<br> **Date**<br>| **Value/Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  |  |  |
| DAX Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 6 | $4376786 | March – 2026 | &nbsp;&nbsp; $(27487)<br>|
| FTSE Taiwan Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 14 | 1454040 | February – 2026 | &nbsp;&nbsp; (3409)<br>|
| MSCI Singapore Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; SGD | &nbsp;&nbsp; 11 | 397681 | February – 2026 | &nbsp;&nbsp; (1557)<br>|
| NSE IFSC NIFTY 50 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 46 | 2337168 | February – 2026 | &nbsp;&nbsp; (133)<br>|
| OMX 30 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; SEK | &nbsp;&nbsp; 38 | 1291339 | February – 2026 | &nbsp;&nbsp; (14222)<br>|
| Russell 2000 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 160 | 20996800 | March – 2026 | &nbsp;&nbsp; (88302)<br>|
| S&P MidCap 400 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 53 | 18271750 | March – 2026 | &nbsp;&nbsp; (131974)<br>|
| S&P/ASX 200 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; AUD | &nbsp;&nbsp; 49 | 7529685 | March – 2026 | &nbsp;&nbsp; (161359)<br>|
| S&P/TSX 60 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 18 | 4898263 | March – 2026 | &nbsp;&nbsp; (32989)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(461432)<br>|
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Australian Bond 10 yr  | &nbsp;&nbsp; Long | &nbsp;&nbsp; AUD | &nbsp;&nbsp; 35 | $2660276 | March – 2026 | &nbsp;&nbsp; $(22436)<br>|
| Japan Government Bond 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; JPY | &nbsp;&nbsp; 16 | 13606617 | March – 2026 | &nbsp;&nbsp; (168610)<br>|
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 1 | 115125 | March – 2026 | &nbsp;&nbsp; (1785)<br>|
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 13 | 2710398 | March – 2026 | &nbsp;&nbsp; (5102)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(197933)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(659365)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  |
| **Maturity** <br>**Date** | **Maturity** <br>**Date** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Counterparty** | &nbsp;&nbsp; **Cash Flows** <br>**to Receive/** <br>**Frequency**<br>| &nbsp;&nbsp; **Cash Flows** <br>**to Pay/** <br>**Frequency**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Net** <br>**Unamortized** <br>**Upfront** <br>**Payments** <br>**(Receipts)**<br>| **Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 3/19/36 | USD | 5500000  | centrally cleared | 1-day SOFR / Annually  | 3.775% / Annually  | &nbsp;&nbsp; $40223 | &nbsp;&nbsp; $3072 | &nbsp;&nbsp; $43295 |
| 3/15/56 | USD | 7900000  | centrally cleared | 1-day SOFR / Annually  | 4.115% / Annually  | &nbsp;&nbsp; 122720 | &nbsp;&nbsp; 11074 | &nbsp;&nbsp; 133794 |
|  |  |  |  |  |  | &nbsp;&nbsp; $162943 | &nbsp;&nbsp; $14146 | &nbsp;&nbsp; $177089 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 3/15/28 | USD | 23600000  | centrally cleared | 3.252% / Annually  | 1-day SOFR / Annually  | &nbsp;&nbsp; $(35356)<br>| &nbsp;&nbsp; $(6675)<br>| &nbsp;&nbsp; $(42031)<br>|
| 3/19/31 | USD | 29900000  | centrally cleared | 3.422% / Annually  | 1-day SOFR / Annually  | &nbsp;&nbsp; (132353)<br>| &nbsp;&nbsp; (17152)<br>| &nbsp;&nbsp; (149505)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(167709)<br>| &nbsp;&nbsp; $(23827)<br>| &nbsp;&nbsp; $(191536)<br>|

---

At January 31, 2026, the fund had cash collateral of $299,661 and other liquid securities collateral with an aggregate value of $23,045,894 to cover any collateral or margin obligations for certain derivative contracts.

See attached supplemental information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.

------

**Supplemental Information**

1/31/26 (unaudited)

The fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial

Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies.

**(1) Investment Valuations**

Subject to its oversight, the fund's Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund's investments to MFS as the fund's adviser, pursuant to the fund's valuation policy and procedures which have been adopted by the adviser and approved by the Board. In accordance with Rule 2a-5 under the Investment Company Act of 1940, the Board of Trustees designated the adviser as the "valuation designee" of the fund. If the adviser, as valuation designee, determines that reliable market quotations are not readily available for an investment, the investment is valued at fair value as determined in good faith by the adviser in accordance with the adviser's fair valuation policy and procedures.

Under the fund's valuation policy and procedures, equity securities, including restricted equity securities, are generally valued at the last sale or official closing price on their primary market or exchange as provided by a third-party pricing service. Equity securities, for which there were no sales reported that day, are generally valued at the last quoted daily bid quotation on their primary market or exchange as provided

by a third-party pricing service. Debt instruments and floating rate loans, including restricted debt instruments, are generally valued at an

evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at issuance of 60 days or less

may be valued at amortized cost, which approximates market value. Exchange-traded options are generally valued at the last sale or official closing price on their primary exchange as provided by a third-party pricing service. Exchange-traded options for which there were no sales reported that day are generally valued at the last daily bid quotation on their primary exchange as provided by a third-party pricing service. For put options, the position may be valued at the last daily ask quotation if there are no trades reported during the day. Options not traded on an exchange are generally valued at a broker/dealer bid quotation. Foreign currency options are generally valued at valuations provided

by a third-party pricing service. Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures contracts for which there were no trades that day for a particular position are generally valued at the

closing bid quotation on their primary exchange as provided by a third-party pricing service. Forward foreign currency exchange contracts are generally valued at the mean of bid and asked prices for the time period interpolated from rates provided by a third-party pricing service for

proximate time periods. Swap agreements are generally valued using valuations provided by a third-party pricing service, which for cleared

swaps includes an evaluation of any trading activity at the clearinghouses. Open-end investment companies are generally valued at net asset

value per share. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

Under the fund's valuation policy and procedures, market quotations are not considered to be readily available for debt instruments, floating rate loans, and many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services or otherwise determined by the adviser in accordance with the adviser's fair valuation policy and procedures. Securities and other assets generally valued on the basis of information from a third-party pricing service may also be valued at a broker/dealer bid quotation. In determining values, third-party pricing services can utilize both transaction data and market information such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, spreads and other market data. Pricing services generally value debt instruments assuming orderly transactions of institutional round lot sizes, but a fund may hold or transact in such securities in smaller, odd lot sizes. In instances where a fund holds an odd lot size position in a debt instrument, such position will typically be valued using the pricing agent's institutional round lot price for the debt instrument. Odd lots may trade at lower prices than institutional round lots, and the fund may receive different prices when it sells odd lot positions than it would receive for sales of institutional round lot positions. An investment may also be valued at fair value if the adviser determines that the investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior to the determination of the fund's net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is principally traded. Events that occur after foreign markets close (such as developments in foreign markets and significant movements in the U.S. markets) and prior to the determination of the fund's net asset value may be deemed to have a material effect on the value of securities traded in foreign markets. Accordingly, the fund's foreign equity securities may often be valued at fair value. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an investment. The value of an investment for purposes of calculating the fund's net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an investment used to determine the fund's net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned

to an investment if it were to sell the investment at the same time at which the fund determines its net asset value per share.

Various inputs are used in determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk).

------

*Supplemental Information (unaudited) – continued*

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of January 31, 2026 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; $113816738 | &nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $113816738 |
| &nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 8762134 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8762134 |
| &nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 7292717 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp; 7292717 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 6798852 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6798852 |
| &nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 5348033 | &nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5348033 |
| &nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 4242369 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4242369 |
| &nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 3419045 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3419045 |
| &nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 2914496 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2914496 |
| &nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 2165805 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2165805 |
| &nbsp;&nbsp;&nbsp; Other Countries | &nbsp;&nbsp;&nbsp; 15040286 | &nbsp;&nbsp;&nbsp; 66550 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15106836 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 675575 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 675575 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1593539 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1593539 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 234504 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 234504 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29165808 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29165808 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 650126 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 650126 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 202990 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 202990 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 264838 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 264838 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11784644 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11784644 |
| Purchased Options | &nbsp;&nbsp;&nbsp; 53160 | &nbsp;&nbsp;&nbsp; 38274 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 91434 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 13031694 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13031694 |
| Total | &nbsp;&nbsp;&nbsp; $182885329 | &nbsp;&nbsp;&nbsp; $44676848 | &nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp; $227562177 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $1512443 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $1512443 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (659365)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (659365)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3109838 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3109838 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (2242936)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (2242936)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 177089 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 177089 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (191536)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (191536)<br>|

---

For further information regarding security characteristics, see the Portfolio of Investments. At January 31, 2026, the fund held one level 3

security valued at $0, which was also held and valued at $0 at October 31, 2025.

**(2) Securities Lending Collateral**

At January 31, 2026, the value of securities loaned was $1,431,765. These loans were collateralized by cash of $226,062 and U.S. Treasury

Obligations (held by the custodian or a triparty custodian) of $1,306,772.

**(3) Investments in Affiliated Issuers**

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. The following were affiliated issuers for the period ended January 31, 2026:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $11916784 | &nbsp;&nbsp; $44784804 | &nbsp;&nbsp; $43896031 | &nbsp;&nbsp; $114 | &nbsp;&nbsp; $(39)<br>| &nbsp;&nbsp; $12805632<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $114261 | &nbsp;&nbsp; $— |

---

------

*Supplemental Information (unaudited) – continued*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**(4) Issuer Country Weightings**

Issuer country weighting percentages of portfolio holdings based on net assets, as of January 31, 2026, are as follows:

---

| | |
|:---|:---|
| United States | 66.8% |
| Japan | 10.4% |
| Canada | 9.9% |
| Spain | 4.0% |
| Hong Kong | 3.8% |
| Turkey | 2.1% |
| Switzerland | 1.8% |
| Mexico | 1.7% |
| Germany | (4.5)% |
| Other Countries | 4.0% |

---

The issuer country weighting percentages include both accrued interest amounts and the equivalent exposure from any derivative holdings, if applicable.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust XV

- **b. Investment Company Act file number:** 811-04253

- **c. CIK number of Registrant:** 0000764719

- **d. LEI of Registrant:** 549300YI4S4U2N712160

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

  - **Street Address 1:** 111 Huntington Avenue

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Global Alternative Strategy Fund

- **b. EDGAR series identifier (if any):** S000019515

- **c. LEI of Series:** ZT4WGKSWKFKB4CI0QU32

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $232536855.59

**Total Liabilities:** $3111663.08

**Net Assets:** $229425192.51

**Delayed Delivery Securities:** $99999.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -90.35199790 | **1-Year:** -1921.41456780 | **5-Year:** -8742.81321770 | **10-Year:** -12249.26221540 | **30-Year:** -6654.41263950

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

- **3-Month:** -1.21157020 | **1-Year:** -78.43284190 | **5-Year:** -179.38344540 | **10-Year:** -267.60686490 | **30-Year:** -130.90316200

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054207 | 0.71%                | 0.50%                | 1.27%                |
| Class ID C000054209 | 0.77%                | 0.50%                | 1.33%                |
| Class ID C000054216 | 0.72%                | 0.50%                | 1.28%                |
| Class ID C000054214 | 0.67%                | 0.45%                | 1.25%                |
| Class ID C000054212 | 0.77%                | 0.52%                | 1.26%                |
| Class ID C000054208 | 0.77%                | 0.57%                | 1.26%                |
| Class ID C000054210 | 0.66%                | 0.51%                | 1.15%                |
| Class ID C000054217 | 0.71%                | 0.50%                | 1.26%                |
| Class ID C000054211 | 0.66%                | 0.40%                | 1.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $222645.94               | $1795767.74                                |
| Month 2  | $588912.98               | $-137557.12                                |
| Month 3  | $132180.44               | $4193542.92                                |

**Designated Index Information**

- **Index Name:** N/A

- **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        |      1313 | NS      | $223643.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                  | Brown & Brown, Inc.                                                        | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       399 | NS      | $28767.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                             | Group 1 Automotive, Inc.                                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       138 | NS      | $48887.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                       | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81000.00     | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  29900000 | PA      | $-131931.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                            | CTS Eventim AG & Co. KGaA                                                  | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |      1111 | NS      | $93435.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                   | PJT Partners, Inc., Class A                                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       461 | NS      | $79766.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        18 | NC      | $-34842.67    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan, Inc.                                   | ServiceTitan, Inc., Class A                                                | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       447 | NS      | $35017.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88808.88     | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79898.51     | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                        | Adani Electricity Mumbai Ltd.                                              | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $187271.10    | 0.08%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-40333.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                       | Entegris, Inc.                                                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       555 | NS      | $65528.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Capital plc                                   | Diageo Capital plc                                                         | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211813.06    | 0.09%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-569.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                      | Eaton Corp. plc                                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       836 | NS      | $293787.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                           | Wolverine World Wide, Inc.                                                 | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      1566 | NS      | $27749.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80368.18     | 0.04%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                   | Columbia Pipelines Holding Co. LLC                                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22181.88     | 0.01%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                         | Mizuho Financial Group, Inc.                                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      8300 | NS      | $363781.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                               | Monster Beverage Corp.                                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      5090 | NS      | $411068.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                          | nCino, Inc.                                                                | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |      1284 | NS      | $27413.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    229000 | PA      | $142563.24    | 0.06%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     15640 | NS      | $1135933.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Capital, Inc.                              | Accenture Capital, Inc.                                                    | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43273.78     | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                         | Cadence Design Systems, Inc.                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1914 | NS      | $567233.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2145 | NS      | $500771.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                            | Mirion Technologies, Inc.                                                  | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      3817 | NS      | $94814.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                    | Mitsui & Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      3900 | NS      | $126883.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial Capital LLC                           | CNH Industrial Capital LLC                                                 | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98334.14     | 0.04%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                  | Public Service Electric and Gas Co., Series Q                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77847.52     | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                          | Euronext NV                                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |       957 | NS      | $133743.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                | Hancock Whitney Corp.                                                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1148 | NS      | $78982.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                          | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157639.76    | 0.07%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12339.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $154235.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | IBEX 35 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        33 | NC      | $75886.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PSEG Power LLC                                       | PSEG Power LLC                                                             | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $141554.97    | 0.06%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| S Foods, Inc.                                        | S Foods, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4600 | NS      | $90210.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                      | Norwegian Krone                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |         7 | OU      | $0.72         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                    | Exxon Mobil Corp.                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4871 | NS      | $688759.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1414 | NS      | $424963.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $42488.16     | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class A                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8288 | NS      | $2801344.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    244000 | PA      | $237328.13    | 0.10%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Experian plc                                         | Experian plc                                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      5913 | NS      | $223151.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    109000 | PA      | $108958.56    | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                          | Ionis Pharmaceuticals, Inc.                                                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1575 | NS      | $130205.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4117 | NS      | $1360915.52   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                | Novonesis Novozymes B                                                      | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |       871 | NS      | $53321.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    199000 | PA      | $181269.96    | 0.08%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                      | CME Group, Inc.                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       224 | NS      | $64749.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                      | Ingredion, Inc.                                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3932 | NS      | $464369.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                      | Interactive Brokers Group, Inc., Class A                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      4166 | NS      | $311950.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                  | Valero Energy Corp.                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2145 | NS      | $389167.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                              | CRH plc                                                                    | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      4823 | NS      | $590383.43    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                           | Resideo Technologies, Inc.                                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       921 | NS      | $31553.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                           | Crowdstrike Holdings, Inc., Class A                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       882 | NS      | $389319.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76943.23     | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                           | Esab Corp.                                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       462 | NS      | $55948.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                 | SoftBank Group Corp.                                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       800 | NS      | $21985.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)         | Northwestern Mutual Life Insurance Co. (The)                               | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    214000 | PA      | $227681.62    | 0.10%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    237000 | PA      | $188435.83    | 0.08%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PALTAC Corp.                                         | PALTAC Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $93706.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                       | Amphenol Corp., Class A                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2514 | NS      | $362217.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                              | Robinhood Markets, Inc., Class A                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      1552 | NS      | $154392.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                   | Vodafone Group plc                                                         | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    153000 | PA      | $147313.47    | 0.06%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                          | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122528.28    | 0.05%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    197000 | PA      | $195096.43    | 0.09%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Breedon Group plc                                    | Breedon Group plc                                                          | CUSIP: N/A<br>LEI: 213800DQGNQE3X76WS92       | Long             | EC               | CORP              | GB        |     26198 | NS      | $120592.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61047.48     | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     83000 | PA      | $52506.58     | 0.02%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                      | JH North America Holdings, Inc.                                            | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70305.00     | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Chubb Ltd.                                           | Chubb Ltd.                                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       196 | NS      | $60673.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                              | Permian Resources Corp., Class A                                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     11040 | NS      | $178075.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94332.19     | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | 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      | $354.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                         | Ligand Pharmaceuticals, Inc.                                               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1102 | NS      | $211694.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Power Fuel Securitization LLC               | Virginia Power Fuel Securitization LLC, Series A-1                         | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     17315 | PA      | $17418.92     | 0.01%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                         | NVIDIA Corp.                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     35643 | NS      | $6812446.59   | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133357.90    | 0.06%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    186000 | PA      | $184584.77    | 0.08%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                           | PG&E Corp.                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     24475 | NS      | $377404.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     11499 | NS      | $2751710.70   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $130908.93    | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| China Resources Beer Holdings Co. Ltd.               | China Resources Beer Holdings Co. Ltd.                                     | CUSIP: N/A<br>LEI: 254900OH02Y7OS7RNG48       | Long             | EC               | CORP              | HK        |     37000 | NS      | $124184.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $27949.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                   | Bloom Energy Corp., Class A                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       517 | NS      | $78258.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                    | Equity LifeStyle Properties, Inc.                                          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1055 | NS      | $66644.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                           | New Jersey Resources Corp.                                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1209 | NS      | $59821.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTVS SA                                             | TOTVS SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     37700 | NS      | $319279.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                     | Timken Co. (The)                                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       742 | NS      | $69146.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                 | Infrastrutture Wireless Italiane SpA                                       | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |     10423 | NS      | $91920.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco Bradesco SA                                    | Banco Bradesco SA                                                          | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     24717 | NS      | $100103.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Finance Ltd.                                  | Santos Finance Ltd.                                                        | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    133000 | PA      | $145699.77    | 0.06%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17658.28     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | 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      | $-257613.12   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                  | Ajinomoto Co., Inc.                                                        | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |      2200 | NS      | $50038.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                           | Essex Property Trust, Inc.                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       222 | NS      | $55915.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PSEG Power LLC                                       | PSEG Power LLC                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128231.31    | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                  | Etihad Etisalat Co.                                                        | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |      6437 | NS      | $120821.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                         | Japanese Yen                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |       -15 | OU      | $-0.10        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                   | nVent Electric plc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      2092 | NS      | $234847.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                            | Kymera Therapeutics, Inc.                                                  | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $43323.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV                                               | JBS NV                                                                     | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     78000 | PA      | $81076.43     | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                               | Integer Holdings Corp.                                                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1719 | NS      | $149312.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CommonSpirit Health                                  | CommonSpirit Health                                                        | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64038.66     | 0.03%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.                      | Brookfield Infrastructure Corp., Class A                                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |      1022 | NS      | $48902.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                      | Hilton Worldwide Holdings, Inc.                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       161 | NS      | $48060.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Overseas Ltd.                                   | Vale Overseas Ltd.                                                         | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     92000 | PA      | $94597.16     | 0.04%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Doximity, Inc.                                       | Doximity, Inc., Class A                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2016 | NS      | $75539.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                         | ING Groep NV                                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      6021 | NS      | $177140.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                           | Symrise AG                                                                 | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |      6943 | NS      | $584815.63    | 0.25%             |  |  |  | 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      | $-9068.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                               | MidAmerican Energy Co.                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134265.12    | 0.06%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                      | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108747.12    | 0.05%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Oddity Tech Ltd.                                     | Oddity Tech Ltd., Class A                                                  | CUSIP: N/A<br>LEI: 254900QH12XZS53G0V57       | Long             | EC               | CORP              | IL        |      1216 | NS      | $39933.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1064.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio             | MFS Institutional Money Market Portfolio, Class A                          | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |  12767450 | NS      | $12770003.89  | 5.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                 | Curtiss-Wright Corp.                                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       328 | NS      | $215394.32    | 0.09%             |  |  |  | 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      | $-29289.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.              | Mid-America Apartment Communities, Inc.                                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       399 | NS      | $53585.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                             | Option Care Health, Inc.                                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1604 | NS      | $54536.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                   | BJ's Wholesale Club Holdings, Inc.                                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       893 | NS      | $82548.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1614 | NS      | $150844.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | OMXS30 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -38 | NC      | $-14044.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corp.                                          | Azbil Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10500 | NS      | $91389.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MEX BOLSA Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MX        |        70 | NC      | $88467.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                     | Sony Group Corp.                                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      5000 | NS      | $111592.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                             | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     22498 | NS      | $1238514.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                             | CSL Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       720 | NS      | $90958.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                       | TechnipFMC plc                                                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     10521 | NS      | $586230.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                         | Waters Corp.                                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       114 | NS      | $42262.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                         | Northern Star Resources Ltd.                                               | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    182000 | PA      | $191932.16    | 0.08%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1270 | NS      | $277990.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                       | Atlas Copco AB, Class A                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      6031 | NS      | $124411.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                    | Galaxy Pipeline Assets Bidco Ltd.                                          | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     70248 | PA      | $68672.56     | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $82026.45     | 0.04%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                           | Elastic NV                                                                 | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |       383 | NS      | $25251.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corp.                         | PPL Electric Utilities Corp.                                               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172368.92    | 0.08%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $140152.14    | 0.06%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    211000 | PA      | $219700.46    | 0.10%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                               | Howmet Aerospace, Inc.                                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2829 | NS      | $588658.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class C                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4189 | NS      | $1418102.17   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                         | Floor & Decor Holdings, Inc., Class A                                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       416 | NS      | $27439.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group plc (The)                                 | Weir Group plc (The)                                                       | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |      2025 | NS      | $89389.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                       | NNN REIT, Inc.                                                             | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88604.46     | 0.04%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | BIST 30 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TR        |      1305 | NC      | $455996.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolsa Mexicana de Valores SAB de CV                  | Bolsa Mexicana de Valores SAB de CV                                        | CUSIP: N/A<br>LEI: 894500CS2D6RLGW61A19       | Long             | EC               | CORP              | MX        |     55700 | NS      | $111712.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline, Inc.                                        | Medline, Inc., Class A                                                     | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |       574 | NS      | $25370.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                                       | Repligen Corp.                                                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1208 | NS      | $180438.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                    | BAT Capital Corp.                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    112000 | PA      | $121051.14    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    269000 | PA      | $229676.01    | 0.10%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                          | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142297.89    | 0.06%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                         | Neurocrine Biosciences, Inc.                                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       286 | NS      | $38913.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $155203.22    | 0.07%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Absci Corp.                                          | Absci Corp.                                                                | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4070 | NS      | $12169.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $411037.71    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                           | L'Oreal SA                                                                 | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203559.55    | 0.09%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nippon Television Holdings, Inc.                     | Nippon Television Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 353800QI43C3H97E4W63       | Long             | EC               | CORP              | JP        |      4600 | NS      | $110392.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                              | Boston Scientific Corp.                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2660 | NS      | $248789.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      5099 | NS      | $117226.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                  | Amadeus IT Group SA                                                        | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     11724 | NS      | $786850.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                             | Jeronimo Martins SGPS SA                                                   | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |      7073 | NS      | $166925.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Finance Corp.                                  | Alcon Finance Corp.                                                        | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186405.75    | 0.08%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Class A                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1864 | NS      | $587719.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                                | Plains GP Holdings LP, Class A                                             | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |      6600 | NS      | $135168.00    | 0.06%             |  |  |  | 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      | $-20050.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane, Inc.                                  | Hamilton Lane, Inc., Class A                                               | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       703 | NS      | $99291.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LSEG Finance plc                                     | LSEG Finance plc                                                           | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191717.04    | 0.08%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63073.76     | 0.03%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                         | Biogen, Inc.                                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       226 | NS      | $40655.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1846.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                          | Phillips 66                                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2102 | NS      | $301763.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                       | WP Carey, Inc.                                                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1050 | NS      | $73237.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Life Insurance Co.                           | Pacific Life Insurance Co.                                                 | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    172000 | PA      | $173688.91    | 0.08%             | 2055-09-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Steadfast Group Ltd.                                 | Steadfast Group Ltd.                                                       | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               | CORP              | AU        |     25109 | NS      | $91444.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group plc                             | Howden Joinery Group plc                                                   | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |      8738 | NS      | $100077.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-68698.10    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of California, Inc.                             | Banc of California, Inc.                                                   | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2296 | NS      | $45874.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                     | GE Vernova, Inc.                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       811 | NS      | $589086.07    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                             | Next plc                                                                   | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       379 | NS      | $68792.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $478737.25    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                | Haleon US Capital LLC                                                      | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238144.26    | 0.10%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Everest Group Ltd.                                   | Everest Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       157 | NS      | $52010.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11797.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     18519 | NS      | $4805310.12   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Canada 10 Year Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       123 | NC      | $84830.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.       | Charles River Laboratories International, Inc.                             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       846 | NS      | $178066.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Trust                     | Provident Funding Mortgage Trust, Series 2025-3, Class A4                  | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109841 | PA      | $110576.26    | 0.05%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Moody's Corp.                                        | Moody's Corp.                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        81 | NS      | $41760.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                         | British American Tobacco plc                                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      2838 | NS      | $169936.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON plc                                             | ICON plc                                                                   | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       453 | NS      | $81653.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  23600000 | PA      | $-34957.92    | -0.02%            |  |  |  | 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      | $57561.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.               | Check Point Software Technologies Ltd.                                     | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |       280 | NS      | $50262.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                           | Tenaris SA                                                                 | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      3276 | NS      | $145126.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                  | Expand Energy Corp.                                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1528 | NS      | $171762.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28420.93     | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158582.36    | 0.07%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                     | GE HealthCare Technologies, Inc.                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       511 | NS      | $40353.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                            | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58602.86     | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78650.94     | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                  | CBRE Services, Inc.                                                        | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     97000 | PA      | $103233.63    | 0.04%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE Taiwan Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -14 | NC      | $-3409.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                               | Southwest Airlines Co.                                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1376 | NS      | $65387.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2918 | NS      | $681994.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundrug Co. Ltd.                                     | Sundrug Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $90514.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                              | Sika AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       278 | NS      | $53330.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                      | Galaxy Entertainment Group Ltd.                                            | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |     16000 | NS      | $81514.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                   | Deutsche Boerse AG                                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      1790 | NS      | $452574.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                   | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88870.49     | 0.04%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    177000 | PA      | $160543.85    | 0.07%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                    | Enterprise Products Operating LLC                                          | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $165265.28    | 0.07%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Babcock International Group plc                      | Babcock International Group plc                                            | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |      3243 | NS      | $63678.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thailand Baht                                        | Thailand Baht                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |      2103 | OU      | $66.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd.                           | CapitaLand Investment Ltd.                                                 | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     58800 | NS      | $142366.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                        | Trimble, Inc.                                                              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      2010 | NS      | $135876.00    | 0.06%             |  |  |  | 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      | $22001.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                | Cheniere Energy, Inc.                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1757 | NS      | $371640.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                          | NAVER Corp.                                                                | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1342 | NS      | $256391.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Constellation Software, Inc.                                               | CUSIP: 21037X134<br>LEI: N/A                  | N/A              | DO               |  | CA        |       149 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFrog Ltd.                                           | JFrog Ltd.                                                                 | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |      1638 | NS      | $89762.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                    | Ross Stores, Inc.                                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       473 | NS      | $89231.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    151000 | PA      | $140539.97    | 0.06%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                | Albertsons Cos., Inc., Class A                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      3019 | NS      | $50266.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullish                                              | Bullish                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       534 | NS      | $16126.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                            | UGI Corp.                                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1171 | NS      | $46968.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1662 | NS      | $585306.54    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131764.19    | 0.06%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series GG                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88649.18     | 0.04%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                  | EssilorLuxottica SA                                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       992 | NS      | $303256.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc.                                                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       465 | NS      | $37223.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARI Fleet Lease Trust                                | ARI Fleet Lease Trust, Series 2023-A, Class A2                             | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       341 | PA      | $341.49       | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Spotify Technology SA                                | Spotify Technology SA                                                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      1909 | NS      | $955168.15    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    149000 | PA      | $132600.03    | 0.06%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    132000 | PA      | $130966.82    | 0.06%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                  | Franco-Nevada Corp.                                                        | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      7265 | NS      | $1700617.71   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                 | Allstate Corp. (The)                                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       930 | NS      | $185060.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                                   | Viper Energy, Inc.                                                         | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2392 | NS      | $101277.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                 | Edison International                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      5935 | NS      | $369631.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                 | Flutter Treasury DAC                                                       | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202590.67    | 0.09%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-18653.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.            | Golden State Tobacco Securitization Corp.                                  | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $35434.18     | 0.02%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4674 | NS      | $1062166.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1581 | NS      | $174336.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc., Class A                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1824 | NS      | $982752.96    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                            | Flutter Entertainment plc                                                  | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      1664 | NS      | $274809.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $144060.41    | 0.06%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     30083 | NS      | $200139.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1362 | NS      | $183025.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    193000 | PA      | $198407.06    | 0.09%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cranswick plc                                        | Cranswick plc                                                              | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |      1398 | NS      | $100621.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                            | Bank of Ireland Group plc                                                  | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     34233 | NS      | $695711.30    | 0.30%             |  |  |  | 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      | $-122984.61   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                        | Akzo Nobel NV                                                              | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       781 | NS      | $54897.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92722.73     | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                             | Equitable Holdings, Inc.                                                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     23387 | NS      | $1085156.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1879 | NS      | $49680.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1564 | NS      | $169074.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                 | Uranium Energy Corp.                                                       | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      3818 | NS      | $65822.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                                    | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26009.54     | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Zscaler, Inc.                                        | Zscaler, Inc.                                                              | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       358 | NS      | $71603.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                                     | Bio-Techne Corp.                                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      8133 | NS      | $521243.97    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     23654 | NS      | $1334154.75   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87626.26     | 0.04%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JGC Holdings Corp.                                   | JGC Holdings Corp.                                                         | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               | CORP              | JP        |     11500 | NS      | $160692.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                          | Pentair plc                                                                | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      1079 | NS      | $113694.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                      | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204320.00    | 0.09%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     81000 | PA      | $81370.54     | 0.04%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00PBZ2N36<br>LEI: N/A                  | N/A              | DE               |  | US        |         4 | NC      | $53160.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Transmission Co. LLC                             | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78153.39     | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2490.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                           | Taylor Morrison Home Corp.                                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       609 | NS      | $37118.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                               | Cie de Saint-Gobain SA                                                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      3848 | NS      | $379585.29    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                          | Tesla, Inc.                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       318 | NS      | $136870.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $42553.72     | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                           | ZOZO, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     12000 | NS      | $98940.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                            | RXO, Inc.                                                                  | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      1506 | NS      | $21957.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | EURO STOXX 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        38 | NC      | $22431.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo DRS, Inc.                                   | Leonardo DRS, Inc.                                                         | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      1692 | NS      | $69473.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                   | Atmos Energy Corp.                                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1732 | NS      | $288100.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                              | Regions Financial Corp.                                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2674 | NS      | $76209.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1631.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6322.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                        | Shimano, Inc.                                                              | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |      2400 | NS      | $273403.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG               | Chocoladefabriken Lindt & Spruengli AG                                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        22 | NS      | $314753.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                              | Hillman Solutions Corp.                                                    | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5761 | NS      | $53980.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp.                            | PROCEPT BioRobotics Corp.                                                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $18273.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                               | Becton Dickinson & Co.                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2735 | NS      | $556517.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       530 | NS      | $27573.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                          | Nucor Corp.                                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       339 | NS      | $60247.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                | Arista Networks, Inc.                                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       317 | NS      | $44931.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI, Inc.                                      | Tempus AI, Inc.                                                            | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |       275 | NS      | $16450.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101719.26    | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield Ltd.                             | Cushman & Wakefield Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      3010 | NS      | $49484.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-34344.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $53321.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp.                                            | LKQ Corp.                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1807 | NS      | $59359.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                         | Grand Canyon Education, Inc.                                               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       201 | NS      | $34941.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                            | Advanced Info Service PCL                                                  | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |      6600 | NS      | $73205.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                            | Thales SA                                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       401 | NS      | $121683.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -151 | NC      | $201311.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                          | Kirby Corp.                                                                | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       321 | NS      | $37768.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                               | Cathay General Bancorp                                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1462 | NS      | $74825.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                       | TopBuild Corp.                                                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       202 | NS      | $94546.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      3438 | NS      | $161837.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Finance Canada Ltd.                         | Glencore Finance Canada Ltd.                                               | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9784.02      | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44882.34     | 0.02%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.              | Essential Properties Realty Trust, Inc.                                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      2052 | NS      | $62298.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.           | Knight-Swift Transportation Holdings, Inc.                                 | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $47055.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                     | Omega Healthcare Investors, Inc.                                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      6453 | NS      | $283157.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                         | United Community Banks, Inc.                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1950 | NS      | $67138.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                        | Raymond James Financial, Inc.                                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       610 | NS      | $101174.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65382.00     | 0.03%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                               | US Foods Holding Corp.                                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2014 | NS      | $168410.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                   | Chord Energy Corp.                                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       345 | NS      | $34582.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22326.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                              | Eni SpA                                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      5909 | NS      | $120654.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-13, Class A1                         | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |     81775 | PA      | $82484.71     | 0.04%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                              | Aramark                                                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     20577 | NS      | $792008.73    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-28963.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                       | Assurant, Inc.                                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       338 | NS      | $80487.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                     | DraftKings, Inc., Class A                                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      3322 | NS      | $91388.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                            | Box, Inc., Class A                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      2173 | NS      | $55085.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                  | LVMH Moet Hennessy Louis Vuitton SE                                        | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      1183 | NS      | $766900.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                                    | Pegasystems, Inc.                                                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      1643 | NS      | $71782.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1180.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1704.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                      | KKR & Co., Inc.                                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      5802 | NS      | $662936.52    | 0.29%             |  |  |  | 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      | $-85839.68    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NS Solutions Corp.                                   | NS Solutions Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $84424.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    184000 | PA      | $185379.05    | 0.08%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                 | Hartford Insurance Group, Inc. (The)                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       837 | NS      | $113045.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151753.29    | 0.07%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.                | Concentra Group Holdings Parent, Inc.                                      | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2952 | NS      | $65475.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                   | Cytokinetics, Inc.                                                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       643 | NS      | $40631.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                              | Progressive Corp. (The)                                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2982 | NS      | $620256.00    | 0.27%             |  |  |  | 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      | $4200.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| StandardAero, Inc.                                   | StandardAero, Inc.                                                         | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4024 | NS      | $124301.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                         | Glencore plc                                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     59157 | NS      | $404130.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                            | Nexstar Media Group, Inc.                                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       492 | NS      | $104490.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery plc                               | Brightstar Lottery plc                                                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      4749 | NS      | $68765.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                        | Visteon Corp.                                                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       920 | NS      | $83591.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hampshire Business Finance Authority             | New Hampshire Business Finance Authority, Series 2024 A                    | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105447.73    | 0.05%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1783 | NS      | $410339.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                   | Koninklijke KPN NV                                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     16631 | NS      | $80983.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms, Inc.                                 | Riot Platforms, Inc.                                                       | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      3981 | NS      | $61586.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International plc                              | Croda International plc                                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      3729 | NS      | $139198.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp.                                   | Talen Energy Corp.                                                         | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $116003.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                  | General Mills, Inc.                                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3115 | NS      | $144099.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex, Inc.                                         | Vertex, Inc., Class A                                                      | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      2839 | NS      | $52663.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84089.21     | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                             | Jones Lang LaSalle, Inc.                                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       795 | NS      | $284538.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Finance SARL                                   | nVent Finance SARL                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    143000 | PA      | $149109.64    | 0.06%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                              | Daiichi Sankyo Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     18300 | NS      | $335350.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN Co. Ltd.                                         | NBN Co. Ltd.                                                               | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $208632.98    | 0.09%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2024-NQM3, Class A1                                      | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |     55628 | PA      | $56246.69     | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    102000 | PA      | $98678.53     | 0.04%             | 2032-04-13      | Fixed         | 3.60%                 | 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      | $34230.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      7188 | NS      | $2064467.67   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    263000 | PA      | $261777.39    | 0.11%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      2060 | NS      | $63509.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64780.51     | 0.03%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Suzano SA                                            | Suzano SA                                                                  | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |     12222 | NS      | $114520.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Corp.                                        | Legence Corp., Class A                                                     | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2794 | NS      | $131066.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                  | Tokyo Electron Ltd.                                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       700 | NS      | $186850.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                        | Popular, Inc.                                                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      5187 | NS      | $692620.11    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                       | Coherent Corp.                                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      1190 | NS      | $252494.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                             | Skyworks Solutions, Inc.                                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       468 | NS      | $26095.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                          | Nationwide Building Society                                                | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199660.05    | 0.09%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Trane Technologies plc                               | Trane Technologies plc                                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       105 | NS      | $44160.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1260.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62037.51     | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                 | Globus Medical, Inc., Class A                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       616 | NS      | $55858.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2904 | NS      | $120835.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100216.19    | 0.04%             | 2035-09-29      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    262000 | PA      | $259134.56    | 0.11%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp.         | Kentucky Higher Education Student Loan Corp., Series 2025A-2               | CUSIP: 49130NHA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93622.16     | 0.04%             | 2040-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    149000 | PA      | $127431.76    | 0.06%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       322 | NS      | $71902.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                            | Vistra Operations Co. LLC                                                  | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138252.12    | 0.06%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                 | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    118000 | PA      | $93842.95     | 0.04%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Miami International Holdings, Inc.                   | Miami International Holdings, Inc.                                         | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |       704 | NS      | $29377.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings, Inc.                                | Resona Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     57300 | NS      | $662563.65    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series HH                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25985.23     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                            | Insight Enterprises, Inc.                                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       466 | NS      | $39153.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Finance Corp.                                  | Alcon Finance Corp.                                                        | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198384.94    | 0.09%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Eastern Bankshares, Inc.                             | Eastern Bankshares, Inc.                                                   | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      3415 | NS      | $69956.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                         | Hitachi Ltd.                                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     19700 | NS      | $682422.46    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                                    | WW Grainger, Inc.                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        37 | NS      | $39957.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     10009 | NS      | $101110.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119440.66    | 0.05%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $212170.37    | 0.09%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92553.60     | 0.04%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                              | Raizen Fuels Finance SA                                                    | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $167500.00    | 0.07%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11099.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       637 | NS      | $102875.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120579.08    | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd.                                 | Viking Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     10960 | NS      | $790764.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                          | Adobe, Inc.                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1474 | NS      | $432250.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    137000 | PA      | $131830.78    | 0.06%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                          | Carvana Co.                                                                | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       505 | NS      | $202560.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.                      | Northwestern Energy Group, Inc.                                            | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       994 | NS      | $67452.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                      | Ultragenyx Pharmaceutical, Inc.                                            | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       558 | NS      | $13431.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comision Federal de Electricidad                     | Comision Federal de Electricidad                                           | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $200000.00    | 0.09%             | 2034-01-28      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                   | Altria Group, Inc.                                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     17861 | NS      | $1107203.39   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| 3650R Commercial Mortgage Trust                      | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                 | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967659 | PA      | $33571.00     | 0.01%             | 2054-11-15      | Variable      | 0.99%                 | 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      | $43811.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                        | Revvity, Inc.                                                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       428 | NS      | $46566.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp. Ltd.                                   | Venture Corp. Ltd.                                                         | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |     13200 | NS      | $169656.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $99462.93     | 0.04%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)     | Trustees of the University of Pennsylvania (The), Series 2020              | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    234000 | PA      | $136809.98    | 0.06%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $153178.56    | 0.07%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152347.31    | 0.07%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                            | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204761.47    | 0.09%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                      | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $196000.00    | 0.09%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101024.89    | 0.04%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                         | ROBLOX Corp., Class A                                                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      3040 | NS      | $199910.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                          | Intel Corp.                                                                | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74580.23     | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS NV                                               | JBS NV                                                                     | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     79000 | PA      | $74806.09     | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                              | Aristocrat Leisure Ltd.                                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      1235 | NS      | $46061.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185779.49    | 0.08%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                    | Wolters Kluwer NV                                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       677 | NS      | $63299.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                              | Toyo Suisan Kaisha Ltd.                                                    | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $470392.87    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       837 | NS      | $293862.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                 | Dollar General Corp.                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1969 | NS      | $282413.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1 | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66186 | PA      | $66318.75     | 0.03%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Mini Bovespa Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |        14 | NC      | $7820.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $65762.75     | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97563.41     | 0.04%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                         | GEA Group AG                                                               | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     15145 | NS      | $1084308.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                       | Autodesk, Inc.                                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1225 | NS      | $309765.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                       | AtriCure, Inc.                                                             | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |      1119 | NS      | $41324.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                  | TE Connectivity plc                                                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       212 | NS      | $47229.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                         | Plexus Corp.                                                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       342 | NS      | $68170.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                    | FirstEnergy Corp.                                                          | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116880.12    | 0.05%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       796 | NS      | $66744.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                       | Southern California Edison Co.                                             | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34028.49     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-57901.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                      | Universal Health Services, Inc., Class B                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       283 | NS      | $56956.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                           | Builders FirstSource, Inc.                                                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       326 | NS      | $37294.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |       300 | NS      | $97395.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                           | Lyft, Inc., Class A                                                        | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      5518 | NS      | $93088.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                         | Ventas, Inc.                                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       900 | NS      | $69903.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                  | UMB Financial Corp.                                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       509 | NS      | $64714.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                           | Axis Capital Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       507 | NS      | $52312.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                        | Ashland, Inc.                                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1697 | NS      | $103788.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA (Registered)                                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      2053 | NS      | $397162.09    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding plc                              | Birkenstock Holding plc                                                    | CUSIP: N/A<br>LEI: 529900CQ8LQKQ7LIT631       | Long             | EC               | CORP              | JE        |      1988 | NS      | $75066.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                                          | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    154000 | PA      | $158422.87    | 0.07%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     11160 | NS      | $47430.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                             | Davide Campari-Milano NV                                                   | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |     10222 | NS      | $72506.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Natera, Inc.                                         | Natera, Inc.                                                               | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      1382 | NS      | $319435.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                   | Coca-Cola Europacific Partners plc                                         | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |       600 | NS      | $55020.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                      | Advanced Drainage Systems, Inc.                                            | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       267 | NS      | $40594.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                          | Italgas SpA                                                                | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     28258 | NS      | $338640.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                   | Southern Co. (The)                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      4580 | NS      | $409039.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                               | Sempra                                                                     | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60477.95     | 0.03%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                           | Sherwin-Williams Co. (The)                                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        86 | NS      | $30499.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      2036 | NS      | $42532.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                  | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                 | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |    226062 | NS      | $226062.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp.                               | Beacon Financial Corp.                                                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      2171 | NS      | $61547.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                             | Diamondback Energy, Inc.                                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       464 | NS      | $76072.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     15539 | NS      | $1798017.69   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                      | Brunswick Corp.                                                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      2417 | NS      | $193891.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class A                                        | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     37253 | PA      | $37241.04     | 0.02%             | 2039-02-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                            | Booz Allen Hamilton, Inc.                                                  | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131699.08    | 0.06%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                          | Swiss Franc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |         0 | OU      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2025-3, Class A1                          | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |    155333 | PA      | $156786.16    | 0.07%             | 2070-03-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Cousins Properties, Inc.                             | Cousins Properties, Inc.                                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      2002 | NS      | $50530.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                | Axon Enterprise, Inc.                                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       348 | NS      | $168285.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACREC Ltd.                                           | ACREC Ltd., Series 2021-FL1, Class A                                       | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9821 | PA      | $9820.66      | 0.00%             | 2036-10-16      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                          | Mirum Pharmaceuticals, Inc.                                                | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       487 | NS      | $50268.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                      | Simpson Manufacturing Co., Inc.                                            | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       364 | NS      | $64347.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                 | ASM International NV                                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       187 | NS      | $157334.59    | 0.07%             |  |  |  | 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      | $-7629.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                        | Corteva, Inc.                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5004 | NS      | $364291.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                                 | Exact Sciences Corp.                                                       | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      2981 | NS      | $305075.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd.                                          | Hiscox Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |      4082 | NS      | $82778.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                              | Element Solutions, Inc.                                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      2659 | NS      | $77376.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiba Bank Ltd. (The)                                | Chiba Bank Ltd. (The)                                                      | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     38800 | NS      | $522481.26    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    113000 | PA      | $68162.04     | 0.03%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education, Inc.                       | Adtalem Global Education, Inc.                                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       745 | NS      | $77144.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                           | Legrand SA                                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      3943 | NS      | $630967.73    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                            | Sodexo SA                                                                  | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      2163 | NS      | $110607.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7087.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1535.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137408.32    | 0.06%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Prosperity Bancshares, Inc.                          | Prosperity Bancshares, Inc.                                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1840 | NS      | $126978.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                              | Columbia Sportswear Co.                                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       991 | NS      | $54782.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $28922.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                                   | Intertek Group plc                                                         | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      2436 | NS      | $148798.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                         | Nasdaq, Inc.                                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      9360 | NS      | $906890.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                       | AutoZone, Inc.                                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        69 | NS      | $255596.01    | 0.11%             |  |  |  | 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      | $260870.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TKO Group Holdings, Inc.                             | TKO Group Holdings, Inc.                                                   | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1417 | NS      | $287055.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    114000 | PA      | $97390.53     | 0.04%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                 | Otis Worldwide Corp.                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       642 | NS      | $54839.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19022.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                             | Darden Restaurants, Inc.                                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       230 | NS      | $45850.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116730.90    | 0.05%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UFP Technologies, Inc.                               | UFP Technologies, Inc.                                                     | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       228 | NS      | $57259.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                  | Herc Holdings, Inc.                                                        | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       305 | NS      | $43718.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pet Valu Holdings Ltd.                               | Pet Valu Holdings Ltd.                                                     | CUSIP: 71584R105<br>LEI: 2549004F77OUH5ES5L44 | Long             | EC               | CORP              | CA        |      1506 | NS      | $30194.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                             | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201810.35    | 0.09%             | 2033-12-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                | Tencent Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     11200 | NS      | $868806.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Optinose, Inc.                                                             | CUSIP: 68404V118<br>LEI: N/A                  | N/A              | DO               |  | US        |         1 | NS      | $0.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                  | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96222.65     | 0.04%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1645 | NS      | $239265.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3073 | NS      | $1018084.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                      | Canadian Dollar                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      1540 | OU      | $1131.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                       | McKesson Corp.                                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1863 | NS      | $1548544.23   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                        | Datadog, Inc., Class A                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1500 | NS      | $193980.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitgo Holdings, Inc.                                 | Bitgo Holdings, Inc., Class A                                              | CUSIP: 091947101<br>LEI: 254900UPX35JR22RH064 | Long             | EC               | CORP              | US        |      1549 | NS      | $20911.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                   | VICI Properties LP                                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $83967.26     | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                    | Tencent Music Entertainment Group                                          | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |      7772 | NS      | $130414.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marin General Hospital                               | Marin General Hospital, Series 2023                                        | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $64047.64     | 0.03%             | 2045-08-01      | Fixed         | 7.24%                 | 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      | $-1089.14     | -0.00%            |  |  |  | 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        |       912 | NS      | $101357.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                                     | Littelfuse, Inc.                                                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       312 | NS      | $101013.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                               | Alaska Air Group, Inc.                                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1732 | NS      | $88037.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1340 | NS      | $146462.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     43000 | PA      | $42771.31     | 0.02%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| International Paper Co.                              | International Paper Co.                                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2060 | NS      | $83059.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                 | Meta Platforms, Inc., Class A                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2995 | NS      | $2145917.50   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P MidCap 400 E-Mini Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -53 | NC      | $-131974.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                        | Medtronic plc                                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       661 | NS      | $68056.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                            | MDU Resources Group, Inc.                                                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1522 | NS      | $31216.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury Long Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1785.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1392 | NS      | $265176.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     82000 | PA      | $89045.58     | 0.04%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                               | BWX Technologies, Inc.                                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      2858 | NS      | $587118.94    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                              | FUJIFILM Holdings Corp.                                                    | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      2200 | NS      | $43883.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                        | Graphic Packaging Holding Co.                                              | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5955 | NS      | $87240.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                       | Collegium Pharmaceutical, Inc.                                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      2759 | NS      | $126693.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    184000 | PA      | $186965.67    | 0.08%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132271.47    | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CG oncology, Inc.                                    | CG oncology, Inc.                                                          | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $24671.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                               | Generac Holdings, Inc.                                                     | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       211 | NS      | $35456.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                 | Peabody Energy Corp.                                                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2241 | NS      | $79017.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8483.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold, Inc.                                    | Alamos Gold, Inc., Class A                                                 | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      2264 | NS      | $83899.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1589.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beta Technologies, Inc.                              | Beta Technologies, Inc., Class A                                           | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       534 | NS      | $11481.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       165 | NS      | $237750.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     61000 | PA      | $61127.49     | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Annexon, Inc.                                        | Annexon, Inc.                                                              | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2292 | NS      | $14302.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | iShares MSCI Emerging Markets ETF                                          | CUSIP: 00PBZ42Y7<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $14000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group plc                                   | Burberry Group plc                                                         | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      1569 | NS      | $23594.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                              | Aon plc, Class A                                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      1756 | NS      | $613967.84    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1513 | NS      | $271492.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                             | Willis Towers Watson plc                                                   | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1765 | NS      | $560334.55    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Seino Holdings Co. Ltd.                              | Seino Holdings Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               | CORP              | JP        |      6900 | NS      | $107361.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                  | Qantas Airways Ltd.                                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      8164 | NS      | $57247.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $39498.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                       | BPER Banca SpA                                                             | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |     18193 | NS      | $255653.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                       | Carnival Corp.                                                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      8584 | NS      | $257691.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                           | Okta, Inc.                                                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      6337 | NS      | $535349.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                            | Corebridge Global Funding                                                  | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113981.93    | 0.05%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Four Corners Property Trust, Inc.                    | Four Corners Property Trust, Inc.                                          | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1750 | NS      | $43137.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                              | DBS Group Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     10940 | NS      | $509117.21    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Billiontoone, Inc.                                   | Billiontoone, Inc., Class A                                                | CUSIP: 090168105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       321 | NS      | $26485.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169663.71    | 0.07%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                          | Reckitt Benckiser Group plc                                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      2186 | NS      | $182224.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129715.28    | 0.06%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                    | Smartstop Self Storage REIT, Inc.                                          | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      1363 | NS      | $42852.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202342.41    | 0.09%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    190000 | PA      | $158207.67    | 0.07%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42359.55     | 0.02%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                  | Ascendis Pharma A/S                                                        | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      1259 | NS      | $284659.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $265794.32    | 0.12%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| M3, Inc.                                             | M3, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |     15900 | NS      | $196284.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ollie's Bargain Outlet Holdings, Inc.                | Ollie's Bargain Outlet Holdings, Inc.                                      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       575 | NS      | $63428.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asante, Inc.                                         | Asante, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9800 | NS      | $101571.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 2 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        13 | NC      | $-5102.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga & Co. Ltd.                                  | Morinaga & Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6900 | NS      | $120201.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    221000 | PA      | $221923.97    | 0.10%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                      | AEP Texas, Inc.                                                            | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146011.50    | 0.06%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                    | NTT Finance Corp.                                                          | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206602.95    | 0.09%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                            | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    263000 | PA      | $258992.45    | 0.11%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                              | Cooper Cos., Inc. (The)                                                    | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       515 | NS      | $41910.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell, Inc.                                       | Ceribell, Inc.                                                             | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $25164.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                                    | Knife River Corp.                                                          | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1143 | NS      | $76775.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bermuda                                              | Bermuda Government Bond                                                    | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $201934.00    | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $86208.31     | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      3058 | NS      | $70548.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | SPI 200 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       -49 | NC      | $-156044.82   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                     | Jersey Central Power & Light Co.                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    187000 | PA      | $168738.26    | 0.07%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147867.87    | 0.06%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $228866.06    | 0.10%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                  | Brown & Brown, Inc.                                                        | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51004.07     | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                | Public Service Enterprise Group, Inc.                                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1084 | NS      | $89278.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Russell 2000 E-Mini Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -160 | NC      | $-88301.60    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                               | Antero Resources Corp.                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      3086 | NS      | $112237.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      4645 | NS      | $939094.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    179000 | PA      | $152229.71    | 0.07%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                        | Netflix, Inc.                                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1448 | NS      | $120893.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE/MIB Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        -8 | NC      | $2486.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israeli Shekel                                       | Israeli Shekel                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |       461 | OU      | $148.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $109090.20    | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                            | NEC Corp.                                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      1300 | NS      | $43764.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | CAC 40 10 Euro Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -62 | NC      | $165854.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                            | PPL Corp.                                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       790 | NS      | $28637.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                 | Dassault Systemes SE                                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |     16600 | NS      | $456895.53    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                            | Blueprint Medicines Corp., CVR                                             | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | Long             |  | CORP              | US        |       101 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                 | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    347000 | PA      | $345596.49    | 0.15%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Utz Brands, Inc.                                     | Utz Brands, Inc.                                                           | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |      2461 | NS      | $25938.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                               | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $229593.11    | 0.10%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Urban Edge Properties                                | Urban Edge Properties                                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2355 | NS      | $45757.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                         | Azenta, Inc.                                                               | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      2439 | NS      | $94828.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27933.67     | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    243000 | PA      | $258105.93    | 0.11%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Taisei Corp.                                         | Taisei Corp.                                                               | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |      4100 | NS      | $407721.63    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bacardi Ltd.                                         | Bacardi Ltd.                                                               | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    414000 | PA      | $389839.51    | 0.17%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                  | Cisco Systems, Inc.                                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2272 | NS      | $177943.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp.                                | GeneDx Holdings Corp.                                                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $48226.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                                           | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    215000 | PA      | $138120.99    | 0.06%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sankyu, Inc.                                         | Sankyu, Inc.                                                               | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |      2300 | NS      | $136683.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                | Matador Resources Co.                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      2223 | NS      | $100568.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                      | Starbucks Corp.                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1819 | NS      | $167257.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                   | Stewart Information Services Corp.                                         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       613 | NS      | $41334.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                    | SMBC Aviation Capital Finance DAC                                          | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205413.36    | 0.09%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                     | Niterra Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |      3000 | NS      | $130867.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                     | Goodyear Tire & Rubber Co. (The)                                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      3687 | NS      | $34694.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $209035.92    | 0.09%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160770.37    | 0.07%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                        | PepsiCo, Inc.                                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       335 | NS      | $51466.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust | Ontario Teachers' Cadillac Fairview Properties Trust                       | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $179732.34    | 0.08%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                         | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58511.17     | 0.03%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121543.03    | 0.05%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                        | Corning, Inc.                                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1249 | NS      | $128959.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Property Mexico SA de CV                    | Prologis Property Mexico SA de CV                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     29808 | NS      | $136963.97    | 0.06%             |  |  |  | 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      | $47291.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR, Inc.                                            | KBR, Inc.                                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       951 | NS      | $40712.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                  | Fifth Third Bancorp                                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1356 | NS      | $68098.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113312.81    | 0.05%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                 | Cognizant Technology Solutions Corp., Class A                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       949 | NS      | $77874.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2478 | NS      | $757995.42    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Gas Group Ltd.                       | China Resources Gas Group Ltd.                                             | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | BM        |      9600 | NS      | $26420.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $358874.02    | 0.16%             | 2032-10-13      | Variable      | 2.49%                 | 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        |     53000 | PA      | $53675.38     | 0.02%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Japan 10 Year Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        16 | NC      | $-165373.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                                | StepStone Group, Inc., Class A                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1079 | NS      | $76274.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IFSC NIFTY 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |       -46 | NC      | $-133.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                  | Hanover Insurance Group, Inc. (The)                                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       534 | NS      | $92990.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3178.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                     | JB Hunt Transport Services, Inc.                                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       260 | NS      | $52707.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                  | Acadia Realty Trust                                                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      2846 | NS      | $56948.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.             | Samsung Fire & Marine Insurance Co. Ltd.                                   | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |       130 | NS      | $45248.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                           | Haleon plc                                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    125227 | NS      | $649261.69    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3503 | NS      | $640348.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77449.77     | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                            | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201539.95    | 0.09%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                       | Boston Gas Co.                                                             | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    227000 | PA      | $239810.77    | 0.10%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                | Quanta Services, Inc.                                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       609 | NS      | $289049.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Central BanCo, Inc.                                  | Central BanCo, Inc.                                                        | CUSIP: 152413100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2253 | NS      | $54297.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31569.08     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Greggs plc                                           | Greggs plc                                                                 | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |      4404 | NS      | $96841.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| QXO, Inc.                                            | QXO, Inc.                                                                  | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6385 | NS      | $141619.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                         | ACADIA Pharmaceuticals, Inc.                                               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      1717 | NS      | $43148.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    365000 | PA      | $378380.63    | 0.16%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6620.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kadant, Inc.                                         | Kadant, Inc.                                                               | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       112 | NS      | $35956.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                          | Ciena Corp.                                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       350 | NS      | $88133.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                   | Macquarie Airfinance Holdings Ltd.                                         | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    186000 | PA      | $188322.20    | 0.08%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AGCO Corp.                                           | AGCO Corp.                                                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      8505 | NS      | $964552.05    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences, Inc.                             | Cogent Biosciences, Inc.                                                   | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       545 | NS      | $19570.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1950 | NS      | $520767.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2249 | NS      | $699169.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     38000 | PA      | $41191.32     | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | 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      | $975.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                   | Chemours Co. (The)                                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      2071 | NS      | $31044.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                | Colgate-Palmolive Co.                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      6798 | NS      | $613791.42    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                              | Applied Materials, Inc.                                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2739 | NS      | $882834.48    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings, Inc.                      | Alliance Laundry Holdings, Inc.                                            | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1282 | NS      | $28306.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                    | National Grid plc                                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      9006 | NS      | $152131.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                         | Wix.com Ltd.                                                               | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |       412 | NS      | $35778.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | EURO STOXX 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        42 | NC      | $1842.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2615 | NS      | $1186314.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd.                             | Reliance Industries Ltd.                                                   | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     30999 | NS      | $470237.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                          | Aker BP ASA                                                                | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      7008 | NS      | $204771.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $128887.47    | 0.06%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                      | Rexford Industrial Realty, Inc.                                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      2377 | NS      | $96339.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                  | Take-Two Interactive Software, Inc.                                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1366 | NS      | $300929.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                            | EQT Corp.                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       219 | NS      | $12642.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Transmission Co. LLC                             | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157622.02    | 0.07%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                   | Brown-Forman Corp., Class B                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1405 | NS      | $38454.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                           | Baxter International, Inc.                                                 | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39290.67     | 0.02%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                           | KDDI Corp.                                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      6800 | NS      | $114527.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94683.67     | 0.04%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       702 | NS      | $49006.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7463.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG, Inc.                                            | TPG, Inc.                                                                  | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       911 | NS      | $53667.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Services, Inc.                                  | CBRE Services, Inc.                                                        | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51530.42     | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                        | Cummins, Inc.                                                              | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49192.14     | 0.02%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                    | Cigna Group (The)                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4640 | NS      | $1271870.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113053.35    | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Legend Biotech Corp.                                 | Legend Biotech Corp.                                                       | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      1347 | NS      | $23572.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies, Inc.                           | Amprius Technologies, Inc.                                                 | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3076 | NS      | $38265.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                              | Mohawk Industries, Inc.                                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       415 | NS      | $49127.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                      | Independence Realty Trust, Inc.                                            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      6697 | NS      | $111839.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                      | Atlassian Corp., Class A                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        97 | NS      | $11463.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                        | Assa Abloy AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     26884 | NS      | $1086225.27   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90297.45     | 0.04%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                      | Seagate Technology Holdings plc                                            | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       248 | NS      | $101107.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                       | Wingstop, Inc.                                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       914 | NS      | $242603.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                                          | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56905.29     | 0.02%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                             | Patrick Industries, Inc.                                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1104 | NS      | $139291.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115363.48    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1909.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                      | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $199268.00    | 0.09%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                         | Target Corp.                                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1918 | NS      | $202291.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                         | Stanley Black & Decker, Inc.                                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       664 | NS      | $52230.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Co. (The)                                 | Campbell's Co. (The)                                                       | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       925 | NS      | $25881.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                | Delta Air Lines, Inc.                                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       941 | NS      | $62002.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Realty LP                                  | Highwoods Realty LP                                                        | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213629.46    | 0.09%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4495 | NS      | $468513.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                          | Itron, Inc.                                                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       279 | NS      | $27643.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                        | Vontier Corp.                                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1700 | NS      | $63750.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109841.38    | 0.05%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                            | Flex Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      1892 | NS      | $119271.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                              | E.ON SE                                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      3867 | NS      | $81888.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                              | BioLife Solutions, Inc.                                                    | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      2243 | NS      | $48897.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                         | Indian Rupee                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |       391 | OU      | $4.25         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95768.89     | 0.04%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Euro-Bund                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -69 | NC      | $40548.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65081.77     | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       647 | NS      | $67236.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                             | Accor SA                                                                   | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |      1020 | NS      | $55447.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                                | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $16129.86     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $63477.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                      | M/I Homes, Inc.                                                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       435 | NS      | $58159.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     54654 | NS      | $612209.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                       | Nomura Research Institute Ltd.                                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      7600 | NS      | $230858.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                      | MYR Group, Inc.                                                            | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       151 | NS      | $37756.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                    | Tyson Foods, Inc., Class A                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       766 | NS      | $50042.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                 | Avery Dennison Corp.                                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       309 | NS      | $57322.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern States Power Co.                            | Northern States Power Co.                                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100604.95    | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                          | Spire, Inc.                                                                | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183360.75    | 0.08%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                         | Vistra Corp.                                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1386 | NS      | $219473.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                         | Masimo Corp.                                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1788 | NS      | $245546.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                               | Hayward Holdings, Inc.                                                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3742 | NS      | $60395.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT Ltd.                                           | ASMPT Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |     11500 | NS      | $152948.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                              | Micron Technology, Inc.                                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       851 | NS      | $353062.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                              | Primoris Services Corp.                                                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       657 | NS      | $97400.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                                    | Schrodinger, Inc.                                                          | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      5534 | NS      | $77309.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11645.74    | -0.01%            |  |  |  | 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        |      5989 | NS      | $152274.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    248000 | PA      | $227573.08    | 0.10%             | 2032-04-22      | Variable      | 2.69%                 | 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      | $38006.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.             | Pan Pacific International Holdings Corp.                                   | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |     14500 | NS      | $85813.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-149281.59   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DCC plc                                              | DCC plc                                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      2083 | NS      | $132138.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                 | Ingersoll Rand, Inc.                                                       | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       633 | NS      | $54494.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                         | Allegion plc                                                               | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       718 | NS      | $118750.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                       | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125867.79    | 0.05%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                             | Guidewire Software, Inc.                                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1403 | NS      | $197486.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                                 | Corsair Gaming, Inc.                                                       | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      5405 | NS      | $27565.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiken Chemical Co. Ltd.                              | Eiken Chemical Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7800 | NS      | $120558.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| VTech Holdings Ltd.                                  | VTech Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     12400 | NS      | $96744.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     12850 | NS      | $416083.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV                                               | JBS NV                                                                     | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     99000 | PA      | $92958.32     | 0.04%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                              | Accenture Capital, Inc.                                                    | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70008.77     | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                              | DuPont de Nemours, Inc.                                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       967 | NS      | $42470.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                    | Caterpillar, Inc.                                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       332 | NS      | $218243.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                     | CMS Energy Corp.                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1157 | NS      | $82713.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    182000 | PA      | $185465.10    | 0.08%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                             | Zebra Technologies Corp., Class A                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       179 | NS      | $42061.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.            | MACOM Technology Solutions Holdings, Inc.                                  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       547 | NS      | $119825.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                  | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    113000 | PA      | $110976.96    | 0.05%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23879.91     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                     | Bank Hapoalim BM                                                           | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |    202000 | PA      | $201625.18    | 0.09%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       260 | NS      | $89141.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2743 | NS      | $516205.17    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                         | Terumo Corp.                                                               | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      3900 | NS      | $50841.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                 | TJX Cos., Inc. (The)                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       303 | NS      | $45392.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                       | AppLovin Corp., Class A                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       680 | NS      | $321714.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd.                                 | WiseTech Global Ltd.                                                       | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      2479 | NS      | $100122.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    148000 | PA      | $150705.92    | 0.07%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                     | Kroger Co. (The)                                                           | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74422.18     | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                            | XPO, Inc.                                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       471 | NS      | $69759.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                          | Spire, Inc.                                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       793 | NS      | $67000.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                              | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    248000 | PA      | $151380.43    | 0.07%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52293.94     | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                           | Ameriprise Financial, Inc.                                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1592 | NS      | $839286.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp.                        | Wheaton Precious Metals Corp.                                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      5184 | NS      | $682963.87    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                              | GFL Environmental, Inc.                                                    | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |      3122 | NS      | $134089.90    | 0.06%             |  |  |  | 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      | $-64347.43    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                | VICI Properties, Inc.                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2376 | NS      | $66718.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-17608.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Digi International, Inc.                             | Digi International, Inc.                                                   | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       901 | NS      | $38806.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co. Ltd.                            | Stanley Electric Co. Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $59026.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165333.33    | 0.07%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                  | Santos Finance Ltd.                                                        | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     46000 | PA      | $46129.80     | 0.02%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Convatec Group plc                                   | Convatec Group plc                                                         | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     22548 | NS      | $70963.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                         | Kenvue, Inc.                                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      5666 | NS      | $98588.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                            | Vistra Operations Co. LLC                                                  | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138805.25    | 0.06%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                           | Agilent Technologies, Inc.                                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4071 | NS      | $544903.35    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners, Inc.                     | Phoenix Education Partners, Inc.                                           | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       862 | NS      | $26299.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Pacific Railway Co.                         | Canadian Pacific Railway Co.                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $157318.53    | 0.07%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                       | EchoStar Corp., Class A                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       588 | NS      | $66573.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                    | PennyMac Financial Services, Inc.                                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       381 | NS      | $38069.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corp.                                    | NTT Finance Corp.                                                          | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205292.48    | 0.09%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| ACI Worldwide, Inc.                                  | ACI Worldwide, Inc.                                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1200 | NS      | $52032.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDN Mortgage Trust                                  | ARDN Mortgage Trust, Series 2025-ARCP, Class A                             | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115359.38    | 0.05%             | 2035-06-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp.                                        | Stryker Corp.                                                              | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    263000 | PA      | $260582.21    | 0.11%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74987.16     | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119130.92    | 0.05%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $203270.80    | 0.09%             | 2035-02-05      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                | Global Payments, Inc.                                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       765 | NS      | $54881.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160616.83    | 0.07%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                             | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $193736.22    | 0.08%             | 2034-09-12      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| MEITEC Group Holdings, Inc.                          | MEITEC Group Holdings, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4700 | NS      | $105018.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                              | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    184000 | PA      | $165481.17    | 0.07%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SentinelOne, Inc.                                    | SentinelOne, Inc., Class A                                                 | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      1975 | NS      | $27610.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama, Inc.                                      | Dollarama, Inc.                                                            | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      2205 | NS      | $297152.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                         | LPL Financial Holdings, Inc.                                               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       673 | NS      | $245308.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                                          | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     29612 | NS      | $318625.12    | 0.14%             |  |  |  | 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      | $9846.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                     | Advanced Energy Industries, Inc.                                           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       871 | NS      | $222418.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                        | Hubbell, Inc.                                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       119 | NS      | $58064.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                                      | Capcom Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |      1100 | NS      | $27976.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordson Corp.                                        | Nordson Corp.                                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       385 | NS      | $105694.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MSCI Singapore Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        11 | NC      | $-1529.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11477.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    326000 | PA      | $327884.69    | 0.14%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40519.44     | 0.02%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                        | Estee Lauder Cos., Inc. (The)                                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       182 | NS      | $20980.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-67740.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                     | ArcelorMittal SA                                                           | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     10009 | NS      | $545514.45    | 0.24%             |  |  |  | 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      | $2242.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                               | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    114000 | PA      | $89692.43     | 0.04%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                        | Enel Finance International NV                                              | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $375467.69    | 0.16%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12394.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80500.06     | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corp.                                 | Terreno Realty Corp.                                                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1429 | NS      | $87940.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7129.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA         | Cie Generale des Etablissements Michelin SCA                               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      1617 | NS      | $60088.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    108000 | PA      | $110362.50    | 0.05%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145343.42    | 0.06%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                      | AstraZeneca plc                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      3765 | NS      | $700649.93    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31682.00     | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2700 | NS      | $527040.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                       | Adaptive Biotechnologies Corp.                                             | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      2083 | NS      | $38535.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    101000 | PA      | $75136.50     | 0.03%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                     | Sands China Ltd.                                                           | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |     41200 | NS      | $89814.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc            | Kiniksa Pharmaceuticals International plc                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       946 | NS      | $41548.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.              | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    123000 | PA      | $116657.70    | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    398000 | PA      | $414667.46    | 0.18%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9108 | NS      | $3919081.32   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV                                               | JBS NV                                                                     | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     68000 | PA      | $65650.31     | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                            | Florida Power & Light Co.                                                  | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    297000 | PA      | $236533.08    | 0.10%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                        | Textron, Inc.                                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      5688 | NS      | $500885.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                        | Beiersdorf AG                                                              | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |       920 | NS      | $109542.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8300.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System, Inc.                        | Columbia Banking System, Inc.                                              | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      4363 | NS      | $128446.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                                | Ares Management Corp.                                                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      2098 | NS      | $314007.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight, Inc.                                         | nLight, Inc.                                                               | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1875 | NS      | $85518.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse, Inc.                                       | Bel Fuse, Inc., Class B                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       241 | NS      | $48486.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE 100 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -21 | NC      | $8342.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                             | Modine Manufacturing Co.                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       603 | NS      | $111349.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-184791.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Sportradar Group AG                                  | Sportradar Group AG, Class A                                               | CUSIP: N/A<br>LEI: 549300H1P33YOAT7Z533       | Long             | EC               | CORP              | CH        |      6330 | NS      | $114636.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                       | Ford Motor Co.                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34644.88     | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE/JSE Top 40 Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |       -34 | NC      | $11899.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                                     | NCR Atleos Corp.                                                           | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      2182 | NS      | $81388.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $126658.28    | 0.06%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                                            | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64932.54     | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                 | Galp Energia SGPS SA                                                       | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      5439 | NS      | $107860.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                         | Evergy, Inc.                                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       602 | NS      | $46191.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                               | Truist Financial Corp.                                                     | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    226000 | PA      | $243367.23    | 0.11%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                       | Prologis, Inc.                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3849 | NS      | $502525.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                        | Rio Tinto plc                                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      1178 | NS      | $108610.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $153391.99    | 0.07%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                 | Kimberly-Clark Corp.                                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2783 | NS      | $278272.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                      | Selective Insurance Group, Inc.                                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       566 | NS      | $47589.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                       | Unicharm Corp.                                                             | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |     11200 | NS      | $67984.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85013.44     | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                               | Labcorp Holdings, Inc.                                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $64078.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                        | Avantor, Inc.                                                              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2795 | NS      | $30521.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                               | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63662.25     | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166170.26    | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| TransUnion                                           | TransUnion                                                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1321 | NS      | $104385.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | DAX Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -6 | NC      | $-25310.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20287.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                  | Bank of New York Mellon Corp. (The)                                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      5910 | NS      | $708727.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                            | CDW Corp.                                                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       370 | NS      | $46764.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                         | Hexcel Corp.                                                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1624 | NS      | $134483.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                              | Qnity Electronics, Inc.                                                    | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       483 | NS      | $46454.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                 | Emerson Electric Co.                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       420 | NS      | $61723.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $86227.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                       | Techtronic Industries Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     19000 | NS      | $259021.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5500000 | PA      | $40184.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMES Trust                                          | HOMES Trust, Series 2026-INV1, Class A1D                                   | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100108.88    | 0.04%             | 2060-08-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Netskope, Inc.                                       | Netskope, Inc., Class A                                                    | CUSIP: 64119N608<br>LEI: 254900CS525VJG6KO570 | Long             | EC               | CORP              | US        |      4192 | NS      | $62251.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                     | FormFactor, Inc.                                                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      2098 | NS      | $147888.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                   | Prestige Consumer Healthcare, Inc.                                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1030 | NS      | $66404.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $73383.82     | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       321 | NS      | $81039.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OR Royalties, Inc.                                   | OR Royalties, Inc.                                                         | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      1703 | NS      | $67166.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    146000 | PA      | $149502.17    | 0.07%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                             | Nitori Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $27448.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $73647.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Hang Seng Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        41 | NC      | $158326.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd.                                       | AIA Group Ltd.                                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     73000 | NS      | $844273.63    | 0.37%             |  |  |  | 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      | $-18045.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | S&P 500 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -158 | NC      | $8118.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                        | Carlsberg A/S, Class B                                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       619 | NS      | $83805.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2682.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                      | Gerresheimer AG                                                            | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |      1688 | NS      | $50461.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                            | ITT, Inc.                                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       237 | NS      | $43205.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                       | Texas Capital Bancshares, Inc.                                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       658 | NS      | $66569.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                          | Dick's Sporting Goods, Inc.                                                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    165000 | PA      | $120659.04    | 0.05%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                     | TotalEnergies SE                                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     11191 | NS      | $811170.15    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104555.26    | 0.05%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86394.31     | 0.04%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                       | Shizuoka Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      8600 | NS      | $139925.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137832.43    | 0.06%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IRhythm Holdings, Inc.                               | IRhythm Holdings, Inc.                                                     | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       357 | NS      | $55160.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                           | Albany International Corp., Class A                                        | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1137 | NS      | $63092.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp.                                         | TriMas Corp.                                                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1211 | NS      | $42106.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                        | Coupang, Inc.                                                              | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      6785 | NS      | $136785.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA (Registered)                                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      9248 | NS      | $878443.36    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Australia 10 Year Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        35 | NC      | $-21710.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co.                        | Metropolitan Bank & Trust Co.                                              | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |    122657 | NS      | $152070.06    | 0.07%             |  |  |  | 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      | $72260.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75824.14     | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                  | Huntington Ingalls Industries, Inc.                                        | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    106000 | PA      | $111858.26    | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39628.71     | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43282.92     | 0.02%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       883 | NS      | $65977.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $55019.18     | 0.02%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                          | Pinnacle West Capital Corp.                                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       728 | NS      | $68111.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                           | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93472.61     | 0.04%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                            | RTX Corp.                                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       532 | NS      | $106894.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                           | STERIS plc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       375 | NS      | $98475.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                 | Flutter Treasury DAC                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206189.00    | 0.09%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                             | Unipol Assicurazioni SpA                                                   | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      7630 | NS      | $169805.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                                | Waystar Holding Corp.                                                      | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1860 | NS      | $49401.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                 | HCA Healthcare, Inc.                                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       547 | NS      | $267083.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110616.99    | 0.05%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-25536.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    198000 | PA      | $198158.47    | 0.09%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                 | Alliant Energy Corp.                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1731 | NS      | $114090.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Mortgage Loan Trust                             | COLT Mortgage Loan Trust, Series 2024-6, Class A1                          | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |     77006 | PA      | $77604.34     | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Obic Co. Ltd.                                        | Obic Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5700 | NS      | $158263.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew plc                                   | Smith & Nephew plc                                                         | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |      9017 | NS      | $153243.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                         | Mondelez International, Inc., Class A                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       434 | NS      | $25375.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                              | East West Bancorp, Inc.                                                    | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      1090 | NS      | $124739.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19259.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                 | Northern Trust Corp.                                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4951 | NS      | $739827.93    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1362 | NS      | $303739.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                  | Omnicom Group, Inc.                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1276 | NS      | $98303.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                             | Benchmark Mortgage Trust, Series 2021-B27, Class XA                        | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179468 | PA      | $54059.76     | 0.02%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                    | Algonquin Power & Utilities Corp.                                          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35157.36     | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | 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      | $3562.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                  | Union Pacific Corp.                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1115 | NS      | $262136.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $184650.37    | 0.08%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                    | CLP Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      3500 | NS      | $33131.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-81471.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      6865 | NS      | $363092.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                                 | Douglas Emmett, Inc.                                                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2912 | NS      | $30750.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       874 | NS      | $153990.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                          | Prologis LP                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185058.82    | 0.08%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                        | Shopify, Inc., Class A                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       238 | NS      | $31232.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                | Ashtead Capital, Inc.                                                      | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206717.08    | 0.09%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bunzl plc                                            | Bunzl plc                                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      2083 | NS      | $58373.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                         | PACCAR, Inc.                                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4113 | NS      | $505528.83    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                | NXP Semiconductors NV                                                      | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       238 | NS      | $53821.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                               | Daikin Industries Ltd.                                                     | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       500 | NS      | $60044.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor, Inc.                                  | GCM Grosvenor, Inc., Class A                                               | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3458 | NS      | $39144.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                     | Baker Hughes Co.                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       584 | NS      | $32727.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   7900000 | PA      | $122673.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       121 | NS      | $605222.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                           | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    167000 | PA      | $129988.13    | 0.06%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| York Space Systems, Inc.                             | York Space Systems, Inc.                                                   | CUSIP: 987084100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       808 | NS      | $27431.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                             | Alcon AG                                                                   | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |       832 | NS      | $67179.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      4914 | NS      | $151561.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Holdings Co. Ltd.                                 | SG Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8700 | NS      | $83761.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumexa Imaging Holdings, Inc.                        | Lumexa Imaging Holdings, Inc.                                              | CUSIP: 550249106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2311 | NS      | $28309.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                               | Sempra                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       767 | NS      | $66736.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    208000 | PA      | $220535.66    | 0.10%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                   | Tractor Supply Co.                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       509 | NS      | $25897.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196751.73    | 0.09%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                          | Heineken NV                                                                | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      7432 | NS      | $610852.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Terminix Funding LLC                        | Rentokil Terminix Funding LLC                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203716.74    | 0.09%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $43264.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Karman Holdings, Inc.                                | Karman Holdings, Inc.                                                      | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424 | NS      | $44011.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                     | WisdomTree, Inc.                                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      3951 | NS      | $64006.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                                          | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    147000 | PA      | $146461.97    | 0.06%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                         | Fujitsu Ltd.                                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      4100 | NS      | $113467.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings, Inc.                                  | MARA Holdings, Inc.                                                        | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      1954 | NS      | $18563.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Silicon Motion Technology Corp.                      | Silicon Motion Technology Corp.                                            | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |      1845 | NS      | $219425.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       880 | NS      | $65894.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                  | EOG Resources, Inc.                                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3818 | NS      | $428112.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                | Gilead Sciences, Inc.                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      7062 | NS      | $1002450.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class AS                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99803.20     | 0.04%             | 2039-02-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4155 | NS      | $504209.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188457.43    | 0.08%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5131.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                           | Baxter International, Inc.                                                 | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55467.24     | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                               | Jacobs Solutions, Inc.                                                     | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       530 | NS      | $71687.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Douglas Homes Corp.                            | Smith Douglas Homes Corp.                                                  | CUSIP: 83207R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $15189.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       652 | NS      | $377253.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198092.14    | 0.09%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                                    | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165560.17    | 0.07%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219010.71    | 0.10%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                             | CACI International, Inc., Class A                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       148 | NS      | $91845.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Finance Co. SA                               | Cellnex Finance Co. SA                                                     | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $161950.00    | 0.07%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Guardant Health, Inc.                                | Guardant Health, Inc.                                                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       552 | NS      | $62950.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| P10, Inc.                                            | P10, Inc., Class A                                                         | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4711 | NS      | $50784.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $131425.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                              | Kingdom of Saudi Arabia                                                    | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $203651.50    | 0.09%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     53993 | NS      | $713926.73    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-72927.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| First Interstate BancSystem, Inc.                    | First Interstate BancSystem, Inc., Class A                                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      2248 | NS      | $79736.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                          | FedEx Corp.                                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       185 | NS      | $59616.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                       | Credicorp Ltd.                                                             | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |      1809 | NS      | $645505.47    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | PA      | $67616.78     | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176032.89    | 0.08%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| South Korea Won                                      | South Korea Won                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |       -10 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                          | Novartis AG (Registered)                                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      1655 | NS      | $245386.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                            | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     12748 | NS      | $1254530.68   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                 | Sompo Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      2900 | NS      | $99614.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                  | CVB Financial Corp.                                                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3013 | NS      | $59386.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                 | Voya Financial, Inc.                                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       877 | NS      | $67230.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $46608.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                         | Incyte Corp.                                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      7656 | NS      | $766135.92    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                        | MongoDB, Inc.                                                              | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       217 | NS      | $80578.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-132135.06   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Q2 Holdings, Inc.                                    | Q2 Holdings, Inc.                                                          | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       905 | NS      | $55431.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                            | Illinois Tool Works, Inc.                                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1138 | NS      | $297313.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                        | Keyence Corp.                                                              | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       200 | NS      | $72938.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-29996.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                                          | Verallia SA                                                                | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |      2667 | NS      | $69865.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222945.26    | 0.10%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC              | Volkswagen Group of America Finance LLC                                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200638.84    | 0.09%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Constellation Software, Inc.                         | Constellation Software, Inc.                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       110 | NS      | $203007.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                         | GE Aerospace                                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1505 | NS      | $461718.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $111638.53    | 0.05%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.              | Singapore Technologies Engineering Ltd.                                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     16200 | NS      | $124801.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent LP                             | American Homes 4 Rent LP                                                   | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    274000 | PA      | $274699.31    | 0.12%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp.                         | Simmons First National Corp., Class A                                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1549 | NS      | $31491.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                         | Chefs' Warehouse, Inc. (The)                                               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      2156 | NS      | $135612.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                | Leidos Holdings, Inc.                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       380 | NS      | $71546.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     59000 | PA      | $46754.59     | 0.02%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Portland General Electric Co.                        | Portland General Electric Co.                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1522 | NS      | $76480.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                | Quaker Chemical Corp.                                                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       394 | NS      | $60573.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                        | ONE Gas, Inc.                                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       704 | NS      | $56010.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-43195.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Immunocore Holdings plc                              | Immunocore Holdings plc                                                    | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |      1042 | NS      | $33917.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                               | TTM Technologies, Inc.                                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1464 | NS      | $143764.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    112000 | PA      | $104296.34    | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                        | Accenture plc, Class A                                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      1779 | NS      | $469015.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                          | B3 SA - Brasil Bolsa Balcao                                                | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    190700 | NS      | $585208.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                                            | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    236000 | PA      | $246080.24    | 0.11%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       525 | NS      | $105514.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                            | Crane Co.                                                                  | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       463 | NS      | $84562.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                            | Aptiv plc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      2298 | NS      | $174073.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $95140.09     | 0.04%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                     | PulteGroup, Inc.                                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       970 | NS      | $121337.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Long Gilt                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -52 | NC      | $114836.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                | Dominion Energy, Inc.                                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      7826 | NS      | $470890.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $46321.64     | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Disco Corp.                                          | Disco Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $85538.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-259859.37   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                | Silgan Holdings, Inc.                                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1513 | NS      | $65285.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $240216.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                   | Hyatt Hotels Corp., Class A                                                | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1399 | NS      | $218761.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlyle Group, Inc. (The)                            | Carlyle Group, Inc. (The)                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      3462 | NS      | $203496.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                          | Cheniere Energy Partners LP                                                | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156488.33    | 0.07%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                              | Arrow Electronics, Inc.                                                    | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    178000 | PA      | $185376.88    | 0.08%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    141000 | PA      | $137016.16    | 0.06%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39538.18     | 0.02%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MF1                                                  | MF1, Series 2024-FL15, Class A                                             | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100213.10    | 0.04%             | 2041-08-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                   | Suzuki Motor Corp.                                                         | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      7000 | NS      | $95279.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                       | QUALCOMM, Inc.                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5650 | NS      | $856483.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $90248.94     | 0.04%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $572562.60    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Caris Life Sciences, Inc.                            | Caris Life Sciences, Inc.                                                  | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |       571 | NS      | $13224.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                                         | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99834.22     | 0.04%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.                   | Harmony Biosciences Holdings, Inc.                                         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1284 | NS      | $46891.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                            | Carlyle Group, Inc. (The)                                                  | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    204000 | PA      | $200789.99    | 0.09%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                  | Atmus Filtration Technologies, Inc.                                        | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $69737.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group plc                                     | Spirax Group plc                                                           | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |      4299 | NS      | $427366.29    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                             | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $155537.31    | 0.07%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                          | Shin-Etsu Chemical Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      2600 | NS      | $86168.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                 | First Hawaiian, Inc.                                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2947 | NS      | $78242.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                      | AES Corp. (The)                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     16019 | NS      | $234678.35    | 0.10%             |  |  |  | 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      | $-42353.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4215 | NS      | $643335.45    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                         | Core Natural Resources, Inc.                                               | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       443 | NS      | $42253.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                 | EURO                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |        13 | OU      | $15.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                        | British Pound                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         0 | OU      | $0.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd.                                     | Nomad Foods Ltd.                                                           | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |      3715 | NS      | $47180.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       203 | NS      | $36393.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Modelling Group Ltd.                        | Computer Modelling Group Ltd.                                              | CUSIP: 205249105<br>LEI: 254900W17JFUVTM20222 | Long             | EC               | CORP              | CA        |     27857 | NS      | $98813.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd.                                       | TMX Group Ltd.                                                             | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      4560 | NS      | $168348.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       417 | NS      | $92394.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JH North America Holdings, Inc.                      | JH North America Holdings, Inc.                                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83396.46     | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Expro Group Holdings NV                              | Expro Group Holdings NV                                                    | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      4193 | NS      | $67129.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      2024 | NS      | $384748.03    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                        | Cencora, Inc.                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       223 | NS      | $80106.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                          | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204985.82    | 0.09%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165472.24    | 0.07%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                         | Avient Corp.                                                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1669 | NS      | $60334.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | KOSPI 200 Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |         2 | NC      | $64770.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                   | Genius Sports Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      8811 | NS      | $76655.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    307000 | PA      | $303210.73    | 0.13%             | 2050-05-01      | Fixed         | 5.80%                 | 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        |        -8 | NC      | $14813.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                             | CenterPoint Energy, Inc.                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1905 | NS      | $75609.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    178000 | PA      | $131350.89    | 0.06%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                      | Flowserve Corp.                                                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2738 | NS      | $213974.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinaxis, Inc.                                        | Kinaxis, Inc.                                                              | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |      1489 | NS      | $150359.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings, Inc.                                 | Roche Holdings, Inc.                                                       | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    340000 | PA      | $359028.10    | 0.16%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                      | Eastern Energy Gas Holdings LLC                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    153000 | PA      | $148927.99    | 0.06%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                 | Eastman Chemical Co.                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       853 | NS      | $59129.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                         | Brixmor Property Group, Inc.                                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      9488 | NS      | $254183.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Investments Six DAC                             | Icon Investments Six DAC                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203763.08    | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113876.94    | 0.05%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                  | Brown & Brown, Inc.                                                        | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26887.19     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                    | NatWest Group plc                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    101126 | NS      | $920475.57    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                              | Burlington Stores, Inc.                                                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       528 | NS      | $156214.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI plc                                              | IMI plc                                                                    | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      9396 | NS      | $355110.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology, Inc.                              | Alkami Technology, Inc.                                                    | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      2894 | NS      | $61323.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                    | EMCOR Group, Inc.                                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       418 | NS      | $301265.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62182.89     | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thryv Holdings, Inc.                                 | Thryv Holdings, Inc.                                                       | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4704 | NS      | $22626.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                      | Jefferies Financial Group, Inc.                                            | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147080.48    | 0.06%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                  | Realty Income Corp.                                                        | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    182000 | PA      | $175758.18    | 0.08%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                        | Sammons Financial Group, Inc.                                              | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132188.11    | 0.06%             | 2032-04-08      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                     | Salesforce, Inc.                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1651 | NS      | $350490.79    | 0.15%             |  |  |  | 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      | $-11853.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                            | SLM Corp.                                                                  | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4072 | NS      | $110554.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.         | Fidelity National Information Services, Inc.                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1066 | NS      | $58896.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                            | Mitsubishi Electric Corp.                                                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     23400 | NS      | $730304.99    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                            | Extra Space Storage, Inc.                                                  | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $74779.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45661.28     | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98755.65     | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar A/S                           | BIM Birlesik Magazalar A/S                                                 | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |      4230 | NS      | $64587.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                               | Align Technology, Inc.                                                     | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       308 | NS      | $50213.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.             | CCC Intelligent Solutions Holdings, Inc.                                   | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8594 | NS      | $65142.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Transmission Systems, Inc.                  | American Transmission Systems, Inc.                                        | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $85679.09     | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| RB Global, Inc.                                      | RB Global, Inc.                                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      7250 | NS      | $822942.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                               | Envista Holdings Corp.                                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      2173 | NS      | $51000.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                  | MTU Aero Engines AG                                                        | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       693 | NS      | $307632.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62469.53     | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                  | Japan Tobacco, Inc.                                                        | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $154987.08    | 0.07%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard SA                                     | Pernod Ricard SA                                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      6893 | NS      | $613449.97    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94658.10     | 0.04%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Black Rock Coffee Bar, Inc.                          | Black Rock Coffee Bar, Inc., Class A                                       | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2596 | NS      | $38706.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $159434.37    | 0.07%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                            | GMO Payment Gateway, Inc.                                                  | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |      1100 | NS      | $63515.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                         | Samsung Electronics Co. Ltd.                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      1023 | NS      | $114069.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JM Holdings Co. Ltd.                                 | JM Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11200 | NS      | $129614.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Merck KGaA                                           | Merck KGaA                                                                 | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       675 | NS      | $100453.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley plc                                          | Beazley plc                                                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |     34989 | NS      | $542448.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                    | SMBC Aviation Capital Finance DAC                                          | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199320.03    | 0.09%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| APA Group                                            | APA Group                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     20568 | NS      | $126897.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                     | Cloudflare, Inc., Class A                                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       780 | NS      | $138333.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                       | Monolithic Power Systems, Inc.                                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       327 | NS      | $367597.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92561.99     | 0.04%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $114467.41    | 0.05%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176032.12    | 0.08%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111665.87    | 0.05%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                                      | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    116000 | PA      | $111980.09    | 0.05%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-87830.75    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                            | Linde plc                                                                  | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      2648 | NS      | $1210056.56   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40678.93     | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                              | Toyota Industries Corp.                                                    | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |       500 | NS      | $63824.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    262000 | PA      | $261128.92    | 0.11%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Amcor plc                                            | Amcor plc                                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      1135 | NS      | $50223.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** MFS Series Trust XV

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer